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
1196.39
Total PnL
196.39 (19.64%)
Total Trades (Win/Los)
492 (101/391)
Win Rate
20.53%
Max Drawdown
908.63 (46.01%)
Total Fees
141.48
Position avg (max), %
87.88 (112.68)
Profit Factor
1.08
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 -12.62% 27.09% 23.17% -1.55% -2.00% 1.80% 5.21% 5.36% 8.53% -3.16% 22.63% -22.33% 49.06%
2025 -19.63% 12.96% -10.58% 4.01% 0.35% -9.54% 15.68% 6.13% 3.91% -12.36% 12.84% -20.74% -23.37%
2026 20.67% 3.65% -17.40% 9.18% -7.10% 0.01% — — — — — — 4.79%
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 1196.39
Min balance 835.39
Max balance 1975.01
Monthly Performance
Metric Value
Average monthly return (geometric), % 0.60
Average monthly return (arithmetic), % 1.47
Best month, % 27.09
Worst month, % -22.33
PnL, Volume & Fees
Metric Value
Total PnL 196.39
Total PnL, % 19.64
Gross profit 4437.01
Gross loss 4093.12
Trading volume (USDT) 393020.48
Total transactions (buy/sell) 495
Total fees 141.48
Funding net -6.02
Funding accrued (received) 66.95
Funding paid 72.97
Trades
Metric Value
Total Trades 492
Win Trades 101
Los Trades 391
Win Rate, % 20.53
Expectancy per trade 0.6989
Max consecutive wins 5
Max consecutive losses 53
Risk & Exposure
Metric Value
Position avg, % of margin balance 87.88
Position max, % of margin balance 112.68
Max Drawdown 908.63
Max Drawdown, % 46.01
Risk-Adjusted Ratios
Metric Value
Profit Factor (gross profit/gross loss) 1.0840
Recovery Factor (Total PnL / Max DD) 0.2161
Sharpe ratio (monthly) 0.3864
Sortino ratio (monthly) 0.5954
CAGR, % 7.71
Calmar ratio (CAGR / Max DD%) 0.1675
Open Positions Size (USDT)
Strategy Charts
SOLUSDT 4h zigzag | PnL: 553.42 | Fee: 46.67 | Vol: 129641.72
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": 14,
    "detection": 4,
    "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
}