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
1478.58
Total PnL
478.58 (47.86%)
Total Trades (Win/Los)
173 (62/111)
Win Rate
35.84%
Max Drawdown
842.73 (49.28%)
Total Fees
44.53
Position avg (max), %
88.75 (124.00)
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 -9.23% 28.22% 26.01% -9.09% 0.56% 2.14% 0.62% -5.89% 5.92% -5.81% 15.88% -15.89% 26.09%
2025 -23.49% 1.63% 1.57% -7.51% 21.85% -8.74% 23.76% -4.96% 2.74% -18.22% 19.93% -9.91% -13.26%
2026 17.92% 8.64% -0.23% 5.50% 0.29% 0.01% — — — — — — 35.26%
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 1478.58
Min balance 867.39
Max balance 1710.12
Monthly Performance
Metric Value
Average monthly return (geometric), % 1.31
Average monthly return (arithmetic), % 2.14
Best month, % 28.22
Worst month, % -23.49
PnL, Volume & Fees
Metric Value
Total PnL 478.58
Total PnL, % 47.86
Gross profit 2869.29
Gross loss 2334.93
Trading volume (USDT) 123730.68
Total transactions (buy/sell) 176
Total fees 44.53
Funding net -11.24
Funding accrued (received) 59.10
Funding paid 70.34
Trades
Metric Value
Total Trades 173
Win Trades 62
Los Trades 111
Win Rate, % 35.84
Expectancy per trade 3.0888
Max consecutive wins 4
Max consecutive losses 12
Risk & Exposure
Metric Value
Position avg, % of margin balance 88.75
Position max, % of margin balance 124.00
Max Drawdown 842.73
Max Drawdown, % 49.28
Risk-Adjusted Ratios
Metric Value
Profit Factor (gross profit/gross loss) 1.2289
Recovery Factor (Total PnL / Max DD) 0.5679
Sharpe ratio (monthly) 0.5670
Sortino ratio (monthly) 1.0069
CAGR, % 17.58
Calmar ratio (CAGR / Max DD%) 0.3567
Open Positions Size (USDT)
Strategy Charts
SOLUSDT 4h zigzag | PnL: 337.51 | Fee: 12.64 | Vol: 35119.95
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": 13,
    "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
}