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
1431.56
Total PnL
431.56 (43.16%)
Total Trades (Win/Los)
232 (78/154)
Win Rate
33.62%
Max Drawdown
611.72 (40.21%)
Total Fees
61.23
Position avg (max), %
88.05 (123.84)
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 -18.91% 28.45% 26.87% -1.72% -7.08% 0.92% 1.45% -5.39% 6.65% 0.44% 14.85% -21.14% 13.43%
2025 -19.55% 13.99% 3.09% 0.52% 23.41% -11.04% 16.36% 6.66% 0.29% -16.95% 19.09% -9.09% 16.76%
2026 14.67% -3.68% -7.07% 6.55% -1.12% 0.01% — — — — — — 8.15%
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 1431.56
Min balance 785.02
Max balance 1806.33
Monthly Performance
Metric Value
Average monthly return (geometric), % 1.21
Average monthly return (arithmetic), % 2.05
Best month, % 28.45
Worst month, % -21.14
PnL, Volume & Fees
Metric Value
Total PnL 431.56
Total PnL, % 43.16
Gross profit 3519.47
Gross loss 3021.16
Trading volume (USDT) 170110.40
Total transactions (buy/sell) 235
Total fees 61.23
Funding net -5.53
Funding accrued (received) 62.82
Funding paid 68.35
Trades
Metric Value
Total Trades 232
Win Trades 78
Los Trades 154
Win Rate, % 33.62
Expectancy per trade 2.1479
Max consecutive wins 5
Max consecutive losses 11
Risk & Exposure
Metric Value
Position avg, % of margin balance 88.05
Position max, % of margin balance 123.84
Max Drawdown 611.72
Max Drawdown, % 40.21
Risk-Adjusted Ratios
Metric Value
Profit Factor (gross profit/gross loss) 1.1649
Recovery Factor (Total PnL / Max DD) 0.7055
Sharpe ratio (monthly) 0.5405
Sortino ratio (monthly) 0.9111
CAGR, % 16.02
Calmar ratio (CAGR / Max DD%) 0.3984
Open Positions Size (USDT)
Strategy Charts
SOLUSDT 4h zigzag | PnL: 556.11 | Fee: 17.96 | Vol: 49909.63
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": 7,
    "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
}