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
1271.94
Total PnL
271.94 (27.19%)
Total Trades (Win/Los)
222 (70/152)
Win Rate
31.53%
Max Drawdown
660.52 (46.08%)
Total Fees
54.47
Position avg (max), %
87.87 (125.57)
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 -16.57% 22.14% 25.98% -5.86% -5.96% 0.13% 1.57% -2.58% 7.40% -9.56% 24.22% -9.48% 22.96%
2025 -26.67% 2.77% 5.10% -0.34% 23.13% -10.59% 23.52% -3.36% 7.22% -22.38% 23.98% -13.44% -7.35%
2026 18.43% -7.53% -5.56% 8.30% -0.27% 0.01% — — — — — — 11.72%
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 1271.94
Min balance 772.97
Max balance 1611.14
Monthly Performance
Metric Value
Average monthly return (geometric), % 0.81
Average monthly return (arithmetic), % 1.79
Best month, % 25.98
Worst month, % -26.67
PnL, Volume & Fees
Metric Value
Total PnL 271.94
Total PnL, % 27.19
Gross profit 3082.77
Gross loss 2748.40
Trading volume (USDT) 151332.85
Total transactions (buy/sell) 225
Total fees 54.47
Funding net -7.95
Funding accrued (received) 56.76
Funding paid 64.71
Trades
Metric Value
Total Trades 222
Win Trades 70
Los Trades 152
Win Rate, % 31.53
Expectancy per trade 1.5062
Max consecutive wins 3
Max consecutive losses 16
Risk & Exposure
Metric Value
Position avg, % of margin balance 87.87
Position max, % of margin balance 125.57
Max Drawdown 660.52
Max Drawdown, % 46.08
Risk-Adjusted Ratios
Metric Value
Profit Factor (gross profit/gross loss) 1.1217
Recovery Factor (Total PnL / Max DD) 0.4117
Sharpe ratio (monthly) 0.4385
Sortino ratio (monthly) 0.7352
CAGR, % 10.47
Calmar ratio (CAGR / Max DD%) 0.2273
Open Positions Size (USDT)
Strategy Charts
SOLUSDT 4h zigzag | PnL: 301.43 | Fee: 14.82 | Vol: 41169.93
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": 8,
    "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
}