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
1163.79
Total PnL
163.79 (16.38%)
Total Trades (Win/Los)
202 (74/128)
Win Rate
36.63%
Max Drawdown
666.24 (41.21%)
Total Fees
51.20
Position avg (max), %
89.11 (115.67)
Profit Factor
1.08
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 -20.49% 25.47% 26.53% -2.43% 6.65% 3.76% -5.12% -5.92% 6.44% -3.54% 11.39% -12.42% 21.88%
2025 -11.74% 9.11% 1.00% -7.07% 12.83% -14.84% 16.23% 3.55% 7.02% -24.67% 7.32% -13.27% -21.55%
2026 20.71% 1.26% -0.17% 2.91% -3.03% 0.01% — — — — — — 21.80%
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 1163.79
Min balance 776.70
Max balance 1616.56
Monthly Performance
Metric Value
Average monthly return (geometric), % 0.51
Average monthly return (arithmetic), % 1.25
Best month, % 26.53
Worst month, % -24.67
PnL, Volume & Fees
Metric Value
Total PnL 163.79
Total PnL, % 16.38
Gross profit 3194.85
Gross loss 2969.71
Trading volume (USDT) 142246.45
Total transactions (buy/sell) 205
Total fees 51.20
Funding net -10.15
Funding accrued (received) 57.77
Funding paid 67.92
Trades
Metric Value
Total Trades 202
Win Trades 74
Los Trades 128
Win Rate, % 36.63
Expectancy per trade 1.1146
Max consecutive wins 4
Max consecutive losses 8
Risk & Exposure
Metric Value
Position avg, % of margin balance 89.11
Position max, % of margin balance 115.67
Max Drawdown 666.24
Max Drawdown, % 41.21
Risk-Adjusted Ratios
Metric Value
Profit Factor (gross profit/gross loss) 1.0758
Recovery Factor (Total PnL / Max DD) 0.2458
Sharpe ratio (monthly) 0.3555
Sortino ratio (monthly) 0.5510
CAGR, % 6.48
Calmar ratio (CAGR / Max DD%) 0.1573
Open Positions Size (USDT)
Strategy Charts
SOLUSDT 4h zigzag | PnL: 44.12 | Fee: 17.72 | Vol: 49241.02
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": 19,
    "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
}