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
1597.68
Total PnL
597.68 (59.77%)
Total Trades (Win/Los)
188 (66/122)
Win Rate
35.11%
Max Drawdown
756.89 (45.90%)
Total Fees
50.22
Position avg (max), %
87.93 (119.86)
Profit Factor
1.27
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 -12.82% 29.04% 25.35% -6.55% -0.45% 0.83% 0.94% -5.21% 6.47% -4.65% 15.72% -8.17% 36.54%
2025 -22.01% -1.07% 2.04% -5.44% 19.90% -6.84% 21.13% -3.57% -0.04% -17.48% 19.44% -8.96% -12.88%
2026 17.91% 8.35% -0.17% 5.99% -0.60% 0.01% — — — — — — 34.39%
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 1597.68
Min balance 843.98
Max balance 1718.45
Monthly Performance
Metric Value
Average monthly return (geometric), % 1.58
Average monthly return (arithmetic), % 2.30
Best month, % 29.04
Worst month, % -22.01
PnL, Volume & Fees
Metric Value
Total PnL 597.68
Total PnL, % 59.77
Gross profit 3041.36
Gross loss 2386.06
Trading volume (USDT) 139549.20
Total transactions (buy/sell) 191
Total fees 50.22
Funding net -7.40
Funding accrued (received) 63.00
Funding paid 70.40
Trades
Metric Value
Total Trades 188
Win Trades 66
Los Trades 122
Win Rate, % 35.11
Expectancy per trade 3.4856
Max consecutive wins 4
Max consecutive losses 13
Risk & Exposure
Metric Value
Position avg, % of margin balance 87.93
Position max, % of margin balance 119.86
Max Drawdown 756.89
Max Drawdown, % 45.90
Risk-Adjusted Ratios
Metric Value
Profit Factor (gross profit/gross loss) 1.2746
Recovery Factor (Total PnL / Max DD) 0.7896
Sharpe ratio (monthly) 0.6477
Sortino ratio (monthly) 1.2196
CAGR, % 21.41
Calmar ratio (CAGR / Max DD%) 0.4665
Open Positions Size (USDT)
Strategy Charts
SOLUSDT 4h zigzag | PnL: 410.97 | Fee: 13.36 | Vol: 37136.32
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": 17,
    "detection": 10,
    "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
}