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
1118.82
Total PnL
118.82 (11.88%)
Total Trades (Win/Los)
224 (72/152)
Win Rate
32.14%
Max Drawdown
696.72 (49.59%)
Total Fees
48.51
Position avg (max), %
86.97 (125.12)
Profit Factor
1.07
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 -16.43% 21.97% 22.63% -5.97% -4.74% -0.41% 1.79% -4.41% 6.53% -9.65% 19.09% -10.35% 11.48%
2025 -26.18% 2.43% 3.55% -4.26% 20.81% -10.16% 21.57% -2.99% 1.58% -16.21% 18.42% -11.12% -14.04%
2026 18.58% -4.36% -4.33% 7.99% -0.32% 0.01% — — — — — — 16.81%
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 1118.82
Min balance 708.37
Max balance 1405.09
Monthly Performance
Metric Value
Average monthly return (geometric), % 0.38
Average monthly return (arithmetic), % 1.17
Best month, % 22.63
Worst month, % -26.18
PnL, Volume & Fees
Metric Value
Total PnL 118.82
Total PnL, % 11.88
Gross profit 2648.64
Gross loss 2474.91
Trading volume (USDT) 134778.73
Total transactions (buy/sell) 227
Total fees 48.51
Funding net -6.40
Funding accrued (received) 50.89
Funding paid 57.29
Trades
Metric Value
Total Trades 224
Win Trades 72
Los Trades 152
Win Rate, % 32.14
Expectancy per trade 0.7756
Max consecutive wins 6
Max consecutive losses 17
Risk & Exposure
Metric Value
Position avg, % of margin balance 86.97
Position max, % of margin balance 125.12
Max Drawdown 696.72
Max Drawdown, % 49.59
Risk-Adjusted Ratios
Metric Value
Profit Factor (gross profit/gross loss) 1.0702
Recovery Factor (Total PnL / Max DD) 0.1705
Sharpe ratio (monthly) 0.3194
Sortino ratio (monthly) 0.5245
CAGR, % 4.76
Calmar ratio (CAGR / Max DD%) 0.0960
Open Positions Size (USDT)
Strategy Charts
SOLUSDT 4h zigzag | PnL: 189.27 | Fee: 12.86 | Vol: 35719.65
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": 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
}