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
1901.25
Total PnL
901.25 (90.12%)
Total Trades (Win/Los)
161 (57/104)
Win Rate
35.40%
Max Drawdown
754.81 (41.01%)
Total Fees
49.67
Position avg (max), %
88.92 (128.92)
Profit Factor
1.37
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 -9.47% 28.02% 26.11% -6.96% 0.21% 3.03% 0.50% -5.70% 5.97% -4.59% 32.64% -10.06% 60.51%
2025 -24.52% 0.44% 3.06% -3.41% 25.72% -8.51% 22.30% -9.22% 6.44% -20.17% 20.17% -10.84% -12.28%
2026 17.35% 8.75% -0.29% 5.60% 0.53% 0.01% — — — — — — 35.11%
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 1901.25
Min balance 886.55
Max balance 2031.74
Monthly Performance
Metric Value
Average monthly return (geometric), % 2.17
Average monthly return (arithmetic), % 3.10
Best month, % 32.64
Worst month, % -24.52
PnL, Volume & Fees
Metric Value
Total PnL 901.25
Total PnL, % 90.12
Gross profit 3568.75
Gross loss 2604.48
Trading volume (USDT) 138006.37
Total transactions (buy/sell) 164
Total fees 49.67
Funding net -13.35
Funding accrued (received) 70.44
Funding paid 83.79
Trades
Metric Value
Total Trades 161
Win Trades 57
Los Trades 104
Win Rate, % 35.40
Expectancy per trade 5.9892
Max consecutive wins 3
Max consecutive losses 13
Risk & Exposure
Metric Value
Position avg, % of margin balance 88.92
Position max, % of margin balance 128.92
Max Drawdown 754.81
Max Drawdown, % 41.01
Risk-Adjusted Ratios
Metric Value
Profit Factor (gross profit/gross loss) 1.3702
Recovery Factor (Total PnL / Max DD) 1.1940
Sharpe ratio (monthly) 0.7665
Sortino ratio (monthly) 1.4778
CAGR, % 30.48
Calmar ratio (CAGR / Max DD%) 0.7433
Open Positions Size (USDT)
Strategy Charts
SOLUSDT 4h zigzag | PnL: 451.57 | Fee: 15.19 | Vol: 42214.23
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": 13,
    "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
}