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
1332.16
Total PnL
332.16 (33.22%)
Total Trades (Win/Los)
210 (76/134)
Win Rate
36.19%
Max Drawdown
555.18 (33.91%)
Total Fees
56.92
Position avg (max), %
89.03 (118.23)
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 -18.65% 25.00% 26.03% -3.92% 7.04% 4.24% -4.31% -5.92% 7.29% -2.57% 12.45% -11.93% 28.03%
2025 -10.14% 8.19% 1.15% -7.26% 13.72% -11.71% 15.11% 4.95% 7.49% -23.46% 7.40% -12.11% -14.09%
2026 17.53% 2.05% -0.19% 4.12% -2.79% 0.01% — — — — — — 21.19%
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 1332.16
Min balance 794.83
Max balance 1637.39
Monthly Performance
Metric Value
Average monthly return (geometric), % 0.96
Average monthly return (arithmetic), % 1.63
Best month, % 26.03
Worst month, % -23.46
PnL, Volume & Fees
Metric Value
Total PnL 332.16
Total PnL, % 33.22
Gross profit 3435.06
Gross loss 3036.63
Trading volume (USDT) 158133.06
Total transactions (buy/sell) 213
Total fees 56.92
Funding net -9.35
Funding accrued (received) 62.36
Funding paid 71.71
Trades
Metric Value
Total Trades 210
Win Trades 76
Los Trades 134
Win Rate, % 36.19
Expectancy per trade 1.8973
Max consecutive wins 4
Max consecutive losses 8
Risk & Exposure
Metric Value
Position avg, % of margin balance 89.03
Position max, % of margin balance 118.23
Max Drawdown 555.18
Max Drawdown, % 33.91
Risk-Adjusted Ratios
Metric Value
Profit Factor (gross profit/gross loss) 1.1312
Recovery Factor (Total PnL / Max DD) 0.5983
Sharpe ratio (monthly) 0.4874
Sortino ratio (monthly) 0.7808
CAGR, % 12.61
Calmar ratio (CAGR / Max DD%) 0.3719
Open Positions Size (USDT)
Strategy Charts
SOLUSDT 4h zigzag | PnL: 85.35 | Fee: 19.53 | Vol: 54271.80
Details
{
  "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": 14,
    "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
}