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
1477.59
Total PnL
477.59 (47.76%)
Total Trades (Win/Los)
476 (170/306)
Win Rate
35.71%
Max Drawdown
612.52 (30.72%)
Total Fees
131.89
Position avg (max), %
90.22 (111.73)
Profit Factor
1.14
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 -8.59% 30.80% -7.93% -6.48% 0.06% 1.81% -5.03% 0.44% 6.31% -0.56% 29.34% -10.75% 22.07%
2025 5.47% 10.35% -1.54% -9.25% 2.56% -11.44% 9.17% 12.31% 4.86% -2.85% 10.95% -11.56% 15.78%
2026 18.96% 2.42% -9.91% -6.54% 1.95% 0.01% — — — — — — 4.61%
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 1477.59
Min balance 837.04
Max balance 1993.87
Monthly Performance
Metric Value
Average monthly return (geometric), % 1.31
Average monthly return (arithmetic), % 1.85
Best month, % 30.80
Worst month, % -11.56
PnL, Volume & Fees
Metric Value
Total PnL 477.59
Total PnL, % 47.76
Gross profit 5109.56
Gross loss 4488.13
Trading volume (USDT) 366396.94
Total transactions (buy/sell) 479
Total fees 131.89
Funding net -11.95
Funding accrued (received) 62.93
Funding paid 74.87
Trades
Metric Value
Total Trades 476
Win Trades 170
Los Trades 306
Win Rate, % 35.71
Expectancy per trade 1.3055
Max consecutive wins 10
Max consecutive losses 15
Risk & Exposure
Metric Value
Position avg, % of margin balance 90.22
Position max, % of margin balance 111.73
Max Drawdown 612.52
Max Drawdown, % 30.72
Risk-Adjusted Ratios
Metric Value
Profit Factor (gross profit/gross loss) 1.1385
Recovery Factor (Total PnL / Max DD) 0.7797
Sharpe ratio (monthly) 0.5949
Sortino ratio (monthly) 1.2217
CAGR, % 17.55
Calmar ratio (CAGR / Max DD%) 0.5712
Open Positions Size (USDT)
Strategy Charts
SOLUSDT 4h zigzag | PnL: 123.11 | Fee: 45.30 | Vol: 125832.86
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": 6,
    "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
}