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
1650.52
Total PnL
650.52 (65.05%)
Total Trades (Win/Los)
169 (60/109)
Win Rate
35.50%
Max Drawdown
789.99 (46.73%)
Total Fees
44.71
Position avg (max), %
88.06 (126.10)
Profit Factor
1.30
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 -12.22% 27.08% 25.56% -7.25% -0.45% 5.88% 0.18% -6.03% 5.61% -8.33% 16.09% -15.79% 22.02%
2025 -22.64% 5.29% 1.21% -6.40% 24.78% -4.85% 22.91% -2.65% 6.40% -19.01% 19.86% -10.54% 1.30%
2026 17.67% 8.41% -0.26% 5.18% -0.18% 0.01% — — — — — — 33.60%
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 1650.52
Min balance 847.27
Max balance 1782.35
Monthly Performance
Metric Value
Average monthly return (geometric), % 1.69
Average monthly return (arithmetic), % 2.52
Best month, % 27.08
Worst month, % -22.64
PnL, Volume & Fees
Metric Value
Total PnL 650.52
Total PnL, % 65.05
Gross profit 3058.98
Gross loss 2352.22
Trading volume (USDT) 124245.81
Total transactions (buy/sell) 172
Total fees 44.71
Funding net -11.52
Funding accrued (received) 61.17
Funding paid 72.69
Trades
Metric Value
Total Trades 169
Win Trades 60
Los Trades 109
Win Rate, % 35.50
Expectancy per trade 4.1820
Max consecutive wins 4
Max consecutive losses 13
Risk & Exposure
Metric Value
Position avg, % of margin balance 88.06
Position max, % of margin balance 126.10
Max Drawdown 789.99
Max Drawdown, % 46.73
Risk-Adjusted Ratios
Metric Value
Profit Factor (gross profit/gross loss) 1.3005
Recovery Factor (Total PnL / Max DD) 0.8235
Sharpe ratio (monthly) 0.6660
Sortino ratio (monthly) 1.1897
CAGR, % 23.06
Calmar ratio (CAGR / Max DD%) 0.4935
Open Positions Size (USDT)
Strategy Charts
SOLUSDT 4h zigzag | PnL: 586.87 | Fee: 12.15 | Vol: 33758.55
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": 14,
    "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
}