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
1911.42
Total PnL
911.42 (91.14%)
Total Trades (Win/Los)
162 (59/103)
Win Rate
36.42%
Max Drawdown
796.31 (44.42%)
Total Fees
48.98
Position avg (max), %
88.97 (127.76)
Profit Factor
1.38
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 -13.78% 28.31% 25.78% -7.05% 0.56% 3.15% 0.52% -4.90% 6.72% -3.95% 32.15% -7.17% 61.27%
2025 -24.23% -3.60% 3.36% -3.14% 24.38% -7.00% 22.23% -8.56% 6.82% -20.31% 20.17% -9.37% -12.35%
2026 17.44% 8.69% -0.17% 5.66% 0.48% 0.01% — — — — — — 35.31%
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 1911.42
Min balance 844.35
Max balance 2040.62
Monthly Performance
Metric Value
Average monthly return (geometric), % 2.18
Average monthly return (arithmetic), % 3.11
Best month, % 32.15
Worst month, % -24.23
PnL, Volume & Fees
Metric Value
Total PnL 911.42
Total PnL, % 91.14
Gross profit 3500.78
Gross loss 2528.86
Trading volume (USDT) 136103.13
Total transactions (buy/sell) 165
Total fees 48.98
Funding net -11.52
Funding accrued (received) 69.75
Funding paid 81.27
Trades
Metric Value
Total Trades 162
Win Trades 59
Los Trades 103
Win Rate, % 36.42
Expectancy per trade 5.9995
Max consecutive wins 4
Max consecutive losses 12
Risk & Exposure
Metric Value
Position avg, % of margin balance 88.97
Position max, % of margin balance 127.76
Max Drawdown 796.31
Max Drawdown, % 44.42
Risk-Adjusted Ratios
Metric Value
Profit Factor (gross profit/gross loss) 1.3843
Recovery Factor (Total PnL / Max DD) 1.1445
Sharpe ratio (monthly) 0.7744
Sortino ratio (monthly) 1.4909
CAGR, % 30.77
Calmar ratio (CAGR / Max DD%) 0.6927
Open Positions Size (USDT)
Strategy Charts
SOLUSDT 4h zigzag | PnL: 411.98 | Fee: 15.06 | Vol: 41855.51
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": 12,
    "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
}