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
1355.33
Total PnL
355.33 (35.53%)
Total Trades (Win/Los)
219 (76/143)
Win Rate
34.70%
Max Drawdown
533.15 (32.63%)
Total Fees
59.45
Position avg (max), %
89.41 (117.13)
Profit Factor
1.14
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 -20.21% 25.38% 26.45% -3.85% 7.33% 4.31% -3.78% -5.81% 7.17% -2.32% 12.45% -11.93% 27.95%
2025 -10.24% 8.13% 1.35% -6.20% 14.10% -11.87% 14.80% 5.07% 7.41% -23.22% 11.59% -11.72% -9.08%
2026 12.45% 2.48% -0.17% 4.03% -2.62% 0.01% — — — — — — 16.57%
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 1355.33
Min balance 779.52
Max balance 1633.77
Monthly Performance
Metric Value
Average monthly return (geometric), % 1.02
Average monthly return (arithmetic), % 1.69
Best month, % 26.45
Worst month, % -23.22
PnL, Volume & Fees
Metric Value
Total PnL 355.33
Total PnL, % 35.53
Gross profit 3519.97
Gross loss 3095.92
Trading volume (USDT) 165175.31
Total transactions (buy/sell) 222
Total fees 59.45
Funding net -9.27
Funding accrued (received) 63.06
Funding paid 72.32
Trades
Metric Value
Total Trades 219
Win Trades 76
Los Trades 143
Win Rate, % 34.70
Expectancy per trade 1.9363
Max consecutive wins 4
Max consecutive losses 10
Risk & Exposure
Metric Value
Position avg, % of margin balance 89.41
Position max, % of margin balance 117.13
Max Drawdown 533.15
Max Drawdown, % 32.63
Risk-Adjusted Ratios
Metric Value
Profit Factor (gross profit/gross loss) 1.1370
Recovery Factor (Total PnL / Max DD) 0.6665
Sharpe ratio (monthly) 0.5058
Sortino ratio (monthly) 0.8033
CAGR, % 13.42
Calmar ratio (CAGR / Max DD%) 0.4112
Open Positions Size (USDT)
Strategy Charts
SOLUSDT 4h zigzag | PnL: 156.42 | Fee: 19.68 | Vol: 54677.43
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": 13,
    "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
}