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
1325.74
Total PnL
325.74 (32.57%)
Total Trades (Win/Los)
145 (47/98)
Win Rate
32.41%
Max Drawdown
721.42 (45.84%)
Total Fees
35.63
Position avg (max), %
87.90 (128.78)
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 -16.61% 29.58% 25.68% -9.34% -0.75% 4.92% -0.59% -5.81% 0.40% -10.73% 32.88% -8.63% 30.63%
2025 -24.59% -3.39% 3.13% -4.32% 25.83% -9.18% 10.20% -2.01% 6.28% -17.54% 19.76% -11.65% -17.74%
2026 16.08% 5.55% -0.19% 4.83% -3.71% 0.01% — — — — — — 23.45%
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 1325.74
Min balance 824.10
Max balance 1573.61
Monthly Performance
Metric Value
Average monthly return (geometric), % 0.95
Average monthly return (arithmetic), % 1.87
Best month, % 32.88
Worst month, % -24.59
PnL, Volume & Fees
Metric Value
Total PnL 325.74
Total PnL, % 32.57
Gross profit 2571.18
Gross loss 2195.08
Trading volume (USDT) 98993.53
Total transactions (buy/sell) 148
Total fees 35.63
Funding net -14.74
Funding accrued (received) 54.02
Funding paid 68.76
Trades
Metric Value
Total Trades 145
Win Trades 47
Los Trades 98
Win Rate, % 32.41
Expectancy per trade 2.5938
Max consecutive wins 4
Max consecutive losses 14
Risk & Exposure
Metric Value
Position avg, % of margin balance 87.90
Position max, % of margin balance 128.78
Max Drawdown 721.42
Max Drawdown, % 45.84
Risk-Adjusted Ratios
Metric Value
Profit Factor (gross profit/gross loss) 1.1713
Recovery Factor (Total PnL / Max DD) 0.4515
Sharpe ratio (monthly) 0.4647
Sortino ratio (monthly) 0.8435
CAGR, % 12.39
Calmar ratio (CAGR / Max DD%) 0.2702
Open Positions Size (USDT)
Strategy Charts
SOLUSDT 4h zigzag | PnL: 314.05 | Fee: 10.99 | Vol: 30533.86
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": 19,
    "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
}