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
1278.15
Total PnL
278.15 (27.81%)
Total Trades (Win/Los)
158 (58/100)
Win Rate
36.71%
Max Drawdown
813.10 (49.60%)
Total Fees
37.94
Position avg (max), %
88.77 (129.30)
Profit Factor
1.15
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% -10.17% -0.53% 5.43% 0.08% -5.60% 4.48% -3.54% 15.10% -19.09% 17.47%
2025 -22.11% 0.85% 1.01% -8.58% 23.73% -9.26% 19.73% -5.02% 5.83% -21.26% 20.45% -11.73% -17.95%
2026 18.71% 8.29% -0.31% 4.36% -0.79% 0.01% — — — — — — 32.69%
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 1278.15
Min balance 826.25
Max balance 1639.35
Monthly Performance
Metric Value
Average monthly return (geometric), % 0.82
Average monthly return (arithmetic), % 1.69
Best month, % 26.83
Worst month, % -22.11
PnL, Volume & Fees
Metric Value
Total PnL 278.15
Total PnL, % 27.81
Gross profit 2589.49
Gross loss 2261.14
Trading volume (USDT) 105415.53
Total transactions (buy/sell) 161
Total fees 37.94
Funding net -12.26
Funding accrued (received) 54.29
Funding paid 66.55
Trades
Metric Value
Total Trades 158
Win Trades 58
Los Trades 100
Win Rate, % 36.71
Expectancy per trade 2.0782
Max consecutive wins 4
Max consecutive losses 9
Risk & Exposure
Metric Value
Position avg, % of margin balance 88.77
Position max, % of margin balance 129.30
Max Drawdown 813.10
Max Drawdown, % 49.60
Risk-Adjusted Ratios
Metric Value
Profit Factor (gross profit/gross loss) 1.1452
Recovery Factor (Total PnL / Max DD) 0.3421
Sharpe ratio (monthly) 0.4401
Sortino ratio (monthly) 0.7339
CAGR, % 10.70
Calmar ratio (CAGR / Max DD%) 0.2157
Open Positions Size (USDT)
Strategy Charts
SOLUSDT 4h zigzag | PnL: 304.63 | Fee: 10.71 | Vol: 29763.51
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": 19,
    "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
}