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
1357.09
Total PnL
357.09 (35.71%)
Total Trades (Win/Los)
210 (64/146)
Win Rate
30.48%
Max Drawdown
534.25 (36.39%)
Total Fees
56.17
Position avg (max), %
88.48 (119.52)
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 -23.72% 30.35% 26.15% -3.87% -4.45% 0.55% 1.28% -1.63% 3.83% -8.31% 29.13% -6.52% 32.63%
2025 -20.08% 4.76% 6.36% -0.01% 24.05% -12.45% 15.70% -7.28% 7.55% -16.99% 22.20% -16.75% -5.78%
2026 16.62% -7.45% -3.42% 8.70% -4.12% 0.01% — — — — — — 8.66%
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 1357.09
Min balance 753.77
Max balance 1734.10
Monthly Performance
Metric Value
Average monthly return (geometric), % 1.02
Average monthly return (arithmetic), % 2.01
Best month, % 30.35
Worst month, % -23.72
PnL, Volume & Fees
Metric Value
Total PnL 357.09
Total PnL, % 35.71
Gross profit 3291.90
Gross loss 2869.83
Trading volume (USDT) 156053.96
Total transactions (buy/sell) 213
Total fees 56.17
Funding net -8.82
Funding accrued (received) 61.47
Funding paid 70.29
Trades
Metric Value
Total Trades 210
Win Trades 64
Los Trades 146
Win Rate, % 30.48
Expectancy per trade 2.0099
Max consecutive wins 4
Max consecutive losses 12
Risk & Exposure
Metric Value
Position avg, % of margin balance 88.48
Position max, % of margin balance 119.52
Max Drawdown 534.25
Max Drawdown, % 36.39
Risk-Adjusted Ratios
Metric Value
Profit Factor (gross profit/gross loss) 1.1471
Recovery Factor (Total PnL / Max DD) 0.6684
Sharpe ratio (monthly) 0.4868
Sortino ratio (monthly) 0.8564
CAGR, % 13.48
Calmar ratio (CAGR / Max DD%) 0.3704
Open Positions Size (USDT)
Strategy Charts
SOLUSDT 4h zigzag | PnL: 328.38 | Fee: 16.91 | Vol: 46988.30
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": 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
}