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
1283.66
Total PnL
283.66 (28.37%)
Total Trades (Win/Los)
855 (99/756)
Win Rate
11.58%
Max Drawdown
562.58 (32.65%)
Total Fees
241.10
Position avg (max), %
87.96 (106.86)
Profit Factor
1.14
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 -9.45% 25.23% 22.78% -6.50% -2.48% -1.37% 7.75% -4.00% 9.29% -3.60% 22.73% -19.26% 35.23%
2025 -13.84% 13.32% -5.80% 4.91% 10.73% -6.80% 13.22% 1.26% 2.86% -20.61% 15.83% -20.35% -13.99%
2026 21.89% 3.33% -14.35% 5.00% -2.52% 0.01% — — — — — — 10.43%
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 1283.66
Min balance 849.63
Max balance 1722.83
Monthly Performance
Metric Value
Average monthly return (geometric), % 0.84
Average monthly return (arithmetic), % 1.64
Best month, % 25.23
Worst month, % -20.61
PnL, Volume & Fees
Metric Value
Total PnL 283.66
Total PnL, % 28.37
Gross profit 4445.08
Gross loss 3908.86
Trading volume (USDT) 669814.64
Total transactions (buy/sell) 862
Total fees 241.10
Funding net -11.45
Funding accrued (received) 64.33
Funding paid 75.78
Trades
Metric Value
Total Trades 855
Win Trades 99
Los Trades 756
Win Rate, % 11.58
Expectancy per trade 0.6272
Max consecutive wins 3
Max consecutive losses 84
Risk & Exposure
Metric Value
Position avg, % of margin balance 87.96
Position max, % of margin balance 106.86
Max Drawdown 562.58
Max Drawdown, % 32.65
Risk-Adjusted Ratios
Metric Value
Profit Factor (gross profit/gross loss) 1.1372
Recovery Factor (Total PnL / Max DD) 0.5042
Sharpe ratio (monthly) 0.4463
Sortino ratio (monthly) 0.7215
CAGR, % 10.89
Calmar ratio (CAGR / Max DD%) 0.3336
Open Positions Size (USDT)
Strategy Charts
SOLUSDT 4h zigzag | PnL: 424.42 | Fee: 82.74 | Vol: 229859.50
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": 15,
    "detection": 3,
    "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
}