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
1611.27
Total PnL
611.27 (61.13%)
Total Trades (Win/Los)
239 (83/156)
Win Rate
34.73%
Max Drawdown
621.29 (32.24%)
Total Fees
73.92
Position avg (max), %
89.48 (112.56)
Profit Factor
1.20
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 -18.28% 20.10% 26.19% -0.69% 8.05% 6.26% -2.56% -3.21% 8.29% 1.11% 14.83% -11.95% 47.42%
2025 -10.96% 8.97% 1.89% -4.33% 12.98% -8.26% 14.82% 6.02% 5.26% -27.73% 10.84% -10.45% -9.89%
2026 15.93% 1.67% 0.96% 3.48% -1.45% 0.01% — — — — — — 21.37%
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 1611.27
Min balance 795.92
Max balance 1927.19
Monthly Performance
Metric Value
Average monthly return (geometric), % 1.60
Average monthly return (arithmetic), % 2.26
Best month, % 26.19
Worst month, % -27.73
PnL, Volume & Fees
Metric Value
Total PnL 611.27
Total PnL, % 61.13
Gross profit 4166.99
Gross loss 3469.35
Trading volume (USDT) 205364.67
Total transactions (buy/sell) 242
Total fees 73.92
Funding net -12.45
Funding accrued (received) 70.26
Funding paid 82.72
Trades
Metric Value
Total Trades 239
Win Trades 83
Los Trades 156
Win Rate, % 34.73
Expectancy per trade 2.9190
Max consecutive wins 5
Max consecutive losses 9
Risk & Exposure
Metric Value
Position avg, % of margin balance 89.48
Position max, % of margin balance 112.56
Max Drawdown 621.29
Max Drawdown, % 32.24
Risk-Adjusted Ratios
Metric Value
Profit Factor (gross profit/gross loss) 1.2011
Recovery Factor (Total PnL / Max DD) 0.9839
Sharpe ratio (monthly) 0.6922
Sortino ratio (monthly) 1.0780
CAGR, % 21.84
Calmar ratio (CAGR / Max DD%) 0.6775
Open Positions Size (USDT)
Strategy Charts
SOLUSDT 4h zigzag | PnL: 400.39 | Fee: 23.34 | Vol: 64845.27
Details
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  "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": 11,
    "detection": 8,
    "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
}