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
1428.19
Total PnL
428.19 (42.82%)
Total Trades (Win/Los)
227 (76/151)
Win Rate
33.48%
Max Drawdown
531.94 (31.36%)
Total Fees
64.45
Position avg (max), %
89.22 (116.79)
Profit Factor
1.16
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 -18.78% 25.04% 26.06% -2.44% 6.96% 4.39% -1.79% -8.56% 8.16% -2.49% 13.29% -10.89% 33.34%
2025 -8.63% 8.54% 2.04% -8.05% 14.95% -10.68% 13.84% 6.83% 3.64% -23.53% 11.25% -10.01% -7.82%
2026 12.06% 2.02% -0.20% 4.26% -2.28% 0.01% — — — — — — 16.26%
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 1428.19
Min balance 793.53
Max balance 1695.98
Monthly Performance
Metric Value
Average monthly return (geometric), % 1.20
Average monthly return (arithmetic), % 1.83
Best month, % 26.06
Worst month, % -23.53
PnL, Volume & Fees
Metric Value
Total PnL 428.19
Total PnL, % 42.82
Gross profit 3731.10
Gross loss 3230.09
Trading volume (USDT) 179053.77
Total transactions (buy/sell) 230
Total fees 64.45
Funding net -8.37
Funding accrued (received) 66.31
Funding paid 74.68
Trades
Metric Value
Total Trades 227
Win Trades 76
Los Trades 151
Win Rate, % 33.48
Expectancy per trade 2.2071
Max consecutive wins 4
Max consecutive losses 7
Risk & Exposure
Metric Value
Position avg, % of margin balance 89.22
Position max, % of margin balance 116.79
Max Drawdown 531.94
Max Drawdown, % 31.36
Risk-Adjusted Ratios
Metric Value
Profit Factor (gross profit/gross loss) 1.1551
Recovery Factor (Total PnL / Max DD) 0.8050
Sharpe ratio (monthly) 0.5618
Sortino ratio (monthly) 0.9067
CAGR, % 15.90
Calmar ratio (CAGR / Max DD%) 0.5071
Open Positions Size (USDT)
Strategy Charts
SOLUSDT 4h zigzag | PnL: 281.57 | Fee: 20.56 | Vol: 57128.82
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": 10,
    "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
}