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
1725.98
Total PnL
725.98 (72.60%)
Total Trades (Win/Los)
165 (59/106)
Win Rate
35.76%
Max Drawdown
722.18 (41.87%)
Total Fees
47.52
Position avg (max), %
88.49 (122.17)
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 -9.47% 28.49% 26.02% -9.09% 0.56% 2.14% 0.62% -5.90% 6.00% -5.30% 28.00% -15.56% 40.63%
2025 -20.49% 0.60% 3.16% -3.32% 25.14% -8.82% 21.05% -5.00% 6.09% -21.53% 18.78% -10.79% -7.66%
2026 16.45% 8.28% -0.30% 5.41% 0.35% 0.01% — — — — — — 32.99%
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 1725.98
Min balance 875.16
Max balance 1849.81
Monthly Performance
Metric Value
Average monthly return (geometric), % 1.84
Average monthly return (arithmetic), % 2.72
Best month, % 28.49
Worst month, % -21.53
PnL, Volume & Fees
Metric Value
Total PnL 725.98
Total PnL, % 72.60
Gross profit 3294.24
Gross loss 2506.73
Trading volume (USDT) 132027.33
Total transactions (buy/sell) 168
Total fees 47.52
Funding net -14.02
Funding accrued (received) 65.20
Funding paid 79.22
Trades
Metric Value
Total Trades 165
Win Trades 59
Los Trades 106
Win Rate, % 35.76
Expectancy per trade 4.7728
Max consecutive wins 3
Max consecutive losses 12
Risk & Exposure
Metric Value
Position avg, % of margin balance 88.49
Position max, % of margin balance 122.17
Max Drawdown 722.18
Max Drawdown, % 41.87
Risk-Adjusted Ratios
Metric Value
Profit Factor (gross profit/gross loss) 1.3142
Recovery Factor (Total PnL / Max DD) 1.0053
Sharpe ratio (monthly) 0.6941
Sortino ratio (monthly) 1.2938
CAGR, % 25.36
Calmar ratio (CAGR / Max DD%) 0.6057
Open Positions Size (USDT)
Strategy Charts
SOLUSDT 4h zigzag | PnL: 516.07 | Fee: 13.62 | Vol: 37836.70
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": 13,
    "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
}