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
1239.33
Total PnL
239.33 (23.93%)
Total Trades (Win/Los)
244 (76/168)
Win Rate
31.15%
Max Drawdown
703.31 (47.59%)
Total Fees
58.93
Position avg (max), %
87.73 (121.71)
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 -13.99% 22.79% 23.11% -5.81% -3.17% -1.90% 1.91% -1.63% 7.50% -8.77% 17.27% -13.93% 15.46%
2025 -22.23% 3.39% 5.06% -3.54% 20.55% -11.40% 23.70% -2.22% 2.20% -19.07% 23.91% -11.83% -4.88%
2026 19.14% -6.11% -3.02% 8.70% -4.26% 0.01% — — — — — — 12.91%
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 1239.33
Min balance 774.48
Max balance 1559.64
Monthly Performance
Metric Value
Average monthly return (geometric), % 0.72
Average monthly return (arithmetic), % 1.55
Best month, % 23.91
Worst month, % -22.23
PnL, Volume & Fees
Metric Value
Total PnL 239.33
Total PnL, % 23.93
Gross profit 3036.85
Gross loss 2730.71
Trading volume (USDT) 163723.84
Total transactions (buy/sell) 247
Total fees 58.93
Funding net -7.88
Funding accrued (received) 55.94
Funding paid 63.82
Trades
Metric Value
Total Trades 244
Win Trades 76
Los Trades 168
Win Rate, % 31.15
Expectancy per trade 1.2547
Max consecutive wins 5
Max consecutive losses 18
Risk & Exposure
Metric Value
Position avg, % of margin balance 87.73
Position max, % of margin balance 121.71
Max Drawdown 703.31
Max Drawdown, % 47.59
Risk-Adjusted Ratios
Metric Value
Profit Factor (gross profit/gross loss) 1.1121
Recovery Factor (Total PnL / Max DD) 0.3403
Sharpe ratio (monthly) 0.4105
Sortino ratio (monthly) 0.7059
CAGR, % 9.29
Calmar ratio (CAGR / Max DD%) 0.1952
Open Positions Size (USDT)
Strategy Charts
SOLUSDT 4h zigzag | PnL: 379.04 | Fee: 15.09 | Vol: 41930.40
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": 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
}