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
1591.16
Total PnL
591.16 (59.12%)
Total Trades (Win/Los)
227 (77/150)
Win Rate
33.92%
Max Drawdown
514.34 (28.23%)
Total Fees
68.34
Position avg (max), %
88.92 (113.71)
Profit Factor
1.20
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 -18.31% 24.90% 25.94% -2.22% 7.52% 5.75% -1.72% -6.93% 8.32% -2.13% 14.04% -11.13% 40.39%
2025 -8.27% 9.03% 2.10% -8.23% 14.58% -10.23% 15.78% 6.81% 3.66% -21.77% 10.51% -10.05% -3.92%
2026 12.61% 2.05% -0.18% 4.56% -1.61% 0.01% — — — — — — 18.03%
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 1591.16
Min balance 798.17
Max balance 1821.90
Monthly Performance
Metric Value
Average monthly return (geometric), % 1.56
Average monthly return (arithmetic), % 2.18
Best month, % 25.94
Worst month, % -21.77
PnL, Volume & Fees
Metric Value
Total PnL 591.16
Total PnL, % 59.12
Gross profit 4003.81
Gross loss 3335.35
Trading volume (USDT) 189878.63
Total transactions (buy/sell) 230
Total fees 68.34
Funding net -8.95
Funding accrued (received) 69.98
Funding paid 78.94
Trades
Metric Value
Total Trades 227
Win Trades 77
Los Trades 150
Win Rate, % 33.92
Expectancy per trade 2.9448
Max consecutive wins 5
Max consecutive losses 7
Risk & Exposure
Metric Value
Position avg, % of margin balance 88.92
Position max, % of margin balance 113.71
Max Drawdown 514.34
Max Drawdown, % 28.23
Risk-Adjusted Ratios
Metric Value
Profit Factor (gross profit/gross loss) 1.2004
Recovery Factor (Total PnL / Max DD) 1.1494
Sharpe ratio (monthly) 0.6757
Sortino ratio (monthly) 1.1306
CAGR, % 21.21
Calmar ratio (CAGR / Max DD%) 0.7512
Open Positions Size (USDT)
Strategy Charts
SOLUSDT 4h zigzag | PnL: 376.77 | Fee: 21.78 | Vol: 60504.06
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": 9,
    "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
}