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
1721.77
Total PnL
721.77 (72.18%)
Total Trades (Win/Los)
222 (75/147)
Win Rate
33.78%
Max Drawdown
675.44 (37.79%)
Total Fees
66.93
Position avg (max), %
88.63 (122.60)
Profit Factor
1.24
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 -16.72% 23.51% 25.95% -2.00% 8.12% 6.13% -3.90% -3.82% 7.35% -0.65% 20.30% -20.07% 38.10%
2025 -18.26% 9.92% 0.23% -2.67% 23.54% -8.34% 19.94% 5.52% 2.80% -21.47% 13.23% -11.34% 1.81%
2026 12.55% 4.39% -0.43% 5.77% -1.00% 0.01% — — — — — — 22.53%
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 1721.77
Min balance 802.41
Max balance 1887.28
Monthly Performance
Metric Value
Average monthly return (geometric), % 1.83
Average monthly return (arithmetic), % 2.62
Best month, % 25.95
Worst month, % -21.47
PnL, Volume & Fees
Metric Value
Total PnL 721.77
Total PnL, % 72.18
Gross profit 4063.81
Gross loss 3267.88
Trading volume (USDT) 185945.25
Total transactions (buy/sell) 225
Total fees 66.93
Funding net -7.24
Funding accrued (received) 71.62
Funding paid 78.86
Trades
Metric Value
Total Trades 222
Win Trades 75
Los Trades 147
Win Rate, % 33.78
Expectancy per trade 3.5853
Max consecutive wins 6
Max consecutive losses 8
Risk & Exposure
Metric Value
Position avg, % of margin balance 88.63
Position max, % of margin balance 122.60
Max Drawdown 675.44
Max Drawdown, % 37.79
Risk-Adjusted Ratios
Metric Value
Profit Factor (gross profit/gross loss) 1.2436
Recovery Factor (Total PnL / Max DD) 1.0686
Sharpe ratio (monthly) 0.7191
Sortino ratio (monthly) 1.1998
CAGR, % 25.23
Calmar ratio (CAGR / Max DD%) 0.6678
Open Positions Size (USDT)
Strategy Charts
SOLUSDT 4h zigzag | PnL: 635.15 | Fee: 19.23 | Vol: 53432.58
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": 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
}