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
1201.57
Total PnL
201.57 (20.16%)
Total Trades (Win/Los)
188 (68/120)
Win Rate
36.17%
Max Drawdown
686.35 (44.97%)
Total Fees
44.28
Position avg (max), %
89.04 (123.40)
Profit Factor
1.10
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 -21.30% 28.51% 25.64% -5.34% 6.04% 3.79% -7.24% -6.55% 5.40% -3.88% 16.15% -21.21% 6.41%
2025 -20.13% 9.91% -1.09% -2.02% 25.06% -13.64% 18.27% 4.53% 4.76% -25.17% 14.15% -13.05% -11.62%
2026 20.89% 3.54% -0.33% 5.59% -2.97% 0.01% — — — — — — 27.84%
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 1201.57
Min balance 756.08
Max balance 1526.18
Monthly Performance
Metric Value
Average monthly return (geometric), % 0.62
Average monthly return (arithmetic), % 1.61
Best month, % 28.51
Worst month, % -25.17
PnL, Volume & Fees
Metric Value
Total PnL 201.57
Total PnL, % 20.16
Gross profit 2893.17
Gross loss 2638.82
Trading volume (USDT) 123023.27
Total transactions (buy/sell) 191
Total fees 44.28
Funding net -8.50
Funding accrued (received) 54.74
Funding paid 63.24
Trades
Metric Value
Total Trades 188
Win Trades 68
Los Trades 120
Win Rate, % 36.17
Expectancy per trade 1.3529
Max consecutive wins 4
Max consecutive losses 7
Risk & Exposure
Metric Value
Position avg, % of margin balance 89.04
Position max, % of margin balance 123.40
Max Drawdown 686.35
Max Drawdown, % 44.97
Risk-Adjusted Ratios
Metric Value
Profit Factor (gross profit/gross loss) 1.0964
Recovery Factor (Total PnL / Max DD) 0.2937
Sharpe ratio (monthly) 0.3957
Sortino ratio (monthly) 0.6175
CAGR, % 7.90
Calmar ratio (CAGR / Max DD%) 0.1757
Open Positions Size (USDT)
Strategy Charts
SOLUSDT 4h zigzag | PnL: 150.00 | Fee: 14.66 | Vol: 40741.38
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": 20,
    "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
}