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
1813.73
Total PnL
813.73 (81.37%)
Total Trades (Win/Los)
186 (64/122)
Win Rate
34.41%
Max Drawdown
643.72 (40.51%)
Total Fees
53.34
Position avg (max), %
88.21 (120.97)
Profit Factor
1.34
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 -12.92% 29.20% 25.34% -6.55% -7.16% -1.11% 1.38% -3.87% 6.58% -4.55% 27.95% -8.18% 40.95%
2025 -19.87% -0.52% 3.92% -0.75% 23.04% -7.78% 21.73% -3.46% 7.01% -21.52% 20.17% -11.21% -1.76%
2026 17.08% 5.11% -1.29% 8.56% -0.62% 0.01% — — — — — — 31.07%
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 1813.73
Min balance 844.06
Max balance 1934.93
Monthly Performance
Metric Value
Average monthly return (geometric), % 2.01
Average monthly return (arithmetic), % 2.86
Best month, % 29.20
Worst month, % -21.52
PnL, Volume & Fees
Metric Value
Total PnL 813.73
Total PnL, % 81.37
Gross profit 3450.82
Gross loss 2573.62
Trading volume (USDT) 148195.89
Total transactions (buy/sell) 189
Total fees 53.34
Funding net -10.14
Funding accrued (received) 66.72
Funding paid 76.86
Trades
Metric Value
Total Trades 186
Win Trades 64
Los Trades 122
Win Rate, % 34.41
Expectancy per trade 4.7161
Max consecutive wins 4
Max consecutive losses 12
Risk & Exposure
Metric Value
Position avg, % of margin balance 88.21
Position max, % of margin balance 120.97
Max Drawdown 643.72
Max Drawdown, % 40.51
Risk-Adjusted Ratios
Metric Value
Profit Factor (gross profit/gross loss) 1.3408
Recovery Factor (Total PnL / Max DD) 1.2641
Sharpe ratio (monthly) 0.7403
Sortino ratio (monthly) 1.4370
CAGR, % 27.96
Calmar ratio (CAGR / Max DD%) 0.6903
Open Positions Size (USDT)
Strategy Charts
SOLUSDT 4h zigzag | PnL: 483.12 | Fee: 14.28 | Vol: 39692.54
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": 10,
    "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
}