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
1764.08
Total PnL
764.08 (76.41%)
Total Trades (Win/Los)
171 (64/107)
Win Rate
37.43%
Max Drawdown
795.46 (45.11%)
Total Fees
48.78
Position avg (max), %
88.92 (126.09)
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 -13.53% 27.39% 25.89% -7.91% 1.36% 5.81% 4.18% -6.11% 4.86% -5.82% 14.88% -17.49% 25.40%
2025 -19.96% 7.08% 1.39% -0.73% 23.20% -10.54% 20.63% 6.32% 6.12% -19.79% 20.53% -11.29% 10.97%
2026 11.97% 8.30% -0.31% 5.27% -0.34% 0.01% — — — — — — 26.84%
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 1764.08
Min balance 833.23
Max balance 1902.29
Monthly Performance
Metric Value
Average monthly return (geometric), % 1.91
Average monthly return (arithmetic), % 2.71
Best month, % 27.39
Worst month, % -19.96
PnL, Volume & Fees
Metric Value
Total PnL 764.08
Total PnL, % 76.41
Gross profit 3406.72
Gross loss 2581.45
Trading volume (USDT) 135550.21
Total transactions (buy/sell) 174
Total fees 48.78
Funding net -12.41
Funding accrued (received) 65.61
Funding paid 78.02
Trades
Metric Value
Total Trades 171
Win Trades 64
Los Trades 107
Win Rate, % 37.43
Expectancy per trade 4.8261
Max consecutive wins 4
Max consecutive losses 10
Risk & Exposure
Metric Value
Position avg, % of margin balance 88.92
Position max, % of margin balance 126.09
Max Drawdown 795.46
Max Drawdown, % 45.11
Risk-Adjusted Ratios
Metric Value
Profit Factor (gross profit/gross loss) 1.3197
Recovery Factor (Total PnL / Max DD) 0.9605
Sharpe ratio (monthly) 0.7348
Sortino ratio (monthly) 1.2658
CAGR, % 26.50
Calmar ratio (CAGR / Max DD%) 0.5874
Open Positions Size (USDT)
Strategy Charts
SOLUSDT 4h zigzag | PnL: 668.87 | Fee: 13.50 | Vol: 37525.05
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": 15,
    "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
}