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
1783.48
Total PnL
783.48 (78.35%)
Total Trades (Win/Los)
175 (64/111)
Win Rate
36.57%
Max Drawdown
815.37 (45.63%)
Total Fees
50.26
Position avg (max), %
88.35 (122.33)
Profit Factor
1.32
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 -12.77% 27.25% 25.69% -7.27% 1.34% 5.77% 3.92% -5.71% 4.76% -4.32% 14.72% -15.83% 31.50%
2025 -22.44% 6.05% 1.56% -0.78% 23.03% -10.84% 21.01% 6.28% 6.41% -19.78% 20.36% -10.71% 7.26%
2026 11.64% 8.19% -0.26% 5.25% -0.22% 0.01% — — — — — — 26.52%
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 1783.48
Min balance 841.79
Max balance 1922.63
Monthly Performance
Metric Value
Average monthly return (geometric), % 1.95
Average monthly return (arithmetic), % 2.74
Best month, % 27.25
Worst month, % -22.44
PnL, Volume & Fees
Metric Value
Total PnL 783.48
Total PnL, % 78.35
Gross profit 3466.50
Gross loss 2619.91
Trading volume (USDT) 139639.20
Total transactions (buy/sell) 178
Total fees 50.26
Funding net -12.86
Funding accrued (received) 65.83
Funding paid 78.68
Trades
Metric Value
Total Trades 175
Win Trades 64
Los Trades 111
Win Rate, % 36.57
Expectancy per trade 4.8377
Max consecutive wins 4
Max consecutive losses 13
Risk & Exposure
Metric Value
Position avg, % of margin balance 88.35
Position max, % of margin balance 122.33
Max Drawdown 815.37
Max Drawdown, % 45.63
Risk-Adjusted Ratios
Metric Value
Profit Factor (gross profit/gross loss) 1.3231
Recovery Factor (Total PnL / Max DD) 0.9609
Sharpe ratio (monthly) 0.7474
Sortino ratio (monthly) 1.2828
CAGR, % 27.07
Calmar ratio (CAGR / Max DD%) 0.5933
Open Positions Size (USDT)
Strategy Charts
SOLUSDT 4h zigzag | PnL: 723.94 | Fee: 13.61 | Vol: 37828.54
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": 15,
    "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
}