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
1310.01
Total PnL
310.01 (31.00%)
Total Trades (Win/Los)
236 (75/161)
Win Rate
31.78%
Max Drawdown
592.71 (43.57%)
Total Fees
54.11
Position avg (max), %
87.64 (123.35)
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 -18.11% 22.68% 20.28% -4.45% -7.50% 0.23% 2.42% -3.18% 7.14% -9.10% 15.70% -17.71% -1.57%
2025 -21.74% 13.54% 4.34% -2.60% 24.36% -5.97% 23.27% -3.76% 2.82% -19.65% 23.59% -12.48% 11.96%
2026 19.07% -3.28% -4.04% 8.82% -1.11% 0.01% — — — — — — 18.95%
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 1310.01
Min balance 767.75
Max balance 1563.42
Monthly Performance
Metric Value
Average monthly return (geometric), % 0.91
Average monthly return (arithmetic), % 1.79
Best month, % 24.36
Worst month, % -21.74
PnL, Volume & Fees
Metric Value
Total PnL 310.01
Total PnL, % 31.00
Gross profit 2995.75
Gross loss 2625.80
Trading volume (USDT) 150337.34
Total transactions (buy/sell) 239
Total fees 54.11
Funding net -5.82
Funding accrued (received) 54.77
Funding paid 60.59
Trades
Metric Value
Total Trades 236
Win Trades 75
Los Trades 161
Win Rate, % 31.78
Expectancy per trade 1.5676
Max consecutive wins 6
Max consecutive losses 15
Risk & Exposure
Metric Value
Position avg, % of margin balance 87.64
Position max, % of margin balance 123.35
Max Drawdown 592.71
Max Drawdown, % 43.57
Risk-Adjusted Ratios
Metric Value
Profit Factor (gross profit/gross loss) 1.1409
Recovery Factor (Total PnL / Max DD) 0.5230
Sharpe ratio (monthly) 0.4620
Sortino ratio (monthly) 0.7759
CAGR, % 11.83
Calmar ratio (CAGR / Max DD%) 0.2716
Open Positions Size (USDT)
Strategy Charts
SOLUSDT 4h zigzag | PnL: 464.01 | Fee: 14.52 | Vol: 40354.90
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": 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
}