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
1804.60
Total PnL
804.60 (80.46%)
Total Trades (Win/Los)
159 (56/103)
Win Rate
35.22%
Max Drawdown
729.18 (41.38%)
Total Fees
47.22
Position avg (max), %
88.70 (128.92)
Profit Factor
1.34
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% -9.12% 0.49% 1.89% 0.61% -5.95% 5.84% -5.97% 33.25% -10.27% 53.15%
2025 -24.93% 0.99% 3.44% -3.14% 25.87% -8.81% 24.06% -9.19% 6.12% -20.01% 19.81% -10.97% -11.06%
2026 16.42% 8.12% -0.32% 5.26% 0.35% 0.01% — — — — — — 32.56%
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 1804.60
Min balance 886.55
Max balance 1942.73
Monthly Performance
Metric Value
Average monthly return (geometric), % 1.99
Average monthly return (arithmetic), % 2.95
Best month, % 33.25
Worst month, % -24.93
PnL, Volume & Fees
Metric Value
Total PnL 804.60
Total PnL, % 80.46
Gross profit 3396.34
Gross loss 2530.56
Trading volume (USDT) 131207.26
Total transactions (buy/sell) 162
Total fees 47.22
Funding net -13.96
Funding accrued (received) 67.27
Funding paid 81.23
Trades
Metric Value
Total Trades 159
Win Trades 56
Los Trades 103
Win Rate, % 35.22
Expectancy per trade 5.4451
Max consecutive wins 3
Max consecutive losses 13
Risk & Exposure
Metric Value
Position avg, % of margin balance 88.70
Position max, % of margin balance 128.92
Max Drawdown 729.18
Max Drawdown, % 41.38
Risk-Adjusted Ratios
Metric Value
Profit Factor (gross profit/gross loss) 1.3421
Recovery Factor (Total PnL / Max DD) 1.1034
Sharpe ratio (monthly) 0.7189
Sortino ratio (monthly) 1.3730
CAGR, % 27.69
Calmar ratio (CAGR / Max DD%) 0.6693
Open Positions Size (USDT)
Strategy Charts
SOLUSDT 4h zigzag | PnL: 431.01 | Fee: 14.60 | Vol: 40577.72
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": 14,
    "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
}