hb/tester/ver.2026/05/18/backtest_results: 2024-01-01 - 2026-06-01 | zz-3-4h-notp | exchange: Bybit

Pairs
3
Initial Balance
1000.00
Final Balance
1440.55
Total PnL
440.55 (44.05%)
Total Trades (Win/Los)
249 (84/165)
Win Rate
33.73%
Max Drawdown
558.33 (31.85%)
Total Fees
72.35
Position avg (max), %
89.35 (114.10)
Profit Factor
1.15
Duration (days)
882.0
Equity Curve (Margin balance)
Monthly Returns Heatmap (%)
Year Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec Year
2024 -16.90% 20.82% 26.36% -1.89% 6.98% 6.23% -0.26% -5.79% 8.30% -4.41% 14.84% -13.85% 36.14%
2025 -9.92% 10.02% 2.48% -7.69% 11.91% -7.95% 11.71% 8.02% 3.71% -22.09% 10.25% -10.82% -7.41%
2026 13.61% 0.80% -1.45% 2.54% -1.20% 0.01% — — — — — — 14.35%
Report Statistics
Period & Scope
Metric Value
Report range 2024-01-01 - 2026-06-01
Days in test 882.0
Months in test 30
Months with data 30
Pairs count 3
Balance & Equity
Metric Value
Initial balance 1000.00
Final balance 1440.55
Min balance 810.12
Max balance 1753.16
Monthly Performance
Metric Value
Average monthly return (geometric), % 1.23
Average monthly return (arithmetic), % 1.81
Best month, % 26.36
Worst month, % -22.09
PnL, Volume & Fees
Metric Value
Total PnL 440.55
Total PnL, % 44.05
Gross profit 3965.23
Gross loss 3447.57
Trading volume (USDT) 201010.27
Total transactions (buy/sell) 252
Total fees 72.35
Funding net -4.76
Funding accrued (received) 69.71
Funding paid 74.47
Trades
Metric Value
Total Trades 249
Win Trades 84
Los Trades 165
Win Rate, % 33.73
Expectancy per trade 2.0789
Max consecutive wins 4
Max consecutive losses 8
Risk & Exposure
Metric Value
Position avg, % of margin balance 89.35
Position max, % of margin balance 114.10
Max Drawdown 558.33
Max Drawdown, % 31.85
Risk-Adjusted Ratios
Metric Value
Profit Factor (gross profit/gross loss) 1.1502
Recovery Factor (Total PnL / Max DD) 0.7890
Sharpe ratio (monthly) 0.5788
Sortino ratio (monthly) 0.9315
CAGR, % 16.32
Calmar ratio (CAGR / Max DD%) 0.5124
Open Positions Size (USDT)
Strategy Charts
SOLUSDT 4h zigzag | PnL: 399.76 | Fee: 21.91 | Vol: 60861.59
Details
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  "name": "1",
  "is_runing": true,
  "description": "",
  "tg_notification": {
    "id_chat": 0,
    "notification_position": true,
    "notification_zz_new_level": false,
    "report": false
  },
  "exchange": {
    "name": "tester",
    "account": "st",
    "subaccount_name": "",
    "kill_switch": 0,
    "order_size_dev_pct": 1.0,
    "execute_stop_by_market": true,
    "bitmex_limit_post_only": true,
    "bitmex_limit_hidden": false,
    "account_type": "UNIFIED",
    "main_timer": 5000,
    "use_upnl": false,
    "use_frozen_balance": true,
    "bybit_transfer_profit": "",
    "signal": {
      "is_spot": true,
      "signal_symbol": ""
    }
  },
  "basic": {
    "strategy": "zigzag",
    "symbol": "SOLUSDT",
    "time_frame": "4h",
    "use_long": true,
    "use_short": true,
    "cross_margin": true,
    "leverage": 20.0,
    "use_fix": false,
    "my_fix_balance": 0.0,
    "balance_percentage_long": 33.0,
    "balance_percentage_short": 33.0,
    "risk_long": 1.0,
    "risk_short": 1.0,
    "lot_long": 0.0,
    "lot_short": 0.0,
    "max_balance": 0.0,
    "more_data": false,
    "max_bars": 2000
  },
  "options": null,
  "filter": null,
  "rebalance": null,
  "hd": null,
  "zz": null,
  "zigzag": {
    "length": 12,
    "detection": 7,
    "detection_source": "default"
  },
  "zigzag_double": null,
  "dd": null,
  "dc": null,
  "mz": null,
  "tv": null,
  "tv_ccs": null,
  "rt": null,
  "tv_mapm": null,
  "tv_lsb": null,
  "tv_hss": null,
  "plus_one": null,
  "mrs": null,
  "mrs2": null,
  "mrs3": null,
  "webhook": null,
  "rapid": null,
  "redflag": null,
  "p2p_bybit": null,
  "SmartProfit": null,
  "shadow_overlap": null
}