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
1183.17
Total PnL
183.17 (18.32%)
Total Trades (Win/Los)
238 (75/163)
Win Rate
31.51%
Max Drawdown
656.80 (47.41%)
Total Fees
52.72
Position avg (max), %
87.71 (121.21)
Profit Factor
1.09
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% 22.00% 22.44% -5.20% -6.31% -0.11% 5.21% -4.98% 6.60% -6.99% 14.36% -18.35% -0.53%
2025 -25.40% 10.94% 3.26% 1.96% 23.66% -10.78% 22.19% 1.31% 1.18% -20.42% 24.65% -11.43% 5.78%
2026 15.65% -3.98% -6.80% 8.95% -0.24% 0.01% — — — — — — 12.51%
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 1183.17
Min balance 728.56
Max balance 1441.83
Monthly Performance
Metric Value
Average monthly return (geometric), % 0.56
Average monthly return (arithmetic), % 1.48
Best month, % 24.65
Worst month, % -25.40
PnL, Volume & Fees
Metric Value
Total PnL 183.17
Total PnL, % 18.32
Gross profit 2931.23
Gross loss 2687.71
Trading volume (USDT) 146484.42
Total transactions (buy/sell) 241
Total fees 52.72
Funding net -7.63
Funding accrued (received) 51.83
Funding paid 59.46
Trades
Metric Value
Total Trades 238
Win Trades 75
Los Trades 163
Win Rate, % 31.51
Expectancy per trade 1.0232
Max consecutive wins 5
Max consecutive losses 14
Risk & Exposure
Metric Value
Position avg, % of margin balance 87.71
Position max, % of margin balance 121.21
Max Drawdown 656.80
Max Drawdown, % 47.41
Risk-Adjusted Ratios
Metric Value
Profit Factor (gross profit/gross loss) 1.0906
Recovery Factor (Total PnL / Max DD) 0.2789
Sharpe ratio (monthly) 0.3784
Sortino ratio (monthly) 0.5989
CAGR, % 7.21
Calmar ratio (CAGR / Max DD%) 0.1521
Open Positions Size (USDT)
Strategy Charts
SOLUSDT 4h zigzag | PnL: 444.62 | Fee: 14.57 | Vol: 40494.58
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": 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
}