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
1108.72
Total PnL
108.72 (10.87%)
Total Trades (Win/Los)
628 (88/540)
Win Rate
14.01%
Max Drawdown
673.75 (44.47%)
Total Fees
154.22
Position avg (max), %
88.15 (111.10)
Profit Factor
1.08
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 -11.00% 24.72% 22.76% -6.28% 0.01% -1.90% -2.60% -3.61% 9.41% -5.45% 21.05% -24.23% 11.62%
2025 -14.58% 1.33% -2.58% -1.73% 20.02% -7.44% 20.94% 0.45% -0.79% -10.53% 19.78% -20.19% -5.09%
2026 22.98% 1.69% -14.64% 5.19% -6.74% 0.01% — — — — — — 4.73%
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 1108.72
Min balance 841.46
Max balance 1550.16
Monthly Performance
Metric Value
Average monthly return (geometric), % 0.35
Average monthly return (arithmetic), % 1.20
Best month, % 24.72
Worst month, % -24.23
PnL, Volume & Fees
Metric Value
Total PnL 108.72
Total PnL, % 10.87
Gross profit 3566.35
Gross loss 3292.45
Trading volume (USDT) 428422.63
Total transactions (buy/sell) 633
Total fees 154.22
Funding net -10.96
Funding accrued (received) 55.74
Funding paid 66.70
Trades
Metric Value
Total Trades 628
Win Trades 88
Los Trades 540
Win Rate, % 14.01
Expectancy per trade 0.4361
Max consecutive wins 5
Max consecutive losses 50
Risk & Exposure
Metric Value
Position avg, % of margin balance 88.15
Position max, % of margin balance 111.10
Max Drawdown 673.75
Max Drawdown, % 44.47
Risk-Adjusted Ratios
Metric Value
Profit Factor (gross profit/gross loss) 1.0832
Recovery Factor (Total PnL / Max DD) 0.1614
Sharpe ratio (monthly) 0.3143
Sortino ratio (monthly) 0.5293
CAGR, % 4.37
Calmar ratio (CAGR / Max DD%) 0.0982
Open Positions Size (USDT)
Strategy Charts
SOLUSDT 4h zigzag | PnL: 334.02 | Fee: 55.91 | Vol: 155311.13
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": 17,
    "detection": 4,
    "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
}