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
1194.28
Total PnL
194.28 (19.43%)
Total Trades (Win/Los)
206 (75/131)
Win Rate
36.41%
Max Drawdown
615.33 (38.71%)
Total Fees
52.13
Position avg (max), %
89.26 (113.30)
Profit Factor
1.09
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 -20.18% 25.38% 26.45% -5.68% 7.14% 3.78% -4.18% -6.05% 6.40% -3.46% 11.44% -12.30% 19.95%
2025 -11.79% 9.48% 1.44% -7.12% 14.11% -13.81% 16.03% 3.51% 6.94% -24.25% 8.00% -13.06% -18.24%
2026 20.55% 1.17% -0.11% 3.26% -3.15% 0.01% — — — — — — 21.85%
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 1194.28
Min balance 779.82
Max balance 1589.73
Monthly Performance
Metric Value
Average monthly return (geometric), % 0.60
Average monthly return (arithmetic), % 1.33
Best month, % 26.45
Worst month, % -24.25
PnL, Volume & Fees
Metric Value
Total PnL 194.28
Total PnL, % 19.43
Gross profit 3189.76
Gross loss 2933.64
Trading volume (USDT) 144821.16
Total transactions (buy/sell) 209
Total fees 52.13
Funding net -9.71
Funding accrued (received) 58.01
Funding paid 67.71
Trades
Metric Value
Total Trades 206
Win Trades 75
Los Trades 131
Win Rate, % 36.41
Expectancy per trade 1.2433
Max consecutive wins 4
Max consecutive losses 8
Risk & Exposure
Metric Value
Position avg, % of margin balance 89.26
Position max, % of margin balance 113.30
Max Drawdown 615.33
Max Drawdown, % 38.71
Risk-Adjusted Ratios
Metric Value
Profit Factor (gross profit/gross loss) 1.0873
Recovery Factor (Total PnL / Max DD) 0.3157
Sharpe ratio (monthly) 0.3794
Sortino ratio (monthly) 0.5949
CAGR, % 7.63
Calmar ratio (CAGR / Max DD%) 0.1971
Open Positions Size (USDT)
Strategy Charts
SOLUSDT 4h zigzag | PnL: 12.24 | Fee: 18.31 | Vol: 50865.33
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": 17,
    "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
}