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
1441.59
Total PnL
441.59 (44.16%)
Total Trades (Win/Los)
198 (70/128)
Win Rate
35.35%
Max Drawdown
684.98 (41.46%)
Total Fees
52.67
Position avg (max), %
88.59 (118.26)
Profit Factor
1.18
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 -16.87% 27.29% 25.95% -5.80% 8.10% 4.19% -6.16% -5.42% 5.28% -2.44% 14.27% -19.48% 18.61%
2025 -16.46% 9.15% -0.46% -3.01% 23.22% -10.72% 18.25% 4.91% 5.30% -23.37% 13.31% -12.37% -3.73%
2026 17.42% 4.25% -0.30% 6.63% -2.93% 0.01% — — — — — — 26.33%
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 1441.59
Min balance 800.52
Max balance 1652.23
Monthly Performance
Metric Value
Average monthly return (geometric), % 1.23
Average monthly return (arithmetic), % 2.06
Best month, % 27.29
Worst month, % -23.37
PnL, Volume & Fees
Metric Value
Total PnL 441.59
Total PnL, % 44.16
Gross profit 3343.15
Gross loss 2841.25
Trading volume (USDT) 146340.38
Total transactions (buy/sell) 201
Total fees 52.67
Funding net -7.65
Funding accrued (received) 62.67
Funding paid 70.32
Trades
Metric Value
Total Trades 198
Win Trades 70
Los Trades 128
Win Rate, % 35.35
Expectancy per trade 2.5349
Max consecutive wins 4
Max consecutive losses 7
Risk & Exposure
Metric Value
Position avg, % of margin balance 88.59
Position max, % of margin balance 118.26
Max Drawdown 684.98
Max Drawdown, % 41.46
Risk-Adjusted Ratios
Metric Value
Profit Factor (gross profit/gross loss) 1.1766
Recovery Factor (Total PnL / Max DD) 0.6447
Sharpe ratio (monthly) 0.5506
Sortino ratio (monthly) 0.9022
CAGR, % 16.35
Calmar ratio (CAGR / Max DD%) 0.3944
Open Positions Size (USDT)
Strategy Charts
SOLUSDT 4h zigzag | PnL: 307.63 | Fee: 16.64 | Vol: 46230.22
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": 14,
    "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
}