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
1817.22
Total PnL
817.22 (81.72%)
Total Trades (Win/Los)
185 (69/116)
Win Rate
37.30%
Max Drawdown
808.58 (43.95%)
Total Fees
55.68
Position avg (max), %
88.39 (120.12)
Profit Factor
1.31
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 -12.91% 33.76% 25.79% -4.85% 1.86% 5.21% -0.25% -5.84% 4.70% -2.50% 15.41% -17.71% 36.05%
2025 -22.84% 9.00% 1.53% 0.07% 23.37% -11.02% 18.74% 4.89% 6.32% -20.06% 20.02% -10.75% 6.35%
2026 12.35% 8.81% -0.27% 5.79% -2.58% 0.01% — — — — — — 25.67%
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 1817.22
Min balance 840.33
Max balance 1998.40
Monthly Performance
Metric Value
Average monthly return (geometric), % 2.01
Average monthly return (arithmetic), % 2.87
Best month, % 33.76
Worst month, % -22.84
PnL, Volume & Fees
Metric Value
Total PnL 817.22
Total PnL, % 81.72
Gross profit 3700.22
Gross loss 2816.40
Trading volume (USDT) 154700.76
Total transactions (buy/sell) 188
Total fees 55.68
Funding net -10.93
Funding accrued (received) 70.05
Funding paid 80.98
Trades
Metric Value
Total Trades 185
Win Trades 69
Los Trades 116
Win Rate, % 37.30
Expectancy per trade 4.7774
Max consecutive wins 5
Max consecutive losses 8
Risk & Exposure
Metric Value
Position avg, % of margin balance 88.39
Position max, % of margin balance 120.12
Max Drawdown 808.58
Max Drawdown, % 43.95
Risk-Adjusted Ratios
Metric Value
Profit Factor (gross profit/gross loss) 1.3138
Recovery Factor (Total PnL / Max DD) 1.0107
Sharpe ratio (monthly) 0.7496
Sortino ratio (monthly) 1.3150
CAGR, % 28.06
Calmar ratio (CAGR / Max DD%) 0.6386
Open Positions Size (USDT)
Strategy Charts
SOLUSDT 4h zigzag | PnL: 780.54 | Fee: 15.58 | Vol: 43299.39
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": 14,
    "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
}