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
25907.24
Total PnL
24907.24 (2490.72%)
Total Trades (Win/Los)
50 (16/34)
Win Rate
32.00%
Max Drawdown
12637.07 (40.36%)
Total Fees
74.02
Position avg (max), %
93.05 (234.80)
Profit Factor
8.59
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 4.14% 45.34% -48.88% 142.17% -27.95% -15.33% 2171.10% — — — — — 2495.82%
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 25907.24
Min balance 677.21
Max balance 31308.48
Monthly Performance
Metric Value
Average monthly return (geometric), % 59.24
Average monthly return (arithmetic), % 324.37
Best month, % 2171.10
Worst month, % -48.88
PnL, Volume & Fees
Metric Value
Total PnL 24907.24
Total PnL, % 2490.72
Gross profit 28308.65
Gross loss 3296.55
Trading volume (USDT) 160310.64
Total transactions (buy/sell) 51
Total fees 74.02
Funding net -30.85
Funding accrued (received) 16.05
Funding paid 46.90
Trades
Metric Value
Total Trades 50
Win Trades 16
Los Trades 34
Win Rate, % 32.00
Expectancy per trade 500.2421
Max consecutive wins 2
Max consecutive losses 7
Risk & Exposure
Metric Value
Position avg, % of margin balance 93.05
Position max, % of margin balance 234.80
Max Drawdown 12637.07
Max Drawdown, % 40.36
Risk-Adjusted Ratios
Metric Value
Profit Factor (gross profit/gross loss) 8.5874
Risk/Reward (avg win/avg loss) 18.2482
Recovery Factor (Total PnL / Max DD) 1.9710
Sharpe ratio (monthly) 1.4859
Sortino ratio (monthly) 50.9407
CAGR, % 27866.74
Calmar ratio (CAGR / Max DD%) 690.4016
Open Positions Size (USDT)
Strategy Charts
AKEUSDT 4h zigzag | PnL: 25012.10 | Fee: 74.02 | Vol: 160310.64
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": "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,
    "more_data": false,
    "max_bars": 2000
  },
  "options": null,
  "filter": null,
  "rebalance": null,
  "hd": null,
  "zz": null,
  "zigzag": {
    "length": 5,
    "detection": 3,
    "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,
  "volume_market": null,
  "moving_average_crossover": null,
  "price_vs_ma": null,
  "macd_trend": null
}