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
1396.21
Total PnL
396.21 (39.62%)
Total Trades (Win/Los)
501 (78/423)
Win Rate
15.57%
Max Drawdown
581.62 (39.61%)
Total Fees
133.66
Position avg (max), %
86.87 (105.87)
Profit Factor
1.17
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 -10.57% 26.13% 22.43% -2.48% -6.67% -0.90% -0.43% -10.18% 9.56% -10.50% 30.47% -22.98% 9.78%
2025 -10.03% 5.86% -0.92% -0.97% 22.60% -11.54% 22.92% 1.32% 4.17% -11.54% 18.86% -21.43% 8.63%
2026 22.78% 3.03% -11.25% 5.46% -1.07% 0.01% — — — — — — 17.14%
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 1396.21
Min balance 865.81
Max balance 1737.28
Monthly Performance
Metric Value
Average monthly return (geometric), % 1.12
Average monthly return (arithmetic), % 2.07
Best month, % 30.47
Worst month, % -22.98
PnL, Volume & Fees
Metric Value
Total PnL 396.21
Total PnL, % 39.62
Gross profit 3748.37
Gross loss 3213.34
Trading volume (USDT) 371320.46
Total transactions (buy/sell) 504
Total fees 133.66
Funding net -5.15
Funding accrued (received) 61.48
Funding paid 66.63
Trades
Metric Value
Total Trades 501
Win Trades 78
Los Trades 423
Win Rate, % 15.57
Expectancy per trade 1.0679
Max consecutive wins 4
Max consecutive losses 44
Risk & Exposure
Metric Value
Position avg, % of margin balance 86.87
Position max, % of margin balance 105.87
Max Drawdown 581.62
Max Drawdown, % 39.61
Risk-Adjusted Ratios
Metric Value
Profit Factor (gross profit/gross loss) 1.1665
Recovery Factor (Total PnL / Max DD) 0.6812
Sharpe ratio (monthly) 0.5100
Sortino ratio (monthly) 0.9114
CAGR, % 14.82
Calmar ratio (CAGR / Max DD%) 0.3742
Open Positions Size (USDT)
Strategy Charts
SOLUSDT 4h zigzag | PnL: 238.06 | Fee: 50.87 | Vol: 141329.60
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": 19,
    "detection": 4,
    "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
}