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
1267.58
Total PnL
267.58 (26.76%)
Total Trades (Win/Los)
280 (81/199)
Win Rate
28.93%
Max Drawdown
595.11 (39.92%)
Total Fees
71.09
Position avg (max), %
87.47 (120.56)
Profit Factor
1.11
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 -11.70% 24.66% 20.23% -2.02% -5.18% -1.29% -1.17% -1.27% 8.31% -8.55% 20.18% -18.46% 14.95%
2025 -21.86% 10.61% -0.32% -1.42% 24.24% -8.10% 20.20% -1.58% 3.21% -16.46% 22.86% -12.71% 6.07%
2026 16.53% -1.84% -10.85% 8.57% -6.06% 0.01% — — — — — — 4.03%
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 1267.58
Min balance 858.36
Max balance 1686.75
Monthly Performance
Metric Value
Average monthly return (geometric), % 0.80
Average monthly return (arithmetic), % 1.63
Best month, % 24.66
Worst month, % -21.86
PnL, Volume & Fees
Metric Value
Total PnL 267.58
Total PnL, % 26.76
Gross profit 3393.29
Gross loss 3046.94
Trading volume (USDT) 197501.28
Total transactions (buy/sell) 283
Total fees 71.09
Funding net -7.68
Funding accrued (received) 59.17
Funding paid 66.85
Trades
Metric Value
Total Trades 280
Win Trades 81
Los Trades 199
Win Rate, % 28.93
Expectancy per trade 1.2370
Max consecutive wins 6
Max consecutive losses 14
Risk & Exposure
Metric Value
Position avg, % of margin balance 87.47
Position max, % of margin balance 120.56
Max Drawdown 595.11
Max Drawdown, % 39.92
Risk-Adjusted Ratios
Metric Value
Profit Factor (gross profit/gross loss) 1.1137
Recovery Factor (Total PnL / Max DD) 0.4496
Sharpe ratio (monthly) 0.4308
Sortino ratio (monthly) 0.7428
CAGR, % 10.32
Calmar ratio (CAGR / Max DD%) 0.2585
Open Positions Size (USDT)
Strategy Charts
SOLUSDT 4h zigzag | PnL: 541.17 | Fee: 20.89 | Vol: 58047.01
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": 16,
    "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
}