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
1536.83
Total PnL
536.83 (53.68%)
Total Trades (Win/Los)
178 (64/114)
Win Rate
35.96%
Max Drawdown
848.01 (50.19%)
Total Fees
46.27
Position avg (max), %
88.41 (123.35)
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 -12.94% 29.08% 25.37% -6.60% 0.17% 3.37% 0.61% -5.84% 6.68% -4.05% 16.44% -13.14% 33.64%
2025 -22.62% -3.41% 2.09% -7.77% 20.46% -6.86% 21.47% -3.80% 2.92% -17.87% 19.25% -9.05% -15.41%
2026 18.14% 8.65% -0.31% 5.46% 0.79% 0.01% — — — — — — 36.03%
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 1536.83
Min balance 841.47
Max balance 1689.48
Monthly Performance
Metric Value
Average monthly return (geometric), % 1.44
Average monthly return (arithmetic), % 2.22
Best month, % 29.08
Worst month, % -22.62
PnL, Volume & Fees
Metric Value
Total PnL 536.83
Total PnL, % 53.68
Gross profit 2957.91
Gross loss 2366.32
Trading volume (USDT) 128567.82
Total transactions (buy/sell) 181
Total fees 46.27
Funding net -8.49
Funding accrued (received) 61.07
Funding paid 69.57
Trades
Metric Value
Total Trades 178
Win Trades 64
Los Trades 114
Win Rate, % 35.96
Expectancy per trade 3.3235
Max consecutive wins 4
Max consecutive losses 13
Risk & Exposure
Metric Value
Position avg, % of margin balance 88.41
Position max, % of margin balance 123.35
Max Drawdown 848.01
Max Drawdown, % 50.19
Risk-Adjusted Ratios
Metric Value
Profit Factor (gross profit/gross loss) 1.2500
Recovery Factor (Total PnL / Max DD) 0.6330
Sharpe ratio (monthly) 0.6061
Sortino ratio (monthly) 1.0964
CAGR, % 19.48
Calmar ratio (CAGR / Max DD%) 0.3880
Open Positions Size (USDT)
Strategy Charts
SOLUSDT 4h zigzag | PnL: 319.11 | Fee: 13.10 | Vol: 36402.79
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": 11,
    "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
}