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
1812.58
Total PnL
812.58 (81.26%)
Total Trades (Win/Los)
414 (80/334)
Win Rate
19.32%
Max Drawdown
638.00 (29.86%)
Total Fees
134.58
Position avg (max), %
88.03 (109.52)
Profit Factor
1.27
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 -13.24% 27.16% 25.64% -5.51% -6.39% -3.20% 2.64% 3.77% 9.51% -5.48% 30.72% -11.89% 50.70%
2025 -13.35% 3.98% -1.90% -1.87% 21.82% -8.37% 23.25% 0.34% 6.54% -15.25% 21.20% -23.75% -0.09%
2026 22.51% 3.91% -10.94% 8.11% -1.74% 0.01% — — — — — — 20.46%
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 1812.58
Min balance 843.66
Max balance 2187.75
Monthly Performance
Metric Value
Average monthly return (geometric), % 2.00
Average monthly return (arithmetic), % 2.94
Best month, % 30.72
Worst month, % -23.75
PnL, Volume & Fees
Metric Value
Total PnL 812.58
Total PnL, % 81.26
Gross profit 4555.73
Gross loss 3597.49
Trading volume (USDT) 373896.14
Total transactions (buy/sell) 418
Total fees 134.58
Funding net -11.07
Funding accrued (received) 72.53
Funding paid 83.60
Trades
Metric Value
Total Trades 414
Win Trades 80
Los Trades 334
Win Rate, % 19.32
Expectancy per trade 2.3146
Max consecutive wins 5
Max consecutive losses 47
Risk & Exposure
Metric Value
Position avg, % of margin balance 88.03
Position max, % of margin balance 109.52
Max Drawdown 638.00
Max Drawdown, % 29.86
Risk-Adjusted Ratios
Metric Value
Profit Factor (gross profit/gross loss) 1.2664
Recovery Factor (Total PnL / Max DD) 1.2736
Sharpe ratio (monthly) 0.7262
Sortino ratio (monthly) 1.3940
CAGR, % 27.93
Calmar ratio (CAGR / Max DD%) 0.9353
Open Positions Size (USDT)
Strategy Charts
SOLUSDT 4h zigzag | PnL: 386.57 | Fee: 52.71 | Vol: 146451.42
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": 19,
    "detection": 5,
    "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
}