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
1722.68
Total PnL
722.68 (72.27%)
Total Trades (Win/Los)
182 (64/118)
Win Rate
35.16%
Max Drawdown
723.88 (44.75%)
Total Fees
50.03
Position avg (max), %
87.45 (121.43)
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 -13.52% 25.36% 26.09% -6.33% -6.39% -0.95% 1.39% -4.21% 6.81% -4.54% 33.36% -7.03% 45.75%
2025 -27.06% -0.37% 3.72% -0.87% 23.71% -7.90% 22.81% -7.00% 6.76% -19.21% 18.82% -10.96% -11.26%
2026 16.79% 4.94% 1.41% 8.34% -1.04% 0.01% — — — — — — 33.26%
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 1722.68
Min balance 848.05
Max balance 1805.61
Monthly Performance
Metric Value
Average monthly return (geometric), % 1.83
Average monthly return (arithmetic), % 2.76
Best month, % 33.36
Worst month, % -27.06
PnL, Volume & Fees
Metric Value
Total PnL 722.68
Total PnL, % 72.27
Gross profit 3286.64
Gross loss 2504.67
Trading volume (USDT) 139006.42
Total transactions (buy/sell) 185
Total fees 50.03
Funding net -9.26
Funding accrued (received) 63.42
Funding paid 72.68
Trades
Metric Value
Total Trades 182
Win Trades 64
Los Trades 118
Win Rate, % 35.16
Expectancy per trade 4.2965
Max consecutive wins 4
Max consecutive losses 14
Risk & Exposure
Metric Value
Position avg, % of margin balance 87.45
Position max, % of margin balance 121.43
Max Drawdown 723.88
Max Drawdown, % 44.75
Risk-Adjusted Ratios
Metric Value
Profit Factor (gross profit/gross loss) 1.3122
Recovery Factor (Total PnL / Max DD) 0.9983
Sharpe ratio (monthly) 0.6879
Sortino ratio (monthly) 1.2773
CAGR, % 25.26
Calmar ratio (CAGR / Max DD%) 0.5645
Open Positions Size (USDT)
Strategy Charts
SOLUSDT 4h zigzag | PnL: 423.96 | Fee: 14.40 | Vol: 40014.75
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": 10,
    "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
}