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
1727.76
Total PnL
727.76 (72.78%)
Total Trades (Win/Los)
177 (62/115)
Win Rate
35.03%
Max Drawdown
719.95 (43.10%)
Total Fees
47.90
Position avg (max), %
87.79 (121.56)
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 -11.56% 26.92% 25.40% -6.91% 0.50% 2.08% 0.52% -5.90% 5.90% -6.08% 16.06% -15.38% 24.20%
2025 -20.67% 7.37% 1.37% -7.18% 24.33% -4.94% 20.59% -1.69% 4.36% -17.44% 18.97% -9.87% 3.73%
2026 17.40% 8.15% -0.30% 5.41% 0.55% 0.01% — — — — — — 34.18%
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 1727.76
Min balance 854.27
Max balance 1848.10
Monthly Performance
Metric Value
Average monthly return (geometric), % 1.84
Average monthly return (arithmetic), % 2.60
Best month, % 26.92
Worst month, % -20.67
PnL, Volume & Fees
Metric Value
Total PnL 727.76
Total PnL, % 72.78
Gross profit 3178.28
Gross loss 2392.55
Trading volume (USDT) 133102.61
Total transactions (buy/sell) 180
Total fees 47.90
Funding net -10.07
Funding accrued (received) 63.25
Funding paid 73.31
Trades
Metric Value
Total Trades 177
Win Trades 62
Los Trades 115
Win Rate, % 35.03
Expectancy per trade 4.4391
Max consecutive wins 4
Max consecutive losses 13
Risk & Exposure
Metric Value
Position avg, % of margin balance 87.79
Position max, % of margin balance 121.56
Max Drawdown 719.95
Max Drawdown, % 43.10
Risk-Adjusted Ratios
Metric Value
Profit Factor (gross profit/gross loss) 1.3284
Recovery Factor (Total PnL / Max DD) 1.0108
Sharpe ratio (monthly) 0.7182
Sortino ratio (monthly) 1.3188
CAGR, % 25.41
Calmar ratio (CAGR / Max DD%) 0.5897
Open Positions Size (USDT)
Strategy Charts
SOLUSDT 4h zigzag | PnL: 606.36 | Fee: 12.93 | Vol: 35921.17
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": 16,
    "detection": 12,
    "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
}