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
1327.32
Total PnL
327.32 (32.73%)
Total Trades (Win/Los)
213 (69/144)
Win Rate
32.39%
Max Drawdown
706.32 (42.31%)
Total Fees
55.43
Position avg (max), %
88.72 (123.43)
Profit Factor
1.13
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 -18.11% 27.73% 25.52% -5.45% 7.58% 4.16% -4.11% -5.09% 6.07% -2.43% 14.54% -17.87% 23.25%
2025 -19.00% 8.89% -0.28% -4.54% 23.63% -10.78% 15.30% 4.57% 1.73% -22.56% 13.97% -11.63% -11.40%
2026 12.32% 3.85% -0.37% 7.43% -2.59% 0.01% — — — — — — 21.63%
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 1327.32
Min balance 789.48
Max balance 1669.25
Monthly Performance
Metric Value
Average monthly return (geometric), % 0.95
Average monthly return (arithmetic), % 1.75
Best month, % 27.73
Worst month, % -22.56
PnL, Volume & Fees
Metric Value
Total PnL 327.32
Total PnL, % 32.73
Gross profit 3313.75
Gross loss 2923.79
Trading volume (USDT) 153990.89
Total transactions (buy/sell) 216
Total fees 55.43
Funding net -7.22
Funding accrued (received) 61.38
Funding paid 68.60
Trades
Metric Value
Total Trades 213
Win Trades 69
Los Trades 144
Win Rate, % 32.39
Expectancy per trade 1.8308
Max consecutive wins 4
Max consecutive losses 8
Risk & Exposure
Metric Value
Position avg, % of margin balance 88.72
Position max, % of margin balance 123.43
Max Drawdown 706.32
Max Drawdown, % 42.31
Risk-Adjusted Ratios
Metric Value
Profit Factor (gross profit/gross loss) 1.1334
Recovery Factor (Total PnL / Max DD) 0.4634
Sharpe ratio (monthly) 0.4773
Sortino ratio (monthly) 0.7668
CAGR, % 12.44
Calmar ratio (CAGR / Max DD%) 0.2940
Open Positions Size (USDT)
Strategy Charts
SOLUSDT 4h zigzag | PnL: 379.26 | Fee: 16.27 | Vol: 45202.46
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": 13,
    "detection": 12,
    "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
}