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
1193.96
Total PnL
193.96 (19.40%)
Total Trades (Win/Los)
158 (58/100)
Win Rate
36.71%
Max Drawdown
823.36 (51.62%)
Total Fees
35.43
Position avg (max), %
87.27 (122.22)
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 -14.40% 27.60% 25.41% -9.84% -0.75% 5.03% 0.22% -5.71% 4.52% -4.02% 11.57% -19.55% 9.56%
2025 -21.28% 0.30% 0.81% -9.00% 23.39% -8.77% 19.55% -5.37% 5.99% -19.94% 18.94% -11.68% -17.76%
2026 18.41% 8.21% -0.21% 4.27% -0.56% 0.01% — — — — — — 32.59%
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 1193.96
Min balance 771.72
Max balance 1595.08
Monthly Performance
Metric Value
Average monthly return (geometric), % 0.59
Average monthly return (arithmetic), % 1.44
Best month, % 27.60
Worst month, % -21.28
PnL, Volume & Fees
Metric Value
Total PnL 193.96
Total PnL, % 19.40
Gross profit 2404.50
Gross loss 2162.36
Trading volume (USDT) 98447.25
Total transactions (buy/sell) 161
Total fees 35.43
Funding net -12.74
Funding accrued (received) 50.03
Funding paid 62.77
Trades
Metric Value
Total Trades 158
Win Trades 58
Los Trades 100
Win Rate, % 36.71
Expectancy per trade 1.5325
Max consecutive wins 4
Max consecutive losses 9
Risk & Exposure
Metric Value
Position avg, % of margin balance 87.27
Position max, % of margin balance 122.22
Max Drawdown 823.36
Max Drawdown, % 51.62
Risk-Adjusted Ratios
Metric Value
Profit Factor (gross profit/gross loss) 1.1120
Recovery Factor (Total PnL / Max DD) 0.2356
Sharpe ratio (monthly) 0.3793
Sortino ratio (monthly) 0.6251
CAGR, % 7.62
Calmar ratio (CAGR / Max DD%) 0.1476
Open Positions Size (USDT)
Strategy Charts
SOLUSDT 4h zigzag | PnL: 272.48 | Fee: 10.13 | Vol: 28157.66
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": 20,
    "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
}