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
1680.07
Total PnL
680.07 (68.01%)
Total Trades (Win/Los)
172 (69/103)
Win Rate
40.12%
Max Drawdown
828.64 (46.24%)
Total Fees
48.61
Position avg (max), %
88.28 (122.83)
Profit Factor
1.28
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 -14.36% 34.16% 26.14% -4.74% 1.88% 5.18% -2.17% -5.78% 4.51% -3.87% 12.79% -20.11% 23.45%
2025 -21.20% 10.19% 0.93% -1.66% 23.25% -12.31% 18.12% 4.75% 6.07% -21.18% 20.81% -11.87% 2.58%
2026 21.10% 8.20% -0.33% 5.04% -3.25% 0.01% — — — — — — 32.75%
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 1680.07
Min balance 824.47
Max balance 1872.96
Monthly Performance
Metric Value
Average monthly return (geometric), % 1.75
Average monthly return (arithmetic), % 2.68
Best month, % 34.16
Worst month, % -21.20
PnL, Volume & Fees
Metric Value
Total PnL 680.07
Total PnL, % 68.01
Gross profit 3350.77
Gross loss 2611.59
Trading volume (USDT) 135064.53
Total transactions (buy/sell) 175
Total fees 48.61
Funding net -10.51
Funding accrued (received) 65.20
Funding paid 75.71
Trades
Metric Value
Total Trades 172
Win Trades 69
Los Trades 103
Win Rate, % 40.12
Expectancy per trade 4.2976
Max consecutive wins 5
Max consecutive losses 7
Risk & Exposure
Metric Value
Position avg, % of margin balance 88.28
Position max, % of margin balance 122.83
Max Drawdown 828.64
Max Drawdown, % 46.24
Risk-Adjusted Ratios
Metric Value
Profit Factor (gross profit/gross loss) 1.2830
Recovery Factor (Total PnL / Max DD) 0.8207
Sharpe ratio (monthly) 0.6702
Sortino ratio (monthly) 1.1682
CAGR, % 23.97
Calmar ratio (CAGR / Max DD%) 0.5183
Open Positions Size (USDT)
Strategy Charts
SOLUSDT 4h zigzag | PnL: 623.35 | Fee: 14.53 | Vol: 40387.44
Details
{
  "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": 18,
    "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
}