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
1206.30
Total PnL
206.30 (20.63%)
Total Trades (Win/Los)
160 (58/102)
Win Rate
36.25%
Max Drawdown
897.65 (54.52%)
Total Fees
36.41
Position avg (max), %
87.61 (123.27)
Profit Factor
1.12
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 -11.60% 26.83% 25.43% -9.67% -0.53% 5.40% 0.08% -5.80% 4.50% -11.47% 13.90% -17.74% 8.82%
2025 -21.42% 0.31% 0.82% -9.00% 23.76% -8.74% 19.77% -5.39% 6.22% -19.82% 18.94% -11.54% -17.07%
2026 18.90% 8.34% -0.28% 4.60% -0.47% 0.01% — — — — — — 33.74%
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 1206.30
Min balance 748.71
Max balance 1646.37
Monthly Performance
Metric Value
Average monthly return (geometric), % 0.63
Average monthly return (arithmetic), % 1.48
Best month, % 26.83
Worst month, % -21.42
PnL, Volume & Fees
Metric Value
Total PnL 206.30
Total PnL, % 20.63
Gross profit 2409.88
Gross loss 2154.90
Trading volume (USDT) 101158.03
Total transactions (buy/sell) 163
Total fees 36.41
Funding net -12.27
Funding accrued (received) 50.90
Funding paid 63.17
Trades
Metric Value
Total Trades 160
Win Trades 58
Los Trades 102
Win Rate, % 36.25
Expectancy per trade 1.5936
Max consecutive wins 4
Max consecutive losses 9
Risk & Exposure
Metric Value
Position avg, % of margin balance 87.61
Position max, % of margin balance 123.27
Max Drawdown 897.65
Max Drawdown, % 54.52
Risk-Adjusted Ratios
Metric Value
Profit Factor (gross profit/gross loss) 1.1183
Recovery Factor (Total PnL / Max DD) 0.2298
Sharpe ratio (monthly) 0.3878
Sortino ratio (monthly) 0.6465
CAGR, % 8.08
Calmar ratio (CAGR / Max DD%) 0.1481
Open Positions Size (USDT)
Strategy Charts
SOLUSDT 4h zigzag | PnL: 210.67 | Fee: 10.74 | Vol: 29830.28
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": 18,
    "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
}