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
1569.13
Total PnL
569.13 (56.91%)
Total Trades (Win/Los)
153 (53/100)
Win Rate
34.64%
Max Drawdown
703.33 (42.70%)
Total Fees
41.74
Position avg (max), %
88.07 (123.78)
Profit Factor
1.26
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 -11.16% 26.49% 25.37% -9.79% -0.53% 5.40% 0.08% -5.79% 4.70% -9.05% 30.91% -10.46% 40.21%
2025 -24.22% 0.30% 3.44% -3.65% 26.34% -8.71% 20.88% -10.30% 6.33% -21.17% 19.30% -12.59% -17.20%
2026 19.23% 8.56% -0.28% 5.17% -0.39% 0.01% — — — — — — 35.23%
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 1569.13
Min balance 869.98
Max balance 1693.68
Monthly Performance
Metric Value
Average monthly return (geometric), % 1.51
Average monthly return (arithmetic), % 2.48
Best month, % 30.91
Worst month, % -24.22
PnL, Volume & Fees
Metric Value
Total PnL 569.13
Total PnL, % 56.91
Gross profit 3007.33
Gross loss 2383.57
Trading volume (USDT) 115977.30
Total transactions (buy/sell) 156
Total fees 41.74
Funding net -12.90
Funding accrued (received) 61.16
Funding paid 74.05
Trades
Metric Value
Total Trades 153
Win Trades 53
Los Trades 100
Win Rate, % 34.64
Expectancy per trade 4.0769
Max consecutive wins 4
Max consecutive losses 10
Risk & Exposure
Metric Value
Position avg, % of margin balance 88.07
Position max, % of margin balance 123.78
Max Drawdown 703.33
Max Drawdown, % 42.70
Risk-Adjusted Ratios
Metric Value
Profit Factor (gross profit/gross loss) 1.2617
Recovery Factor (Total PnL / Max DD) 0.8092
Sharpe ratio (monthly) 0.6062
Sortino ratio (monthly) 1.0988
CAGR, % 20.51
Calmar ratio (CAGR / Max DD%) 0.4803
Open Positions Size (USDT)
Strategy Charts
SOLUSDT 4h zigzag | PnL: 339.07 | Fee: 12.80 | Vol: 35563.40
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": 17,
    "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
}