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
1393.71
Total PnL
393.71 (39.37%)
Total Trades (Win/Los)
207 (70/137)
Win Rate
33.82%
Max Drawdown
697.70 (42.27%)
Total Fees
54.29
Position avg (max), %
88.78 (123.27)
Profit Factor
1.16
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 -18.61% 27.86% 25.65% -4.98% 7.57% 3.87% -4.56% -5.30% 5.94% -2.25% 14.45% -18.34% 21.46%
2025 -19.48% 8.06% -0.45% -1.78% 23.47% -10.81% 17.29% 4.99% 5.04% -22.10% 13.36% -11.88% -5.71%
2026 12.77% 4.53% -0.40% 6.67% -2.78% 0.01% — — — — — — 21.77%
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 1393.71
Min balance 784.10
Max balance 1650.53
Monthly Performance
Metric Value
Average monthly return (geometric), % 1.11
Average monthly return (arithmetic), % 1.93
Best month, % 27.86
Worst month, % -22.10
PnL, Volume & Fees
Metric Value
Total PnL 393.71
Total PnL, % 39.37
Gross profit 3347.20
Gross loss 2891.31
Trading volume (USDT) 150842.58
Total transactions (buy/sell) 210
Total fees 54.29
Funding net -7.89
Funding accrued (received) 61.87
Funding paid 69.76
Trades
Metric Value
Total Trades 207
Win Trades 70
Los Trades 137
Win Rate, % 33.82
Expectancy per trade 2.2024
Max consecutive wins 4
Max consecutive losses 8
Risk & Exposure
Metric Value
Position avg, % of margin balance 88.78
Position max, % of margin balance 123.27
Max Drawdown 697.70
Max Drawdown, % 42.27
Risk-Adjusted Ratios
Metric Value
Profit Factor (gross profit/gross loss) 1.1577
Recovery Factor (Total PnL / Max DD) 0.5643
Sharpe ratio (monthly) 0.5219
Sortino ratio (monthly) 0.8392
CAGR, % 14.74
Calmar ratio (CAGR / Max DD%) 0.3486
Open Positions Size (USDT)
Strategy Charts
SOLUSDT 4h zigzag | PnL: 366.57 | Fee: 16.51 | Vol: 45886.25
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": 13,
    "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
}