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
1400.59
Total PnL
400.59 (40.06%)
Total Trades (Win/Los)
328 (72/256)
Win Rate
21.95%
Max Drawdown
567.36 (30.52%)
Total Fees
92.73
Position avg (max), %
88.11 (108.20)
Profit Factor
1.16
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 -22.23% 30.08% 26.16% -7.29% -2.45% -3.83% 3.51% 0.92% 4.80% -6.40% 31.57% -9.56% 35.34%
2025 -15.04% 7.17% -2.26% -2.45% 22.67% -9.06% 14.07% -5.64% 8.79% -11.05% 21.01% -20.27% -2.68%
2026 19.00% 0.40% -15.75% 9.71% -3.67% 0.01% — — — — — — 6.40%
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 1400.59
Min balance 764.11
Max balance 1858.72
Monthly Performance
Metric Value
Average monthly return (geometric), % 1.13
Average monthly return (arithmetic), % 2.10
Best month, % 31.57
Worst month, % -22.23
PnL, Volume & Fees
Metric Value
Total PnL 400.59
Total PnL, % 40.06
Gross profit 3640.38
Gross loss 3136.89
Trading volume (USDT) 257617.90
Total transactions (buy/sell) 331
Total fees 92.73
Funding net -10.16
Funding accrued (received) 62.38
Funding paid 72.54
Trades
Metric Value
Total Trades 328
Win Trades 72
Los Trades 256
Win Rate, % 21.95
Expectancy per trade 1.5350
Max consecutive wins 4
Max consecutive losses 36
Risk & Exposure
Metric Value
Position avg, % of margin balance 88.11
Position max, % of margin balance 108.20
Max Drawdown 567.36
Max Drawdown, % 30.52
Risk-Adjusted Ratios
Metric Value
Profit Factor (gross profit/gross loss) 1.1605
Recovery Factor (Total PnL / Max DD) 0.7061
Sharpe ratio (monthly) 0.5106
Sortino ratio (monthly) 0.9261
CAGR, % 14.97
Calmar ratio (CAGR / Max DD%) 0.4905
Open Positions Size (USDT)
Strategy Charts
SOLUSDT 4h zigzag | PnL: 338.71 | Fee: 30.01 | Vol: 83375.96
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": 20,
    "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
}