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
1250.25
Total PnL
250.25 (25.02%)
Total Trades (Win/Los)
292 (78/214)
Win Rate
26.71%
Max Drawdown
744.82 (44.26%)
Total Fees
77.99
Position avg (max), %
87.64 (113.16)
Profit Factor
1.10
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 -14.48% 26.99% 26.04% -2.48% -5.50% -3.22% 2.22% -0.18% 8.50% -6.32% 27.91% -13.17% 40.62%
2025 -23.33% 3.62% -1.26% -4.26% 19.59% -9.80% 24.54% -2.63% 7.45% -17.97% 19.41% -20.08% -17.36%
2026 20.09% -3.99% -11.29% 8.60% -3.10% 0.01% — — — — — — 7.64%
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 1250.25
Min balance 830.70
Max balance 1682.98
Monthly Performance
Metric Value
Average monthly return (geometric), % 0.75
Average monthly return (arithmetic), % 1.73
Best month, % 27.91
Worst month, % -23.33
PnL, Volume & Fees
Metric Value
Total PnL 250.25
Total PnL, % 25.02
Gross profit 3613.53
Gross loss 3274.47
Trading volume (USDT) 216674.02
Total transactions (buy/sell) 295
Total fees 77.99
Funding net -10.82
Funding accrued (received) 60.44
Funding paid 71.26
Trades
Metric Value
Total Trades 292
Win Trades 78
Los Trades 214
Win Rate, % 26.71
Expectancy per trade 1.1612
Max consecutive wins 4
Max consecutive losses 18
Risk & Exposure
Metric Value
Position avg, % of margin balance 87.64
Position max, % of margin balance 113.16
Max Drawdown 744.82
Max Drawdown, % 44.26
Risk-Adjusted Ratios
Metric Value
Profit Factor (gross profit/gross loss) 1.1035
Recovery Factor (Total PnL / Max DD) 0.3360
Sharpe ratio (monthly) 0.4205
Sortino ratio (monthly) 0.7313
CAGR, % 9.69
Calmar ratio (CAGR / Max DD%) 0.2190
Open Positions Size (USDT)
Strategy Charts
SOLUSDT 4h zigzag | PnL: 262.95 | Fee: 23.38 | Vol: 64961.07
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": 18,
    "detection": 6,
    "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
}