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
1237.33
Total PnL
237.33 (23.73%)
Total Trades (Win/Los)
198 (73/125)
Win Rate
36.87%
Max Drawdown
591.39 (36.89%)
Total Fees
52.28
Position avg (max), %
88.69 (116.60)
Profit Factor
1.10
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 -20.62% 25.52% 26.56% -2.57% 6.20% 3.82% -5.54% -1.55% 6.36% -3.80% 15.17% -12.48% 29.93%
2025 -10.94% 8.77% 0.94% -7.30% 12.02% -15.50% 16.56% 3.59% 7.02% -24.23% 7.36% -13.02% -21.54%
2026 20.37% 1.25% -0.23% 3.44% -3.46% 0.01% — — — — — — 21.45%
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 1237.33
Min balance 775.38
Max balance 1603.04
Monthly Performance
Metric Value
Average monthly return (geometric), % 0.71
Average monthly return (arithmetic), % 1.46
Best month, % 26.56
Worst month, % -24.23
PnL, Volume & Fees
Metric Value
Total PnL 237.33
Total PnL, % 23.73
Gross profit 3341.79
Gross loss 3041.47
Trading volume (USDT) 145246.98
Total transactions (buy/sell) 201
Total fees 52.28
Funding net -10.72
Funding accrued (received) 59.86
Funding paid 70.57
Trades
Metric Value
Total Trades 198
Win Trades 73
Los Trades 125
Win Rate, % 36.87
Expectancy per trade 1.5168
Max consecutive wins 4
Max consecutive losses 8
Risk & Exposure
Metric Value
Position avg, % of margin balance 88.69
Position max, % of margin balance 116.60
Max Drawdown 591.39
Max Drawdown, % 36.89
Risk-Adjusted Ratios
Metric Value
Profit Factor (gross profit/gross loss) 1.0987
Recovery Factor (Total PnL / Max DD) 0.4013
Sharpe ratio (monthly) 0.4136
Sortino ratio (monthly) 0.6492
CAGR, % 9.22
Calmar ratio (CAGR / Max DD%) 0.2499
Open Positions Size (USDT)
Strategy Charts
SOLUSDT 4h zigzag | PnL: 27.08 | Fee: 18.45 | Vol: 51265.95
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": 20,
    "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
}