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
1496.18
Total PnL
496.18 (49.62%)
Total Trades (Win/Los)
177 (63/114)
Win Rate
35.59%
Max Drawdown
847.09 (48.87%)
Total Fees
46.02
Position avg (max), %
88.53 (126.04)
Profit Factor
1.23
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 -9.12% 29.11% 25.80% -9.03% 0.23% 3.06% 0.61% -5.68% 6.53% -5.49% 15.66% -15.55% 29.45%
2025 -23.19% 0.49% 1.48% -7.27% 19.86% -6.95% 20.55% -3.85% 2.96% -18.13% 19.58% -9.97% -14.79%
2026 17.90% 8.57% -0.29% 5.44% 0.83% 0.01% — — — — — — 35.72%
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 1496.18
Min balance 878.62
Max balance 1733.25
Monthly Performance
Metric Value
Average monthly return (geometric), % 1.35
Average monthly return (arithmetic), % 2.14
Best month, % 29.11
Worst month, % -23.19
PnL, Volume & Fees
Metric Value
Total PnL 496.18
Total PnL, % 49.62
Gross profit 2923.29
Gross loss 2370.61
Trading volume (USDT) 127865.85
Total transactions (buy/sell) 180
Total fees 46.02
Funding net -10.48
Funding accrued (received) 60.17
Funding paid 70.65
Trades
Metric Value
Total Trades 177
Win Trades 63
Los Trades 114
Win Rate, % 35.59
Expectancy per trade 3.1225
Max consecutive wins 4
Max consecutive losses 12
Risk & Exposure
Metric Value
Position avg, % of margin balance 88.53
Position max, % of margin balance 126.04
Max Drawdown 847.09
Max Drawdown, % 48.87
Risk-Adjusted Ratios
Metric Value
Profit Factor (gross profit/gross loss) 1.2331
Recovery Factor (Total PnL / Max DD) 0.5857
Sharpe ratio (monthly) 0.5821
Sortino ratio (monthly) 1.0305
CAGR, % 18.16
Calmar ratio (CAGR / Max DD%) 0.3715
Open Positions Size (USDT)
Strategy Charts
SOLUSDT 4h zigzag | PnL: 345.29 | Fee: 12.83 | Vol: 35643.81
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": 12,
    "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
}