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
1622.12
Total PnL
622.12 (62.21%)
Total Trades (Win/Los)
233 (80/153)
Win Rate
34.33%
Max Drawdown
508.48 (27.55%)
Total Fees
70.03
Position avg (max), %
88.86 (112.11)
Profit Factor
1.21
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 -17.36% 19.88% 25.95% -2.00% 7.29% 6.29% -1.32% -6.80% 8.48% -1.21% 16.50% -10.79% 42.84%
2025 -10.42% 9.14% 2.30% -8.26% 13.44% -8.35% 16.43% 6.72% 3.75% -21.23% 10.39% -9.89% -3.64%
2026 12.51% 2.42% -0.15% 3.69% -1.19% 0.01% — — — — — — 17.92%
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 1622.12
Min balance 805.11
Max balance 1845.72
Monthly Performance
Metric Value
Average monthly return (geometric), % 1.63
Average monthly return (arithmetic), % 2.21
Best month, % 25.95
Worst month, % -21.23
PnL, Volume & Fees
Metric Value
Total PnL 622.12
Total PnL, % 62.21
Gross profit 4051.47
Gross loss 3351.52
Trading volume (USDT) 194566.20
Total transactions (buy/sell) 236
Total fees 70.03
Funding net -7.80
Funding accrued (received) 70.50
Funding paid 78.30
Trades
Metric Value
Total Trades 233
Win Trades 80
Los Trades 153
Win Rate, % 34.33
Expectancy per trade 3.0041
Max consecutive wins 5
Max consecutive losses 8
Risk & Exposure
Metric Value
Position avg, % of margin balance 88.86
Position max, % of margin balance 112.11
Max Drawdown 508.48
Max Drawdown, % 27.55
Risk-Adjusted Ratios
Metric Value
Profit Factor (gross profit/gross loss) 1.2088
Recovery Factor (Total PnL / Max DD) 1.2235
Sharpe ratio (monthly) 0.7072
Sortino ratio (monthly) 1.1767
CAGR, % 22.18
Calmar ratio (CAGR / Max DD%) 0.8051
Open Positions Size (USDT)
Strategy Charts
SOLUSDT 4h zigzag | PnL: 388.68 | Fee: 22.15 | Vol: 61533.16
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": 12,
    "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
}