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
1882.50
Total PnL
882.50 (88.25%)
Total Trades (Win/Los)
179 (64/115)
Win Rate
35.75%
Max Drawdown
777.36 (43.09%)
Total Fees
53.13
Position avg (max), %
88.40 (120.24)
Profit Factor
1.35
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 -12.22% 27.22% 25.53% -6.97% 1.33% 5.72% 4.40% -5.85% 5.58% -4.18% 14.67% -15.49% 34.64%
2025 -21.17% 7.44% 1.60% 0.19% 23.41% -11.04% 21.40% 5.91% 3.32% -19.83% 20.56% -10.06% 9.33%
2026 12.37% 8.63% -0.28% 5.14% -0.03% 0.01% — — — — — — 27.96%
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 1882.50
Min balance 848.46
Max balance 2031.69
Monthly Performance
Metric Value
Average monthly return (geometric), % 2.13
Average monthly return (arithmetic), % 2.91
Best month, % 27.22
Worst month, % -21.17
PnL, Volume & Fees
Metric Value
Total PnL 882.50
Total PnL, % 88.25
Gross profit 3641.71
Gross loss 2693.94
Trading volume (USDT) 147615.88
Total transactions (buy/sell) 182
Total fees 53.13
Funding net -12.14
Funding accrued (received) 68.83
Funding paid 80.97
Trades
Metric Value
Total Trades 179
Win Trades 64
Los Trades 115
Win Rate, % 35.75
Expectancy per trade 5.2948
Max consecutive wins 4
Max consecutive losses 13
Risk & Exposure
Metric Value
Position avg, % of margin balance 88.40
Position max, % of margin balance 120.24
Max Drawdown 777.36
Max Drawdown, % 43.09
Risk-Adjusted Ratios
Metric Value
Profit Factor (gross profit/gross loss) 1.3518
Recovery Factor (Total PnL / Max DD) 1.1353
Sharpe ratio (monthly) 0.7991
Sortino ratio (monthly) 1.4015
CAGR, % 29.95
Calmar ratio (CAGR / Max DD%) 0.6950
Open Positions Size (USDT)
Strategy Charts
SOLUSDT 4h zigzag | PnL: 791.11 | Fee: 14.12 | Vol: 39228.84
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": 13,
    "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
}