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
1754.76
Total PnL
754.76 (75.48%)
Total Trades (Win/Los)
161 (59/102)
Win Rate
36.65%
Max Drawdown
755.67 (42.83%)
Total Fees
47.25
Position avg (max), %
88.57 (122.31)
Profit Factor
1.33
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 -9.79% 28.40% 26.13% -9.12% 0.49% 5.78% 0.54% -5.67% 5.74% -6.20% 28.19% -15.56% 43.69%
2025 -21.37% 0.07% 3.15% -3.30% 25.01% -8.79% 22.99% -5.21% 5.98% -22.14% 20.19% -11.07% -7.99%
2026 16.70% 8.38% -0.32% 5.31% 0.01% 0.01% — — — — — — 32.80%
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 1754.76
Min balance 870.12
Max balance 1887.20
Monthly Performance
Metric Value
Average monthly return (geometric), % 1.89
Average monthly return (arithmetic), % 2.82
Best month, % 28.40
Worst month, % -22.14
PnL, Volume & Fees
Metric Value
Total PnL 754.76
Total PnL, % 75.48
Gross profit 3326.08
Gross loss 2509.57
Trading volume (USDT) 131300.48
Total transactions (buy/sell) 164
Total fees 47.25
Funding net -14.50
Funding accrued (received) 66.14
Funding paid 80.64
Trades
Metric Value
Total Trades 161
Win Trades 59
Los Trades 102
Win Rate, % 36.65
Expectancy per trade 5.0715
Max consecutive wins 4
Max consecutive losses 11
Risk & Exposure
Metric Value
Position avg, % of margin balance 88.57
Position max, % of margin balance 122.31
Max Drawdown 755.67
Max Drawdown, % 42.83
Risk-Adjusted Ratios
Metric Value
Profit Factor (gross profit/gross loss) 1.3254
Recovery Factor (Total PnL / Max DD) 0.9988
Sharpe ratio (monthly) 0.7035
Sortino ratio (monthly) 1.3054
CAGR, % 26.22
Calmar ratio (CAGR / Max DD%) 0.6122
Open Positions Size (USDT)
Strategy Charts
SOLUSDT 4h zigzag | PnL: 545.61 | Fee: 13.24 | Vol: 36797.68
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": 14,
    "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
}