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
2035.10
Total PnL
1035.10 (103.51%)
Total Trades (Win/Los)
180 (66/114)
Win Rate
36.67%
Max Drawdown
632.37 (38.59%)
Total Fees
52.27
Position avg (max), %
88.12 (119.69)
Profit Factor
1.44
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 -14.77% 29.46% 25.15% -5.42% -0.24% 0.75% 0.95% -5.14% 6.42% -4.61% 17.63% -13.52% 29.81%
2025 -20.68% 9.41% 1.90% -3.69% 23.72% -2.60% 21.39% -0.95% 4.28% -18.23% 19.80% -9.11% 14.58%
2026 18.26% 8.62% -0.31% 5.83% 1.01% 0.01% — — — — — — 36.90%
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 2035.10
Min balance 824.71
Max balance 2154.99
Monthly Performance
Metric Value
Average monthly return (geometric), % 2.40
Average monthly return (arithmetic), % 3.18
Best month, % 29.46
Worst month, % -20.68
PnL, Volume & Fees
Metric Value
Total PnL 1035.10
Total PnL, % 103.51
Gross profit 3583.97
Gross loss 2486.79
Trading volume (USDT) 145238.82
Total transactions (buy/sell) 183
Total fees 52.27
Funding net -9.81
Funding accrued (received) 68.91
Funding paid 78.72
Trades
Metric Value
Total Trades 180
Win Trades 66
Los Trades 114
Win Rate, % 36.67
Expectancy per trade 6.0954
Max consecutive wins 4
Max consecutive losses 10
Risk & Exposure
Metric Value
Position avg, % of margin balance 88.12
Position max, % of margin balance 119.69
Max Drawdown 632.37
Max Drawdown, % 38.59
Risk-Adjusted Ratios
Metric Value
Profit Factor (gross profit/gross loss) 1.4412
Recovery Factor (Total PnL / Max DD) 1.6369
Sharpe ratio (monthly) 0.8649
Sortino ratio (monthly) 1.6455
CAGR, % 34.21
Calmar ratio (CAGR / Max DD%) 0.8866
Open Positions Size (USDT)
Strategy Charts
SOLUSDT 4h zigzag | PnL: 769.33 | Fee: 14.06 | Vol: 39070.95
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": 16,
    "detection": 10,
    "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
}