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
1597.34
Total PnL
597.34 (59.73%)
Total Trades (Win/Los)
165 (60/105)
Win Rate
36.36%
Max Drawdown
766.56 (46.00%)
Total Fees
43.01
Position avg (max), %
88.40 (119.25)
Profit Factor
1.28
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 -13.38% 27.34% 25.85% -7.90% -0.53% 5.87% 0.07% -5.91% 4.62% -9.38% 13.71% -16.01% 14.79%
2025 -18.50% 7.30% 1.28% -6.69% 24.60% -5.18% 21.02% -2.69% 6.17% -19.20% 19.07% -11.16% 4.34%
2026 17.39% 8.27% -0.24% 5.24% 0.00% 0.01% — — — — — — 33.45%
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 1597.34
Min balance 834.69
Max balance 1725.18
Monthly Performance
Metric Value
Average monthly return (geometric), % 1.58
Average monthly return (arithmetic), % 2.37
Best month, % 27.34
Worst month, % -19.20
PnL, Volume & Fees
Metric Value
Total PnL 597.34
Total PnL, % 59.73
Gross profit 2961.89
Gross loss 2311.09
Trading volume (USDT) 119522.08
Total transactions (buy/sell) 168
Total fees 43.01
Funding net -10.45
Funding accrued (received) 60.60
Funding paid 71.05
Trades
Metric Value
Total Trades 165
Win Trades 60
Los Trades 105
Win Rate, % 36.36
Expectancy per trade 3.9442
Max consecutive wins 4
Max consecutive losses 10
Risk & Exposure
Metric Value
Position avg, % of margin balance 88.40
Position max, % of margin balance 119.25
Max Drawdown 766.56
Max Drawdown, % 46.00
Risk-Adjusted Ratios
Metric Value
Profit Factor (gross profit/gross loss) 1.2816
Recovery Factor (Total PnL / Max DD) 0.7792
Sharpe ratio (monthly) 0.6400
Sortino ratio (monthly) 1.1466
CAGR, % 21.40
Calmar ratio (CAGR / Max DD%) 0.4653
Open Positions Size (USDT)
Strategy Charts
SOLUSDT 4h zigzag | PnL: 533.00 | Fee: 11.84 | Vol: 32901.73
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": 15,
    "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
}