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
1353.13
Total PnL
353.13 (35.31%)
Total Trades (Win/Los)
227 (76/151)
Win Rate
33.48%
Max Drawdown
564.37 (33.66%)
Total Fees
62.41
Position avg (max), %
89.19 (114.45)
Profit Factor
1.13
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 -19.74% 25.24% 26.33% -3.12% 7.05% 4.28% -1.71% -8.14% 8.10% -2.64% 12.95% -11.49% 30.45%
2025 -8.70% 8.45% 1.53% -8.29% 14.17% -11.16% 12.89% 7.04% 3.41% -23.13% 10.31% -11.03% -11.86%
2026 12.93% 2.40% -0.19% 4.50% -2.39% 0.01% — — — — — — 17.75%
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 1353.13
Min balance 784.20
Max balance 1676.78
Monthly Performance
Metric Value
Average monthly return (geometric), % 1.02
Average monthly return (arithmetic), % 1.66
Best month, % 26.33
Worst month, % -23.13
PnL, Volume & Fees
Metric Value
Total PnL 353.13
Total PnL, % 35.31
Gross profit 3594.41
Gross loss 3170.13
Trading volume (USDT) 173402.19
Total transactions (buy/sell) 230
Total fees 62.41
Funding net -8.74
Funding accrued (received) 63.82
Funding paid 72.56
Trades
Metric Value
Total Trades 227
Win Trades 76
Los Trades 151
Win Rate, % 33.48
Expectancy per trade 1.8691
Max consecutive wins 4
Max consecutive losses 7
Risk & Exposure
Metric Value
Position avg, % of margin balance 89.19
Position max, % of margin balance 114.45
Max Drawdown 564.37
Max Drawdown, % 33.66
Risk-Adjusted Ratios
Metric Value
Profit Factor (gross profit/gross loss) 1.1338
Recovery Factor (Total PnL / Max DD) 0.6257
Sharpe ratio (monthly) 0.5055
Sortino ratio (monthly) 0.8035
CAGR, % 13.34
Calmar ratio (CAGR / Max DD%) 0.3964
Open Positions Size (USDT)
Strategy Charts
SOLUSDT 4h zigzag | PnL: 230.24 | Fee: 19.82 | Vol: 55057.81
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": 11,
    "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
}