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
1226.52
Total PnL
226.52 (22.65%)
Total Trades (Win/Los)
192 (70/122)
Win Rate
36.46%
Max Drawdown
723.80 (46.12%)
Total Fees
45.63
Position avg (max), %
88.56 (121.95)
Profit Factor
1.11
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 -21.25% 28.50% 25.63% -5.19% 7.18% 3.86% -6.67% -5.08% 5.32% -3.91% 11.29% -21.38% 5.24%
2025 -18.73% 9.95% -1.08% -1.89% 23.84% -12.41% 18.81% 4.55% 4.92% -24.30% 13.59% -13.19% -8.50%
2026 20.56% 3.34% -0.31% 5.96% -3.18% 0.01% — — — — — — 27.46%
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 1226.52
Min balance 756.52
Max balance 1569.46
Monthly Performance
Metric Value
Average monthly return (geometric), % 0.68
Average monthly return (arithmetic), % 1.62
Best month, % 28.50
Worst month, % -24.30
PnL, Volume & Fees
Metric Value
Total PnL 226.52
Total PnL, % 22.65
Gross profit 2922.40
Gross loss 2642.15
Trading volume (USDT) 126782.95
Total transactions (buy/sell) 195
Total fees 45.63
Funding net -8.10
Funding accrued (received) 55.44
Funding paid 63.54
Trades
Metric Value
Total Trades 192
Win Trades 70
Los Trades 122
Win Rate, % 36.46
Expectancy per trade 1.4596
Max consecutive wins 4
Max consecutive losses 7
Risk & Exposure
Metric Value
Position avg, % of margin balance 88.56
Position max, % of margin balance 121.95
Max Drawdown 723.80
Max Drawdown, % 46.12
Risk-Adjusted Ratios
Metric Value
Profit Factor (gross profit/gross loss) 1.1061
Recovery Factor (Total PnL / Max DD) 0.3130
Sharpe ratio (monthly) 0.4105
Sortino ratio (monthly) 0.6418
CAGR, % 8.82
Calmar ratio (CAGR / Max DD%) 0.1913
Open Positions Size (USDT)
Strategy Charts
SOLUSDT 4h zigzag | PnL: 186.98 | Fee: 14.93 | Vol: 41486.29
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": 18,
    "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
}