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
1372.58
Total PnL
372.58 (37.26%)
Total Trades (Win/Los)
274 (84/190)
Win Rate
30.66%
Max Drawdown
580.45 (39.26%)
Total Fees
70.30
Position avg (max), %
87.41 (122.58)
Profit Factor
1.15
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 -13.93% 24.30% 21.54% -3.81% -4.49% -2.78% 2.17% -1.27% 7.47% -5.08% 18.60% -20.15% 13.17%
2025 -19.54% 9.38% -0.12% 5.32% 23.60% -10.58% 17.17% 1.39% 1.61% -17.51% 22.54% -12.29% 9.50%
2026 17.05% -2.67% -4.28% 8.50% -6.35% 0.01% — — — — — — 10.82%
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 1372.58
Min balance 848.27
Max balance 1723.55
Monthly Performance
Metric Value
Average monthly return (geometric), % 1.06
Average monthly return (arithmetic), % 1.86
Best month, % 24.30
Worst month, % -20.15
PnL, Volume & Fees
Metric Value
Total PnL 372.58
Total PnL, % 37.26
Gross profit 3534.00
Gross loss 3081.67
Trading volume (USDT) 195322.23
Total transactions (buy/sell) 277
Total fees 70.30
Funding net -9.45
Funding accrued (received) 59.20
Funding paid 68.65
Trades
Metric Value
Total Trades 274
Win Trades 84
Los Trades 190
Win Rate, % 30.66
Expectancy per trade 1.6508
Max consecutive wins 5
Max consecutive losses 13
Risk & Exposure
Metric Value
Position avg, % of margin balance 87.41
Position max, % of margin balance 122.58
Max Drawdown 580.45
Max Drawdown, % 39.26
Risk-Adjusted Ratios
Metric Value
Profit Factor (gross profit/gross loss) 1.1468
Recovery Factor (Total PnL / Max DD) 0.6419
Sharpe ratio (monthly) 0.5048
Sortino ratio (monthly) 0.8592
CAGR, % 14.01
Calmar ratio (CAGR / Max DD%) 0.3570
Open Positions Size (USDT)
Strategy Charts
SOLUSDT 4h zigzag | PnL: 640.66 | Fee: 19.93 | Vol: 55367.59
Details
{
  "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": 6,
    "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
}