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
1347.73
Total PnL
347.73 (34.77%)
Total Trades (Win/Los)
215 (69/146)
Win Rate
32.09%
Max Drawdown
703.57 (41.75%)
Total Fees
57.02
Position avg (max), %
88.61 (121.33)
Profit Factor
1.14
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 -17.91% 27.66% 25.48% -5.09% 8.15% 4.25% -4.07% -5.17% 6.69% -2.86% 15.06% -18.21% 24.85%
2025 -18.56% 8.54% -0.18% -4.37% 23.24% -10.25% 16.51% 5.20% 1.70% -22.22% 13.57% -11.41% -8.95%
2026 11.51% 3.46% -0.36% 5.50% -2.18% 0.01% — — — — — — 18.64%
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 1347.73
Min balance 791.39
Max balance 1685.09
Monthly Performance
Metric Value
Average monthly return (geometric), % 1.00
Average monthly return (arithmetic), % 1.79
Best month, % 27.66
Worst month, % -22.22
PnL, Volume & Fees
Metric Value
Total PnL 347.73
Total PnL, % 34.77
Gross profit 3390.14
Gross loss 2977.98
Trading volume (USDT) 158427.64
Total transactions (buy/sell) 218
Total fees 57.02
Funding net -7.40
Funding accrued (received) 62.47
Funding paid 69.87
Trades
Metric Value
Total Trades 215
Win Trades 69
Los Trades 146
Win Rate, % 32.09
Expectancy per trade 1.9170
Max consecutive wins 4
Max consecutive losses 8
Risk & Exposure
Metric Value
Position avg, % of margin balance 88.61
Position max, % of margin balance 121.33
Max Drawdown 703.57
Max Drawdown, % 41.75
Risk-Adjusted Ratios
Metric Value
Profit Factor (gross profit/gross loss) 1.1384
Recovery Factor (Total PnL / Max DD) 0.4942
Sharpe ratio (monthly) 0.4914
Sortino ratio (monthly) 0.7944
CAGR, % 13.15
Calmar ratio (CAGR / Max DD%) 0.3150
Open Positions Size (USDT)
Strategy Charts
SOLUSDT 4h zigzag | PnL: 414.61 | Fee: 16.57 | Vol: 46047.33
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": 13,
    "detection": 11,
    "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
}