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
1751.71
Total PnL
751.71 (75.17%)
Total Trades (Win/Los)
171 (62/109)
Win Rate
36.26%
Max Drawdown
768.14 (44.72%)
Total Fees
47.26
Position avg (max), %
88.37 (121.19)
Profit Factor
1.34
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 -11.71% 26.97% 25.43% -6.92% -0.60% 5.85% 0.60% -5.84% 5.73% -6.40% 15.31% -15.52% 25.76%
2025 -21.41% 6.88% 1.26% -6.72% 24.40% -4.86% 23.72% -2.54% 4.33% -19.46% 21.05% -10.02% 3.64%
2026 17.59% 8.45% -0.34% 5.33% 0.44% 0.01% — — — — — — 34.48%
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 1751.71
Min balance 852.77
Max balance 1875.73
Monthly Performance
Metric Value
Average monthly return (geometric), % 1.89
Average monthly return (arithmetic), % 2.70
Best month, % 26.97
Worst month, % -21.41
PnL, Volume & Fees
Metric Value
Total PnL 751.71
Total PnL, % 75.17
Gross profit 3185.76
Gross loss 2376.81
Trading volume (USDT) 131309.42
Total transactions (buy/sell) 174
Total fees 47.26
Funding net -9.97
Funding accrued (received) 64.61
Funding paid 74.58
Trades
Metric Value
Total Trades 171
Win Trades 62
Los Trades 109
Win Rate, % 36.26
Expectancy per trade 4.7307
Max consecutive wins 4
Max consecutive losses 13
Risk & Exposure
Metric Value
Position avg, % of margin balance 88.37
Position max, % of margin balance 121.19
Max Drawdown 768.14
Max Drawdown, % 44.72
Risk-Adjusted Ratios
Metric Value
Profit Factor (gross profit/gross loss) 1.3403
Recovery Factor (Total PnL / Max DD) 0.9786
Sharpe ratio (monthly) 0.7213
Sortino ratio (monthly) 1.3172
CAGR, % 26.13
Calmar ratio (CAGR / Max DD%) 0.5843
Open Positions Size (USDT)
Strategy Charts
SOLUSDT 4h zigzag | PnL: 656.57 | Fee: 12.49 | Vol: 34702.83
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": 13,
    "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
}