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
2123.58
Total PnL
1123.58 (112.36%)
Total Trades (Win/Los)
206 (77/129)
Win Rate
37.38%
Max Drawdown
679.71 (38.19%)
Total Fees
66.58
Position avg (max), %
88.36 (120.75)
Profit Factor
1.39
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 -14.09% 29.38% 26.08% -2.12% 0.18% 1.95% 1.05% -3.77% 6.69% -0.91% 19.81% -18.91% 39.93%
2025 -20.77% 11.60% 2.36% 0.89% 23.87% -7.93% 20.04% 6.48% 2.64% -18.62% 20.40% -9.12% 21.65%
2026 13.69% 5.67% -1.47% 6.40% -0.90% 0.01% — — — — — — 24.82%
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 2123.58
Min balance 829.70
Max balance 2311.88
Monthly Performance
Metric Value
Average monthly return (geometric), % 2.54
Average monthly return (arithmetic), % 3.35
Best month, % 29.38
Worst month, % -20.77
PnL, Volume & Fees
Metric Value
Total PnL 1123.58
Total PnL, % 112.36
Gross profit 4276.60
Gross loss 3080.49
Trading volume (USDT) 184994.63
Total transactions (buy/sell) 209
Total fees 66.58
Funding net -5.96
Funding accrued (received) 78.06
Funding paid 84.01
Trades
Metric Value
Total Trades 206
Win Trades 77
Los Trades 129
Win Rate, % 37.38
Expectancy per trade 5.8064
Max consecutive wins 5
Max consecutive losses 8
Risk & Exposure
Metric Value
Position avg, % of margin balance 88.36
Position max, % of margin balance 120.75
Max Drawdown 679.71
Max Drawdown, % 38.19
Risk-Adjusted Ratios
Metric Value
Profit Factor (gross profit/gross loss) 1.3883
Recovery Factor (Total PnL / Max DD) 1.6530
Sharpe ratio (monthly) 0.9006
Sortino ratio (monthly) 1.6410
CAGR, % 36.60
Calmar ratio (CAGR / Max DD%) 0.9583
Open Positions Size (USDT)
Strategy Charts
SOLUSDT 4h zigzag | PnL: 1010.56 | Fee: 18.50 | Vol: 51393.16
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": 14,
    "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
}