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
1638.95
Total PnL
638.95 (63.90%)
Total Trades (Win/Los)
159 (57/102)
Win Rate
35.85%
Max Drawdown
717.03 (42.77%)
Total Fees
44.48
Position avg (max), %
88.39 (123.45)
Profit Factor
1.28
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 -11.07% 26.72% 25.30% -9.05% -0.53% 5.99% 0.29% -5.92% 5.45% -6.95% 28.21% -15.81% 35.30%
2025 -20.89% 1.04% 3.39% -3.11% 25.06% -8.69% 22.88% -4.87% 5.95% -23.17% 19.27% -12.24% -8.93%
2026 17.12% 8.47% -0.26% 5.11% -0.09% 0.01% — — — — — — 33.09%
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 1638.95
Min balance 858.61
Max balance 1771.01
Monthly Performance
Metric Value
Average monthly return (geometric), % 1.66
Average monthly return (arithmetic), % 2.59
Best month, % 28.21
Worst month, % -23.17
PnL, Volume & Fees
Metric Value
Total PnL 638.95
Total PnL, % 63.90
Gross profit 3144.43
Gross loss 2448.44
Trading volume (USDT) 123581.03
Total transactions (buy/sell) 162
Total fees 44.48
Funding net -12.57
Funding accrued (received) 63.54
Funding paid 76.10
Trades
Metric Value
Total Trades 159
Win Trades 57
Los Trades 102
Win Rate, % 35.85
Expectancy per trade 4.3773
Max consecutive wins 4
Max consecutive losses 9
Risk & Exposure
Metric Value
Position avg, % of margin balance 88.39
Position max, % of margin balance 123.45
Max Drawdown 717.03
Max Drawdown, % 42.77
Risk-Adjusted Ratios
Metric Value
Profit Factor (gross profit/gross loss) 1.2843
Recovery Factor (Total PnL / Max DD) 0.8911
Sharpe ratio (monthly) 0.6476
Sortino ratio (monthly) 1.1668
CAGR, % 22.70
Calmar ratio (CAGR / Max DD%) 0.5308
Open Positions Size (USDT)
Strategy Charts
SOLUSDT 4h zigzag | PnL: 497.62 | Fee: 12.59 | Vol: 34989.81
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": 15,
    "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
}