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
1853.14
Total PnL
853.14 (85.31%)
Total Trades (Win/Los)
160 (63/97)
Win Rate
39.38%
Max Drawdown
779.59 (44.09%)
Total Fees
46.34
Position avg (max), %
88.91 (123.56)
Profit Factor
1.36
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 -14.36% 27.59% 25.40% -6.11% 1.54% 5.22% 4.17% -6.09% 4.61% 1.39% 12.17% -19.92% 28.10%
2025 -20.48% 8.13% 1.18% -1.57% 23.94% -12.65% 20.45% 6.20% 6.33% -21.13% 20.63% -11.92% 5.66%
2026 21.69% 8.55% -0.28% 4.35% -0.35% 0.01% — — — — — — 37.00%
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 1853.14
Min balance 824.47
Max balance 2022.74
Monthly Performance
Metric Value
Average monthly return (geometric), % 2.08
Average monthly return (arithmetic), % 2.96
Best month, % 27.59
Worst month, % -21.13
PnL, Volume & Fees
Metric Value
Total PnL 853.14
Total PnL, % 85.31
Gross profit 3476.33
Gross loss 2562.08
Trading volume (USDT) 128756.49
Total transactions (buy/sell) 163
Total fees 46.34
Funding net -14.77
Funding accrued (received) 65.59
Funding paid 80.36
Trades
Metric Value
Total Trades 160
Win Trades 63
Los Trades 97
Win Rate, % 39.38
Expectancy per trade 5.7140
Max consecutive wins 4
Max consecutive losses 10
Risk & Exposure
Metric Value
Position avg, % of margin balance 88.91
Position max, % of margin balance 123.56
Max Drawdown 779.59
Max Drawdown, % 44.09
Risk-Adjusted Ratios
Metric Value
Profit Factor (gross profit/gross loss) 1.3568
Recovery Factor (Total PnL / Max DD) 1.0943
Sharpe ratio (monthly) 0.7678
Sortino ratio (monthly) 1.3046
CAGR, % 29.10
Calmar ratio (CAGR / Max DD%) 0.6601
Open Positions Size (USDT)
Strategy Charts
SOLUSDT 4h zigzag | PnL: 723.82 | Fee: 13.05 | Vol: 36278.07
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": 19,
    "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
}