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
1371.96
Total PnL
371.96 (37.20%)
Total Trades (Win/Los)
244 (72/172)
Win Rate
29.51%
Max Drawdown
709.71 (45.40%)
Total Fees
64.70
Position avg (max), %
88.24 (117.52)
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 -18.76% 25.46% 25.97% -3.71% -5.09% -0.85% 2.57% -0.74% 8.16% -7.17% 26.47% -10.48% 34.64%
2025 -26.00% 3.36% 6.49% -0.36% 23.13% -10.50% 22.92% -2.48% 7.52% -21.15% 20.33% -15.90% -8.04%
2026 15.96% -5.05% -4.32% 8.99% -3.45% 0.01% — — — — — — 10.87%
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 1371.96
Min balance 787.30
Max balance 1708.63
Monthly Performance
Metric Value
Average monthly return (geometric), % 1.06
Average monthly return (arithmetic), % 2.04
Best month, % 26.47
Worst month, % -26.00
PnL, Volume & Fees
Metric Value
Total PnL 371.96
Total PnL, % 37.20
Gross profit 3482.21
Gross loss 3036.57
Trading volume (USDT) 179741.56
Total transactions (buy/sell) 247
Total fees 64.70
Funding net -8.98
Funding accrued (received) 61.56
Funding paid 70.55
Trades
Metric Value
Total Trades 244
Win Trades 72
Los Trades 172
Win Rate, % 29.51
Expectancy per trade 1.8264
Max consecutive wins 4
Max consecutive losses 18
Risk & Exposure
Metric Value
Position avg, % of margin balance 88.24
Position max, % of margin balance 117.52
Max Drawdown 709.71
Max Drawdown, % 45.40
Risk-Adjusted Ratios
Metric Value
Profit Factor (gross profit/gross loss) 1.1468
Recovery Factor (Total PnL / Max DD) 0.5241
Sharpe ratio (monthly) 0.5009
Sortino ratio (monthly) 0.8455
CAGR, % 13.99
Calmar ratio (CAGR / Max DD%) 0.3082
Open Positions Size (USDT)
Strategy Charts
SOLUSDT 4h zigzag | PnL: 378.49 | Fee: 17.45 | Vol: 48489.61
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": 7,
    "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
}