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
1203.85
Total PnL
203.85 (20.39%)
Total Trades (Win/Los)
163 (59/104)
Win Rate
36.20%
Max Drawdown
880.71 (54.05%)
Total Fees
36.73
Position avg (max), %
87.76 (123.15)
Profit Factor
1.12
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 -13.43% 27.30% 25.87% -9.64% -0.54% 5.47% 0.08% -5.45% 4.60% -10.80% 13.90% -17.74% 8.78%
2025 -21.31% 0.31% 0.81% -9.07% 22.15% -8.35% 20.12% -5.42% 6.35% -19.80% 19.03% -11.58% -17.39%
2026 18.65% 8.21% -0.21% 5.01% -0.39% 0.01% — — — — — — 34.04%
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 1203.85
Min balance 748.86
Max balance 1629.56
Monthly Performance
Metric Value
Average monthly return (geometric), % 0.62
Average monthly return (arithmetic), % 1.47
Best month, % 27.30
Worst month, % -21.31
PnL, Volume & Fees
Metric Value
Total PnL 203.85
Total PnL, % 20.39
Gross profit 2400.46
Gross loss 2148.27
Trading volume (USDT) 102063.30
Total transactions (buy/sell) 166
Total fees 36.73
Funding net -11.61
Funding accrued (received) 50.91
Funding paid 62.51
Trades
Metric Value
Total Trades 163
Win Trades 59
Los Trades 104
Win Rate, % 36.20
Expectancy per trade 1.5472
Max consecutive wins 4
Max consecutive losses 9
Risk & Exposure
Metric Value
Position avg, % of margin balance 87.76
Position max, % of margin balance 123.15
Max Drawdown 880.71
Max Drawdown, % 54.05
Risk-Adjusted Ratios
Metric Value
Profit Factor (gross profit/gross loss) 1.1174
Recovery Factor (Total PnL / Max DD) 0.2315
Sharpe ratio (monthly) 0.3863
Sortino ratio (monthly) 0.6414
CAGR, % 7.99
Calmar ratio (CAGR / Max DD%) 0.1478
Open Positions Size (USDT)
Strategy Charts
SOLUSDT 4h zigzag | PnL: 221.80 | Fee: 10.70 | Vol: 29740.10
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": 17,
    "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
}