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
1981.26
Total PnL
981.26 (98.13%)
Total Trades (Win/Los)
168 (61/107)
Win Rate
36.31%
Max Drawdown
760.63 (43.19%)
Total Fees
51.31
Position avg (max), %
88.28 (124.66)
Profit Factor
1.41
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 -13.74% 29.35% 25.55% -6.65% 0.17% 3.39% 1.12% -5.85% 6.69% -3.76% 28.52% -8.62% 55.49%
2025 -21.22% -2.85% 3.47% -0.92% 22.43% -7.07% 22.52% -3.63% 6.01% -21.83% 19.44% -9.26% -5.35%
2026 16.94% 8.44% -0.31% 5.72% 0.77% 0.01% — — — — — — 34.69%
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 1981.26
Min balance 834.79
Max balance 2109.41
Monthly Performance
Metric Value
Average monthly return (geometric), % 2.31
Average monthly return (arithmetic), % 3.16
Best month, % 29.35
Worst month, % -21.83
PnL, Volume & Fees
Metric Value
Total PnL 981.26
Total PnL, % 98.13
Gross profit 3574.47
Gross loss 2530.36
Trading volume (USDT) 142569.07
Total transactions (buy/sell) 171
Total fees 51.31
Funding net -11.54
Funding accrued (received) 70.71
Funding paid 82.25
Trades
Metric Value
Total Trades 168
Win Trades 61
Los Trades 107
Win Rate, % 36.31
Expectancy per trade 6.2149
Max consecutive wins 4
Max consecutive losses 12
Risk & Exposure
Metric Value
Position avg, % of margin balance 88.28
Position max, % of margin balance 124.66
Max Drawdown 760.63
Max Drawdown, % 43.19
Risk-Adjusted Ratios
Metric Value
Profit Factor (gross profit/gross loss) 1.4126
Recovery Factor (Total PnL / Max DD) 1.2901
Sharpe ratio (monthly) 0.8196
Sortino ratio (monthly) 1.5801
CAGR, % 32.73
Calmar ratio (CAGR / Max DD%) 0.7578
Open Positions Size (USDT)
Strategy Charts
SOLUSDT 4h zigzag | PnL: 529.42 | Fee: 14.69 | Vol: 40812.36
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": 11,
    "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
}