hb/tester/ver.2026/08/09/backtest_results: 2026-01-01 - 2026-07-31 | zz-4h-ls | exchange: Bybit

Pairs
1
Initial Balance
1000.00
Final Balance
38789.72
Total PnL
37789.72 (3778.97%)
Total Trades (Win/Los)
62 (22/40)
Win Rate
35.48%
Max Drawdown
19450.42 (41.29%)
Total Fees
124.84
Position avg (max), %
93.09 (236.27)
Profit Factor
8.62
Duration (days)
211.0
Equity Curve (Margin balance)
Monthly Returns Heatmap (%)
Year Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec Year
2026 -6.85% 141.91% -47.43% 119.37% -34.33% -8.17% 2380.04% — — — — — 3786.82%
Report Statistics
Period & Scope
Metric Value
Report range 2026-01-01 - 2026-07-31
Days in test 211.0
Months in test 7
Months with data 7
Pairs count 1
Balance & Equity
Metric Value
Initial balance 1000.00
Final balance 38789.72
Min balance 892.59
Max balance 47103.08
Monthly Performance
Metric Value
Average monthly return (geometric), % 68.69
Average monthly return (arithmetic), % 363.51
Best month, % 2380.04
Worst month, % -47.43
PnL, Volume & Fees
Metric Value
Total PnL 37789.72
Total PnL, % 3778.97
Gross profit 42943.27
Gross loss 4984.11
Trading volume (USDT) 277038.52
Total transactions (buy/sell) 63
Total fees 124.84
Funding net -44.60
Funding accrued (received) 20.12
Funding paid 64.72
Trades
Metric Value
Total Trades 62
Win Trades 22
Los Trades 40
Win Rate, % 35.48
Expectancy per trade 612.2444
Max consecutive wins 3
Max consecutive losses 7
Risk & Exposure
Metric Value
Position avg, % of margin balance 93.09
Position max, % of margin balance 236.27
Max Drawdown 19450.42
Max Drawdown, % 41.29
Risk-Adjusted Ratios
Metric Value
Profit Factor (gross profit/gross loss) 8.6160
Risk/Reward (avg win/avg loss) 15.6655
Recovery Factor (Total PnL / Max DD) 1.9429
Sharpe ratio (monthly) 1.5242
Sortino ratio (monthly) 55.9814
CAGR, % 56144.47
Calmar ratio (CAGR / Max DD%) 1359.6503
Open Positions Size (USDT)
Strategy Charts
AKEUSDT 4h zigzag | PnL: 37959.16 | Fee: 124.84 | Vol: 277038.52
Details
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  "exchange": {
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    "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": {
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  "basic": {
    "strategy": "zigzag",
    "symbol": "AKEUSDT",
    "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": 100.0,
    "balance_percentage_short": 100.0,
    "risk_long": 1.0,
    "risk_short": 1.0,
    "lot_long": 0.0,
    "lot_short": 0.0,
    "max_balance": 0.0,
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  "options": null,
  "filter": null,
  "rebalance": null,
  "hd": null,
  "zz": null,
  "zigzag": {
    "length": 4,
    "detection": 3,
    "detection_source": "default"
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  "zigzag_double": null,
  "dd": null,
  "dc": null,
  "mz": null,
  "tv": null,
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  "rt": null,
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  "mrs": null,
  "mrs2": null,
  "mrs3": null,
  "webhook": null,
  "rapid": null,
  "redflag": null,
  "p2p_bybit": null,
  "SmartProfit": null,
  "shadow_overlap": null,
  "volume_market": null,
  "moving_average_crossover": null,
  "price_vs_ma": null,
  "macd_trend": null
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