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
1363.95
Total PnL
363.95 (36.39%)
Total Trades (Win/Los)
342 (86/256)
Win Rate
25.15%
Max Drawdown
572.60 (35.45%)
Total Fees
95.04
Position avg (max), %
88.40 (110.53)
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 -15.71% 26.51% 20.59% -0.97% -5.43% -1.22% 4.85% 3.22% 8.77% -6.96% 20.56% -16.53% 31.11%
2025 -18.96% 13.50% -4.26% -2.10% 16.19% -6.35% 20.57% -1.06% 4.77% -14.14% 20.63% -21.24% -4.36%
2026 21.74% -2.85% -12.37% 9.50% -4.10% 0.01% — — — — — — 8.84%
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 1363.95
Min balance 820.29
Max balance 1807.02
Monthly Performance
Metric Value
Average monthly return (geometric), % 1.04
Average monthly return (arithmetic), % 1.90
Best month, % 26.51
Worst month, % -21.24
PnL, Volume & Fees
Metric Value
Total PnL 363.95
Total PnL, % 36.39
Gross profit 3921.48
Gross loss 3454.70
Trading volume (USDT) 264039.99
Total transactions (buy/sell) 345
Total fees 95.04
Funding net -7.80
Funding accrued (received) 64.61
Funding paid 72.41
Trades
Metric Value
Total Trades 342
Win Trades 86
Los Trades 256
Win Rate, % 25.15
Expectancy per trade 1.3649
Max consecutive wins 4
Max consecutive losses 25
Risk & Exposure
Metric Value
Position avg, % of margin balance 88.40
Position max, % of margin balance 110.53
Max Drawdown 572.60
Max Drawdown, % 35.45
Risk-Adjusted Ratios
Metric Value
Profit Factor (gross profit/gross loss) 1.1351
Recovery Factor (Total PnL / Max DD) 0.6356
Sharpe ratio (monthly) 0.4973
Sortino ratio (monthly) 0.8397
CAGR, % 13.72
Calmar ratio (CAGR / Max DD%) 0.3870
Open Positions Size (USDT)
Strategy Charts
SOLUSDT 4h zigzag | PnL: 386.66 | Fee: 29.80 | Vol: 82781.90
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": 16,
    "detection": 5,
    "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
}