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
1546.68
Total PnL
546.68 (54.67%)
Total Trades (Win/Los)
215 (71/144)
Win Rate
33.02%
Max Drawdown
694.96 (40.29%)
Total Fees
60.88
Position avg (max), %
88.93 (121.24)
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 -16.78% 27.50% 25.88% -4.88% 8.12% 5.43% -4.35% -5.14% 7.24% -2.77% 14.52% -18.03% 28.62%
2025 -18.57% 9.96% 0.15% -3.25% 24.33% -10.16% 18.58% 5.20% 2.62% -22.28% 14.75% -10.27% -0.71%
2026 12.49% 4.16% -0.41% 5.77% -1.82% 0.01% — — — — — — 21.19%
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 1546.68
Min balance 804.42
Max balance 1725.07
Monthly Performance
Metric Value
Average monthly return (geometric), % 1.47
Average monthly return (arithmetic), % 2.27
Best month, % 27.50
Worst month, % -22.28
PnL, Volume & Fees
Metric Value
Total PnL 546.68
Total PnL, % 54.67
Gross profit 3705.74
Gross loss 3090.81
Trading volume (USDT) 169159.89
Total transactions (buy/sell) 218
Total fees 60.88
Funding net -7.36
Funding accrued (received) 67.01
Funding paid 74.37
Trades
Metric Value
Total Trades 215
Win Trades 71
Los Trades 144
Win Rate, % 33.02
Expectancy per trade 2.8601
Max consecutive wins 6
Max consecutive losses 8
Risk & Exposure
Metric Value
Position avg, % of margin balance 88.93
Position max, % of margin balance 121.24
Max Drawdown 694.96
Max Drawdown, % 40.29
Risk-Adjusted Ratios
Metric Value
Profit Factor (gross profit/gross loss) 1.1990
Recovery Factor (Total PnL / Max DD) 0.7866
Sharpe ratio (monthly) 0.6162
Sortino ratio (monthly) 1.0290
CAGR, % 19.79
Calmar ratio (CAGR / Max DD%) 0.4913
Open Positions Size (USDT)
Strategy Charts
SOLUSDT 4h zigzag | PnL: 528.58 | Fee: 17.63 | Vol: 48974.14
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": 10,
    "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
}