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
1520.12
Total PnL
520.12 (52.01%)
Total Trades (Win/Los)
158 (59/99)
Win Rate
37.34%
Max Drawdown
793.26 (47.51%)
Total Fees
40.58
Position avg (max), %
88.37 (119.15)
Profit Factor
1.24
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 -14.40% 27.60% 25.41% -6.11% -0.30% 5.44% 0.29% -6.26% 4.37% -3.67% 13.20% -20.25% 15.35%
2025 -19.20% 4.73% 0.62% -7.02% 26.43% -5.54% 20.67% -3.11% 5.82% -20.52% 19.83% -11.62% -1.53%
2026 18.93% 8.67% -0.33% 4.49% -0.52% 0.01% — — — — — — 33.91%
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 1520.12
Min balance 824.09
Max balance 1669.76
Monthly Performance
Metric Value
Average monthly return (geometric), % 1.41
Average monthly return (arithmetic), % 2.25
Best month, % 27.60
Worst month, % -20.52
PnL, Volume & Fees
Metric Value
Total PnL 520.12
Total PnL, % 52.01
Gross profit 2935.91
Gross loss 2361.45
Trading volume (USDT) 112745.95
Total transactions (buy/sell) 161
Total fees 40.58
Funding net -13.76
Funding accrued (received) 57.92
Funding paid 71.68
Trades
Metric Value
Total Trades 158
Win Trades 59
Los Trades 99
Win Rate, % 37.34
Expectancy per trade 3.6358
Max consecutive wins 4
Max consecutive losses 10
Risk & Exposure
Metric Value
Position avg, % of margin balance 88.37
Position max, % of margin balance 119.15
Max Drawdown 793.26
Max Drawdown, % 47.51
Risk-Adjusted Ratios
Metric Value
Profit Factor (gross profit/gross loss) 1.2433
Recovery Factor (Total PnL / Max DD) 0.6557
Sharpe ratio (monthly) 0.5917
Sortino ratio (monthly) 1.0309
CAGR, % 18.94
Calmar ratio (CAGR / Max DD%) 0.3986
Open Positions Size (USDT)
Strategy Charts
SOLUSDT 4h zigzag | PnL: 559.41 | Fee: 11.08 | Vol: 30799.30
Details
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  "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": 20,
    "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
}