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
1903.04
Total PnL
903.04 (90.30%)
Total Trades (Win/Los)
164 (64/100)
Win Rate
39.02%
Max Drawdown
744.87 (41.82%)
Total Fees
48.69
Position avg (max), %
88.50 (122.62)
Profit Factor
1.37
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 -14.10% 27.51% 25.34% -5.81% 1.53% 5.20% 3.93% -5.73% 4.59% 1.38% 14.28% -18.23% 34.06%
2025 -19.98% 7.13% 0.97% -0.79% 23.42% -11.31% 20.48% 5.51% 6.16% -20.77% 19.75% -11.69% 6.28%
2026 18.73% 8.53% -0.35% 4.58% -0.51% 0.01% — — — — — — 33.64%
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 1903.04
Min balance 827.02
Max balance 2072.31
Monthly Performance
Metric Value
Average monthly return (geometric), % 2.17
Average monthly return (arithmetic), % 2.99
Best month, % 27.51
Worst month, % -20.77
PnL, Volume & Fees
Metric Value
Total PnL 903.04
Total PnL, % 90.30
Gross profit 3579.12
Gross loss 2612.46
Trading volume (USDT) 135284.26
Total transactions (buy/sell) 167
Total fees 48.69
Funding net -14.93
Funding accrued (received) 67.36
Funding paid 82.29
Trades
Metric Value
Total Trades 164
Win Trades 64
Los Trades 100
Win Rate, % 39.02
Expectancy per trade 5.8943
Max consecutive wins 4
Max consecutive losses 10
Risk & Exposure
Metric Value
Position avg, % of margin balance 88.50
Position max, % of margin balance 122.62
Max Drawdown 744.87
Max Drawdown, % 41.82
Risk-Adjusted Ratios
Metric Value
Profit Factor (gross profit/gross loss) 1.3700
Recovery Factor (Total PnL / Max DD) 1.2123
Sharpe ratio (monthly) 0.8014
Sortino ratio (monthly) 1.3794
CAGR, % 30.53
Calmar ratio (CAGR / Max DD%) 0.7302
Open Positions Size (USDT)
Strategy Charts
SOLUSDT 4h zigzag | PnL: 783.51 | Fee: 13.46 | Vol: 37401.45
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": 17,
    "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
}