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
1379.87
Total PnL
379.87 (37.99%)
Total Trades (Win/Los)
218 (66/152)
Win Rate
30.28%
Max Drawdown
691.41 (42.44%)
Total Fees
60.66
Position avg (max), %
88.36 (126.77)
Profit Factor
1.15
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 -16.44% 26.20% 25.82% -4.20% -4.78% 0.44% 1.70% -1.77% 8.00% -8.44% 30.86% -8.49% 43.81%
2025 -24.38% 3.20% 4.96% -0.28% 24.18% -12.86% 23.90% -6.22% 7.07% -21.45% 22.36% -16.37% -11.63%
2026 15.18% -7.06% -4.00% 8.51% -2.59% 0.01% — — — — — — 8.64%
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 1379.87
Min balance 821.87
Max balance 1740.65
Monthly Performance
Metric Value
Average monthly return (geometric), % 1.08
Average monthly return (arithmetic), % 2.10
Best month, % 30.86
Worst month, % -24.38
PnL, Volume & Fees
Metric Value
Total PnL 379.87
Total PnL, % 37.99
Gross profit 3528.87
Gross loss 3079.95
Trading volume (USDT) 168524.99
Total transactions (buy/sell) 221
Total fees 60.66
Funding net -8.39
Funding accrued (received) 64.25
Funding paid 72.65
Trades
Metric Value
Total Trades 218
Win Trades 66
Los Trades 152
Win Rate, % 30.28
Expectancy per trade 2.0593
Max consecutive wins 3
Max consecutive losses 14
Risk & Exposure
Metric Value
Position avg, % of margin balance 88.36
Position max, % of margin balance 126.77
Max Drawdown 691.41
Max Drawdown, % 42.44
Risk-Adjusted Ratios
Metric Value
Profit Factor (gross profit/gross loss) 1.1458
Recovery Factor (Total PnL / Max DD) 0.5494
Sharpe ratio (monthly) 0.5008
Sortino ratio (monthly) 0.8793
CAGR, % 14.26
Calmar ratio (CAGR / Max DD%) 0.3361
Open Positions Size (USDT)
Strategy Charts
SOLUSDT 4h zigzag | PnL: 273.52 | Fee: 17.79 | Vol: 49430.47
Details
{
  "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": 8,
    "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
}