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
1650.80
Total PnL
650.80 (65.08%)
Total Trades (Win/Los)
153 (54/99)
Win Rate
35.29%
Max Drawdown
691.55 (40.98%)
Total Fees
43.23
Position avg (max), %
88.26 (122.59)
Profit Factor
1.29
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 -11.07% 26.46% 25.35% -9.07% -0.53% 5.97% 0.29% -5.93% 4.60% -8.08% 33.17% -10.01% 46.90%
2025 -23.84% 0.19% 3.29% -3.74% 26.05% -8.76% 20.45% -9.80% 5.75% -21.03% 19.51% -12.08% -16.82%
2026 19.07% 8.41% -0.26% 5.18% -0.18% 0.01% — — — — — — 35.19%
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 1650.80
Min balance 870.87
Max balance 1782.63
Monthly Performance
Metric Value
Average monthly return (geometric), % 1.69
Average monthly return (arithmetic), % 2.65
Best month, % 33.17
Worst month, % -23.84
PnL, Volume & Fees
Metric Value
Total PnL 650.80
Total PnL, % 65.08
Gross profit 3149.58
Gross loss 2442.57
Trading volume (USDT) 120110.20
Total transactions (buy/sell) 156
Total fees 43.23
Funding net -12.99
Funding accrued (received) 63.65
Funding paid 76.64
Trades
Metric Value
Total Trades 153
Win Trades 54
Los Trades 99
Win Rate, % 35.29
Expectancy per trade 4.6210
Max consecutive wins 4
Max consecutive losses 10
Risk & Exposure
Metric Value
Position avg, % of margin balance 88.26
Position max, % of margin balance 122.59
Max Drawdown 691.55
Max Drawdown, % 40.98
Risk-Adjusted Ratios
Metric Value
Profit Factor (gross profit/gross loss) 1.2895
Recovery Factor (Total PnL / Max DD) 0.9411
Sharpe ratio (monthly) 0.6469
Sortino ratio (monthly) 1.2003
CAGR, % 23.07
Calmar ratio (CAGR / Max DD%) 0.5629
Open Positions Size (USDT)
Strategy Charts
SOLUSDT 4h zigzag | PnL: 372.95 | Fee: 13.31 | Vol: 36974.10
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": 16,
    "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
}