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
1812.38
Total PnL
812.38 (81.24%)
Total Trades (Win/Los)
170 (59/111)
Win Rate
34.71%
Max Drawdown
777.28 (45.96%)
Total Fees
48.07
Position avg (max), %
88.00 (122.98)
Profit Factor
1.35
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 -13.57% 28.87% 25.60% -6.66% -6.65% 1.38% 1.04% -4.54% 6.58% -3.47% 33.63% -8.26% 50.34%
2025 -27.05% -2.33% 3.65% -0.59% 24.18% -7.15% 21.99% -7.14% 6.75% -19.39% 20.13% -9.43% -10.22%
2026 16.53% 8.18% 0.03% 6.07% 0.44% 0.01% — — — — — — 34.36%
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 1812.38
Min balance 846.52
Max balance 1921.77
Monthly Performance
Metric Value
Average monthly return (geometric), % 2.00
Average monthly return (arithmetic), % 2.96
Best month, % 33.63
Worst month, % -27.05
PnL, Volume & Fees
Metric Value
Total PnL 812.38
Total PnL, % 81.24
Gross profit 3353.89
Gross loss 2482.29
Trading volume (USDT) 133562.91
Total transactions (buy/sell) 173
Total fees 48.07
Funding net -11.15
Funding accrued (received) 64.96
Funding paid 76.11
Trades
Metric Value
Total Trades 170
Win Trades 59
Los Trades 111
Win Rate, % 34.71
Expectancy per trade 5.1271
Max consecutive wins 4
Max consecutive losses 14
Risk & Exposure
Metric Value
Position avg, % of margin balance 88.00
Position max, % of margin balance 122.98
Max Drawdown 777.28
Max Drawdown, % 45.96
Risk-Adjusted Ratios
Metric Value
Profit Factor (gross profit/gross loss) 1.3511
Recovery Factor (Total PnL / Max DD) 1.0452
Sharpe ratio (monthly) 0.7259
Sortino ratio (monthly) 1.3715
CAGR, % 27.92
Calmar ratio (CAGR / Max DD%) 0.6075
Open Positions Size (USDT)
Strategy Charts
SOLUSDT 4h zigzag | PnL: 367.88 | Fee: 14.77 | Vol: 41047.88
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": 11,
    "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
}