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
2029.53
Total PnL
1029.53 (102.95%)
Total Trades (Win/Los)
181 (65/116)
Win Rate
35.91%
Max Drawdown
740.47 (40.62%)
Total Fees
55.96
Position avg (max), %
88.20 (121.93)
Profit Factor
1.40
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 -11.66% 26.95% 25.42% -6.92% 2.24% 5.78% 4.35% -5.75% 5.78% -2.27% 16.58% -15.80% 41.33%
2025 -20.72% 7.33% 1.75% 0.74% 23.60% -10.60% 20.28% 5.19% 3.08% -17.83% 19.35% -10.01% 10.93%
2026 12.48% 8.60% -0.31% 5.74% 0.59% 0.01% — — — — — — 29.54%
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 2029.53
Min balance 853.20
Max balance 2159.20
Monthly Performance
Metric Value
Average monthly return (geometric), % 2.39
Average monthly return (arithmetic), % 3.13
Best month, % 26.95
Worst month, % -20.72
PnL, Volume & Fees
Metric Value
Total PnL 1029.53
Total PnL, % 102.95
Gross profit 3866.38
Gross loss 2767.55
Trading volume (USDT) 155483.77
Total transactions (buy/sell) 184
Total fees 55.96
Funding net -13.35
Funding accrued (received) 71.39
Funding paid 84.74
Trades
Metric Value
Total Trades 181
Win Trades 65
Los Trades 116
Win Rate, % 35.91
Expectancy per trade 6.0709
Max consecutive wins 4
Max consecutive losses 13
Risk & Exposure
Metric Value
Position avg, % of margin balance 88.20
Position max, % of margin balance 121.93
Max Drawdown 740.47
Max Drawdown, % 40.62
Risk-Adjusted Ratios
Metric Value
Profit Factor (gross profit/gross loss) 1.3970
Recovery Factor (Total PnL / Max DD) 1.3904
Sharpe ratio (monthly) 0.8787
Sortino ratio (monthly) 1.5709
CAGR, % 34.06
Calmar ratio (CAGR / Max DD%) 0.8385
Open Positions Size (USDT)
Strategy Charts
SOLUSDT 4h zigzag | PnL: 878.58 | Fee: 14.77 | Vol: 41044.22
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": 15,
    "detection": 12,
    "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
}