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
1649.74
Total PnL
649.74 (64.97%)
Total Trades (Win/Los)
234 (78/156)
Win Rate
33.33%
Max Drawdown
640.41 (36.44%)
Total Fees
71.29
Position avg (max), %
88.97 (122.07)
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 -15.85% 23.61% 25.66% -2.26% 7.16% 3.07% -3.04% -3.07% 7.29% -0.78% 20.28% -18.53% 38.35%
2025 -18.03% 12.20% 0.37% -2.86% 24.04% -6.97% 16.29% 6.58% 3.78% -21.06% 13.38% -11.13% 5.89%
2026 14.07% -1.88% -3.74% 5.65% -1.03% 0.01% — — — — — — 12.67%
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 1649.74
Min balance 812.42
Max balance 1995.93
Monthly Performance
Metric Value
Average monthly return (geometric), % 1.68
Average monthly return (arithmetic), % 2.44
Best month, % 25.66
Worst month, % -21.06
PnL, Volume & Fees
Metric Value
Total PnL 649.74
Total PnL, % 64.97
Gross profit 4153.30
Gross loss 3427.55
Trading volume (USDT) 198071.41
Total transactions (buy/sell) 237
Total fees 71.29
Funding net -4.72
Funding accrued (received) 73.69
Funding paid 78.40
Trades
Metric Value
Total Trades 234
Win Trades 78
Los Trades 156
Win Rate, % 33.33
Expectancy per trade 3.1015
Max consecutive wins 5
Max consecutive losses 11
Risk & Exposure
Metric Value
Position avg, % of margin balance 88.97
Position max, % of margin balance 122.07
Max Drawdown 640.41
Max Drawdown, % 36.44
Risk-Adjusted Ratios
Metric Value
Profit Factor (gross profit/gross loss) 1.2117
Recovery Factor (Total PnL / Max DD) 1.0146
Sharpe ratio (monthly) 0.6825
Sortino ratio (monthly) 1.1632
CAGR, % 23.04
Calmar ratio (CAGR / Max DD%) 0.6321
Open Positions Size (USDT)
Strategy Charts
SOLUSDT 4h zigzag | PnL: 635.10 | Fee: 20.58 | Vol: 57187.10
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": 13,
    "detection": 7,
    "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
}