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
1498.17
Total PnL
498.17 (49.82%)
Total Trades (Win/Los)
770 (255/515)
Win Rate
33.12%
Max Drawdown
945.22 (39.71%)
Total Fees
277.00
Position avg (max), %
91.69 (115.79)
Profit Factor
1.11
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 -2.45% 31.16% -7.94% 14.55% -0.78% 0.81% -4.23% 13.92% 4.30% 1.58% 22.96% -13.50% 65.91%
2025 14.50% 4.93% -2.89% -4.51% -9.23% -13.83% 2.63% 6.72% 3.08% 11.56% 17.77% -20.09% 3.28%
2026 15.27% -2.79% -9.80% -13.59% 0.16% 0.01% — — — — — — -12.51%
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 1498.17
Min balance 870.95
Max balance 2380.53
Monthly Performance
Metric Value
Average monthly return (geometric), % 1.36
Average monthly return (arithmetic), % 2.01
Best month, % 31.16
Worst month, % -20.09
PnL, Volume & Fees
Metric Value
Total PnL 498.17
Total PnL, % 49.82
Gross profit 8119.54
Gross loss 7338.10
Trading volume (USDT) 769474.87
Total transactions (buy/sell) 773
Total fees 277.00
Funding net -6.27
Funding accrued (received) 84.75
Funding paid 91.01
Trades
Metric Value
Total Trades 770
Win Trades 255
Los Trades 515
Win Rate, % 33.12
Expectancy per trade 1.0149
Max consecutive wins 9
Max consecutive losses 24
Risk & Exposure
Metric Value
Position avg, % of margin balance 91.69
Position max, % of margin balance 115.79
Max Drawdown 945.22
Max Drawdown, % 39.71
Risk-Adjusted Ratios
Metric Value
Profit Factor (gross profit/gross loss) 1.1065
Recovery Factor (Total PnL / Max DD) 0.5270
Sharpe ratio (monthly) 0.5989
Sortino ratio (monthly) 1.0707
CAGR, % 18.22
Calmar ratio (CAGR / Max DD%) 0.4589
Open Positions Size (USDT)
Strategy Charts
SOLUSDT 4h zigzag | PnL: 223.76 | Fee: 89.87 | Vol: 249658.88
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": 4,
    "detection": 5,
    "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
}