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
1744.15
Total PnL
744.15 (74.41%)
Total Trades (Win/Los)
160 (63/97)
Win Rate
39.38%
Max Drawdown
779.90 (44.80%)
Total Fees
44.84
Position avg (max), %
88.70 (126.38)
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 -14.40% 27.60% 25.41% -7.27% 1.41% 5.38% 4.22% -6.20% 4.57% 1.28% 12.36% -20.34% 25.79%
2025 -20.75% 7.13% 0.93% -1.56% 24.44% -13.26% 20.17% 5.74% 6.25% -21.92% 20.78% -11.81% 2.22%
2026 20.94% 8.19% -0.31% 4.49% -0.43% 0.01% — — — — — — 35.73%
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 1744.15
Min balance 824.09
Max balance 1897.40
Monthly Performance
Metric Value
Average monthly return (geometric), % 1.87
Average monthly return (arithmetic), % 2.77
Best month, % 27.60
Worst month, % -21.92
PnL, Volume & Fees
Metric Value
Total PnL 744.15
Total PnL, % 74.41
Gross profit 3333.37
Gross loss 2529.72
Trading volume (USDT) 124604.87
Total transactions (buy/sell) 163
Total fees 44.84
Funding net -14.66
Funding accrued (received) 63.16
Funding paid 77.82
Trades
Metric Value
Total Trades 160
Win Trades 63
Los Trades 97
Win Rate, % 39.38
Expectancy per trade 5.0228
Max consecutive wins 4
Max consecutive losses 10
Risk & Exposure
Metric Value
Position avg, % of margin balance 88.70
Position max, % of margin balance 126.38
Max Drawdown 779.90
Max Drawdown, % 44.80
Risk-Adjusted Ratios
Metric Value
Profit Factor (gross profit/gross loss) 1.3177
Recovery Factor (Total PnL / Max DD) 0.9542
Sharpe ratio (monthly) 0.7128
Sortino ratio (monthly) 1.1918
CAGR, % 25.90
Calmar ratio (CAGR / Max DD%) 0.5782
Open Positions Size (USDT)
Strategy Charts
SOLUSDT 4h zigzag | PnL: 663.91 | Fee: 12.65 | Vol: 35146.61
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": 20,
    "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
}