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
1314.66
Total PnL
314.66 (31.47%)
Total Trades (Win/Los)
144 (47/97)
Win Rate
32.64%
Max Drawdown
767.67 (47.11%)
Total Fees
36.22
Position avg (max), %
88.69 (126.72)
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 -14.71% 30.26% 25.93% -9.64% -0.53% 5.42% -0.73% -5.45% -0.03% -11.89% 31.98% -8.48% 32.38%
2025 -24.37% -2.63% 3.31% -4.09% 26.08% -9.02% 9.62% -2.53% 5.39% -18.52% 19.74% -11.64% -18.75%
2026 14.98% 5.59% -0.19% 4.75% -3.67% 0.01% — — — — — — 22.30%
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 1314.66
Min balance 842.41
Max balance 1629.59
Monthly Performance
Metric Value
Average monthly return (geometric), % 0.92
Average monthly return (arithmetic), % 1.83
Best month, % 31.98
Worst month, % -24.37
PnL, Volume & Fees
Metric Value
Total PnL 314.66
Total PnL, % 31.47
Gross profit 2624.93
Gross loss 2260.30
Trading volume (USDT) 100643.94
Total transactions (buy/sell) 147
Total fees 36.22
Funding net -13.75
Funding accrued (received) 56.13
Funding paid 69.89
Trades
Metric Value
Total Trades 144
Win Trades 47
Los Trades 97
Win Rate, % 32.64
Expectancy per trade 2.5322
Max consecutive wins 4
Max consecutive losses 14
Risk & Exposure
Metric Value
Position avg, % of margin balance 88.69
Position max, % of margin balance 126.72
Max Drawdown 767.67
Max Drawdown, % 47.11
Risk-Adjusted Ratios
Metric Value
Profit Factor (gross profit/gross loss) 1.1613
Recovery Factor (Total PnL / Max DD) 0.4099
Sharpe ratio (monthly) 0.4575
Sortino ratio (monthly) 0.8306
CAGR, % 12.00
Calmar ratio (CAGR / Max DD%) 0.2546
Open Positions Size (USDT)
Strategy Charts
SOLUSDT 4h zigzag | PnL: 298.37 | Fee: 11.18 | Vol: 31071.96
Details
{
  "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": 20,
    "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
}