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
1520.45
Total PnL
520.45 (52.05%)
Total Trades (Win/Los)
298 (78/220)
Win Rate
26.17%
Max Drawdown
625.72 (36.98%)
Total Fees
86.01
Position avg (max), %
88.02 (111.02)
Profit Factor
1.19
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 -16.38% 25.67% 25.91% -2.59% -3.30% -6.54% 4.52% 0.57% 8.45% -6.26% 31.37% -11.05% 45.48%
2025 -16.79% 4.82% -3.69% -3.84% 20.67% -9.67% 23.46% -5.05% 8.52% -14.73% 20.61% -22.61% -10.86%
2026 19.31% -1.64% -6.49% 9.48% -2.36% 0.01% — — — — — — 17.32%
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 1520.45
Min balance 812.11
Max balance 1827.75
Monthly Performance
Metric Value
Average monthly return (geometric), % 1.41
Average monthly return (arithmetic), % 2.35
Best month, % 31.37
Worst month, % -22.61
PnL, Volume & Fees
Metric Value
Total PnL 520.45
Total PnL, % 52.05
Gross profit 3883.68
Gross loss 3266.56
Trading volume (USDT) 238940.93
Total transactions (buy/sell) 301
Total fees 86.01
Funding net -10.67
Funding accrued (received) 65.10
Funding paid 75.77
Trades
Metric Value
Total Trades 298
Win Trades 78
Los Trades 220
Win Rate, % 26.17
Expectancy per trade 2.0709
Max consecutive wins 4
Max consecutive losses 26
Risk & Exposure
Metric Value
Position avg, % of margin balance 88.02
Position max, % of margin balance 111.02
Max Drawdown 625.72
Max Drawdown, % 36.98
Risk-Adjusted Ratios
Metric Value
Profit Factor (gross profit/gross loss) 1.1889
Recovery Factor (Total PnL / Max DD) 0.8318
Sharpe ratio (monthly) 0.5795
Sortino ratio (monthly) 1.0804
CAGR, % 18.95
Calmar ratio (CAGR / Max DD%) 0.5123
Open Positions Size (USDT)
Strategy Charts
SOLUSDT 4h zigzag | PnL: 239.03 | Fee: 25.85 | Vol: 71831.68
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": 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
}