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
1755.49
Total PnL
755.49 (75.55%)
Total Trades (Win/Los)
166 (64/102)
Win Rate
38.55%
Max Drawdown
807.73 (46.11%)
Total Fees
46.27
Position avg (max), %
88.66 (123.26)
Profit Factor
1.33
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 -13.72% 27.50% 25.92% -7.75% 1.36% 5.27% 4.20% -6.25% 4.80% -6.36% 14.70% -17.98% 22.96%
2025 -20.58% 7.61% 1.02% -1.15% 22.91% -10.69% 20.17% 5.71% 6.50% -21.18% 20.42% -11.12% 6.91%
2026 18.12% 8.20% -0.31% 5.24% -0.36% 0.01% — — — — — — 33.62%
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 1755.49
Min balance 830.89
Max balance 1895.03
Monthly Performance
Metric Value
Average monthly return (geometric), % 1.90
Average monthly return (arithmetic), % 2.74
Best month, % 27.50
Worst month, % -21.18
PnL, Volume & Fees
Metric Value
Total PnL 755.49
Total PnL, % 75.55
Gross profit 3308.01
Gross loss 2492.84
Trading volume (USDT) 128572.45
Total transactions (buy/sell) 169
Total fees 46.27
Funding net -13.40
Funding accrued (received) 63.55
Funding paid 76.95
Trades
Metric Value
Total Trades 166
Win Trades 64
Los Trades 102
Win Rate, % 38.55
Expectancy per trade 4.9107
Max consecutive wins 4
Max consecutive losses 10
Risk & Exposure
Metric Value
Position avg, % of margin balance 88.66
Position max, % of margin balance 123.26
Max Drawdown 807.73
Max Drawdown, % 46.11
Risk-Adjusted Ratios
Metric Value
Profit Factor (gross profit/gross loss) 1.3270
Recovery Factor (Total PnL / Max DD) 0.9353
Sharpe ratio (monthly) 0.7239
Sortino ratio (monthly) 1.2382
CAGR, % 26.24
Calmar ratio (CAGR / Max DD%) 0.5691
Open Positions Size (USDT)
Strategy Charts
SOLUSDT 4h zigzag | PnL: 642.96 | Fee: 13.16 | Vol: 36579.75
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": 16,
    "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
}