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
1286.80
Total PnL
286.80 (28.68%)
Total Trades (Win/Los)
208 (76/132)
Win Rate
36.54%
Max Drawdown
575.46 (35.35%)
Total Fees
55.15
Position avg (max), %
88.83 (120.90)
Profit Factor
1.12
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 -19.28% 25.20% 26.19% -3.76% 7.07% 3.76% -4.33% -5.84% 7.20% -3.45% 12.33% -12.02% 25.65%
2025 -11.03% 9.11% 1.44% -6.69% 13.71% -12.00% 15.46% 3.76% 7.12% -23.67% 6.75% -12.09% -15.48%
2026 17.94% 1.47% -0.15% 4.26% -2.70% 0.01% — — — — — — 21.25%
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 1286.80
Min balance 788.50
Max balance 1627.82
Monthly Performance
Metric Value
Average monthly return (geometric), % 0.85
Average monthly return (arithmetic), % 1.53
Best month, % 26.19
Worst month, % -23.67
PnL, Volume & Fees
Metric Value
Total PnL 286.80
Total PnL, % 28.68
Gross profit 3361.91
Gross loss 3010.40
Trading volume (USDT) 153225.29
Total transactions (buy/sell) 211
Total fees 55.15
Funding net -9.55
Funding accrued (received) 60.88
Funding paid 70.43
Trades
Metric Value
Total Trades 208
Win Trades 76
Los Trades 132
Win Rate, % 36.54
Expectancy per trade 1.6899
Max consecutive wins 4
Max consecutive losses 8
Risk & Exposure
Metric Value
Position avg, % of margin balance 88.83
Position max, % of margin balance 120.90
Max Drawdown 575.46
Max Drawdown, % 35.35
Risk-Adjusted Ratios
Metric Value
Profit Factor (gross profit/gross loss) 1.1168
Recovery Factor (Total PnL / Max DD) 0.4984
Sharpe ratio (monthly) 0.4521
Sortino ratio (monthly) 0.7196
CAGR, % 11.01
Calmar ratio (CAGR / Max DD%) 0.3113
Open Positions Size (USDT)
Strategy Charts
SOLUSDT 4h zigzag | PnL: 79.78 | Fee: 19.23 | Vol: 53419.46
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": 15,
    "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
}