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
1346.86
Total PnL
346.86 (34.69%)
Total Trades (Win/Los)
171 (61/110)
Win Rate
35.67%
Max Drawdown
866.42 (50.71%)
Total Fees
42.46
Position avg (max), %
88.51 (125.05)
Profit Factor
1.18
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 -10.04% 26.52% 25.72% -8.86% -0.46% 5.83% 0.18% -5.90% 5.61% -5.93% 15.36% -15.73% 25.08%
2025 -23.88% -1.10% 1.21% -7.18% 21.85% -8.59% 22.37% -5.25% 2.56% -19.74% 20.18% -10.14% -18.81%
2026 17.04% 8.09% -0.33% 5.22% 0.01% 0.01% — — — — — — 32.71%
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 1346.86
Min balance 842.05
Max balance 1708.47
Monthly Performance
Metric Value
Average monthly return (geometric), % 1.00
Average monthly return (arithmetic), % 1.82
Best month, % 26.52
Worst month, % -23.88
PnL, Volume & Fees
Metric Value
Total PnL 346.86
Total PnL, % 34.69
Gross profit 2679.38
Gross loss 2279.08
Trading volume (USDT) 117981.14
Total transactions (buy/sell) 174
Total fees 42.46
Funding net -10.97
Funding accrued (received) 56.78
Funding paid 67.75
Trades
Metric Value
Total Trades 171
Win Trades 61
Los Trades 110
Win Rate, % 35.67
Expectancy per trade 2.3409
Max consecutive wins 4
Max consecutive losses 12
Risk & Exposure
Metric Value
Position avg, % of margin balance 88.51
Position max, % of margin balance 125.05
Max Drawdown 866.42
Max Drawdown, % 50.71
Risk-Adjusted Ratios
Metric Value
Profit Factor (gross profit/gross loss) 1.1756
Recovery Factor (Total PnL / Max DD) 0.4003
Sharpe ratio (monthly) 0.4859
Sortino ratio (monthly) 0.8346
CAGR, % 13.12
Calmar ratio (CAGR / Max DD%) 0.2588
Open Positions Size (USDT)
Strategy Charts
SOLUSDT 4h zigzag | PnL: 333.02 | Fee: 11.63 | Vol: 32324.76
Details
{
  "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": 14,
    "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
}