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
1246.00
Total PnL
246.00 (24.60%)
Total Trades (Win/Los)
224 (71/153)
Win Rate
31.70%
Max Drawdown
535.31 (41.97%)
Total Fees
47.22
Position avg (max), %
86.66 (117.23)
Profit Factor
1.13
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 -19.04% 21.03% 19.06% -4.30% -9.54% -0.49% 1.97% -4.39% 6.87% -3.62% 18.07% -15.06% 1.22%
2025 -26.23% 10.80% 1.90% -3.87% 22.96% -5.78% 22.38% -4.66% 2.08% -16.99% 17.96% -8.90% -1.45%
2026 17.74% 1.36% -3.30% 8.56% -0.25% 0.01% — — — — — — 24.98%
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 1246.00
Min balance 740.18
Max balance 1388.50
Monthly Performance
Metric Value
Average monthly return (geometric), % 0.74
Average monthly return (arithmetic), % 1.54
Best month, % 22.96
Worst month, % -26.23
PnL, Volume & Fees
Metric Value
Total PnL 246.00
Total PnL, % 24.60
Gross profit 2662.39
Gross loss 2361.61
Trading volume (USDT) 131187.39
Total transactions (buy/sell) 227
Total fees 47.22
Funding net -7.56
Funding accrued (received) 49.40
Funding paid 56.96
Trades
Metric Value
Total Trades 224
Win Trades 71
Los Trades 153
Win Rate, % 31.70
Expectancy per trade 1.3428
Max consecutive wins 6
Max consecutive losses 14
Risk & Exposure
Metric Value
Position avg, % of margin balance 86.66
Position max, % of margin balance 117.23
Max Drawdown 535.31
Max Drawdown, % 41.97
Risk-Adjusted Ratios
Metric Value
Profit Factor (gross profit/gross loss) 1.1274
Recovery Factor (Total PnL / Max DD) 0.4595
Sharpe ratio (monthly) 0.4210
Sortino ratio (monthly) 0.6779
CAGR, % 9.54
Calmar ratio (CAGR / Max DD%) 0.2272
Open Positions Size (USDT)
Strategy Charts
SOLUSDT 4h zigzag | PnL: 420.79 | Fee: 12.59 | Vol: 34994.53
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": 8,
    "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
}