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
1740.15
Total PnL
740.15 (74.01%)
Total Trades (Win/Los)
194 (67/127)
Win Rate
34.54%
Max Drawdown
798.01 (46.76%)
Total Fees
54.80
Position avg (max), %
87.93 (125.95)
Profit Factor
1.31
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 -12.24% 26.02% 25.57% -5.91% -3.84% -1.05% 1.80% -1.25% 6.57% -3.47% 28.27% -8.85% 50.35%
2025 -27.98% -0.07% 5.20% -0.42% 22.78% -12.05% 22.34% -2.83% 6.93% -21.01% 18.83% -10.86% -13.41%
2026 17.23% 5.35% 0.98% 8.40% -1.09% 0.01% — — — — — — 33.73%
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 1740.15
Min balance 854.27
Max balance 1824.54
Monthly Performance
Metric Value
Average monthly return (geometric), % 1.87
Average monthly return (arithmetic), % 2.78
Best month, % 28.27
Worst month, % -27.98
PnL, Volume & Fees
Metric Value
Total PnL 740.15
Total PnL, % 74.01
Gross profit 3435.57
Gross loss 2631.13
Trading volume (USDT) 152251.24
Total transactions (buy/sell) 197
Total fees 54.80
Funding net -9.49
Funding accrued (received) 65.61
Funding paid 75.11
Trades
Metric Value
Total Trades 194
Win Trades 67
Los Trades 127
Win Rate, % 34.54
Expectancy per trade 4.1466
Max consecutive wins 4
Max consecutive losses 16
Risk & Exposure
Metric Value
Position avg, % of margin balance 87.93
Position max, % of margin balance 125.95
Max Drawdown 798.01
Max Drawdown, % 46.76
Risk-Adjusted Ratios
Metric Value
Profit Factor (gross profit/gross loss) 1.3057
Recovery Factor (Total PnL / Max DD) 0.9275
Sharpe ratio (monthly) 0.7061
Sortino ratio (monthly) 1.2468
CAGR, % 25.78
Calmar ratio (CAGR / Max DD%) 0.5514
Open Positions Size (USDT)
Strategy Charts
SOLUSDT 4h zigzag | PnL: 538.68 | Fee: 14.16 | Vol: 39353.70
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": 18,
    "detection": 9,
    "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
}