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
1802.72
Total PnL
802.72 (80.27%)
Total Trades (Win/Los)
166 (61/105)
Win Rate
36.75%
Max Drawdown
702.17 (41.16%)
Total Fees
47.66
Position avg (max), %
87.97 (122.07)
Profit Factor
1.35
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 -13.78% 28.73% 25.69% -7.00% -0.01% 2.73% 0.60% -6.09% 6.41% -3.84% 28.00% -14.68% 40.68%
2025 -20.45% 0.60% 3.16% -3.14% 23.33% -7.22% 21.78% -5.09% 6.02% -21.58% 20.19% -9.38% -4.23%
2026 16.55% 8.19% -0.27% 5.81% 0.60% 0.01% — — — — — — 33.88%
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 1802.72
Min balance 834.35
Max balance 1919.42
Monthly Performance
Metric Value
Average monthly return (geometric), % 1.99
Average monthly return (arithmetic), % 2.86
Best month, % 28.73
Worst month, % -21.58
PnL, Volume & Fees
Metric Value
Total PnL 802.72
Total PnL, % 80.27
Gross profit 3336.46
Gross loss 2473.37
Trading volume (USDT) 132423.91
Total transactions (buy/sell) 169
Total fees 47.66
Funding net -12.72
Funding accrued (received) 65.45
Funding paid 78.17
Trades
Metric Value
Total Trades 166
Win Trades 61
Los Trades 105
Win Rate, % 36.75
Expectancy per trade 5.1993
Max consecutive wins 4
Max consecutive losses 12
Risk & Exposure
Metric Value
Position avg, % of margin balance 87.97
Position max, % of margin balance 122.07
Max Drawdown 702.17
Max Drawdown, % 41.16
Risk-Adjusted Ratios
Metric Value
Profit Factor (gross profit/gross loss) 1.3490
Recovery Factor (Total PnL / Max DD) 1.1432
Sharpe ratio (monthly) 0.7332
Sortino ratio (monthly) 1.3723
CAGR, % 27.64
Calmar ratio (CAGR / Max DD%) 0.6715
Open Positions Size (USDT)
Strategy Charts
SOLUSDT 4h zigzag | PnL: 489.89 | Fee: 13.84 | Vol: 38456.16
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": 12,
    "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
}