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
1515.11
Total PnL
515.11 (51.51%)
Total Trades (Win/Los)
162 (60/102)
Win Rate
37.04%
Max Drawdown
832.94 (49.24%)
Total Fees
40.66
Position avg (max), %
87.78 (119.43)
Profit Factor
1.25
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 -13.72% 27.50% 25.92% -5.86% -0.22% 5.32% 0.18% -6.02% 4.75% -11.41% 13.16% -17.64% 11.60%
2025 -19.25% 5.97% 0.75% -7.09% 24.68% -5.05% 20.24% -2.63% 6.29% -20.25% 20.25% -11.51% 0.13%
2026 19.62% 8.79% -0.31% 4.98% -0.40% 0.01% — — — — — — 35.67%
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 1515.11
Min balance 830.89
Max balance 1691.54
Monthly Performance
Metric Value
Average monthly return (geometric), % 1.40
Average monthly return (arithmetic), % 2.24
Best month, % 27.50
Worst month, % -20.25
PnL, Volume & Fees
Metric Value
Total PnL 515.11
Total PnL, % 51.51
Gross profit 2856.48
Gross loss 2288.22
Trading volume (USDT) 112981.34
Total transactions (buy/sell) 165
Total fees 40.66
Funding net -12.50
Funding accrued (received) 57.32
Funding paid 69.82
Trades
Metric Value
Total Trades 162
Win Trades 60
Los Trades 102
Win Rate, % 37.04
Expectancy per trade 3.5078
Max consecutive wins 4
Max consecutive losses 10
Risk & Exposure
Metric Value
Position avg, % of margin balance 87.78
Position max, % of margin balance 119.43
Max Drawdown 832.94
Max Drawdown, % 49.24
Risk-Adjusted Ratios
Metric Value
Profit Factor (gross profit/gross loss) 1.2483
Recovery Factor (Total PnL / Max DD) 0.6184
Sharpe ratio (monthly) 0.5887
Sortino ratio (monthly) 1.0297
CAGR, % 18.77
Calmar ratio (CAGR / Max DD%) 0.3813
Open Positions Size (USDT)
Strategy Charts
SOLUSDT 4h zigzag | PnL: 500.73 | Fee: 11.51 | Vol: 31997.40
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": 17,
    "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
}