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
1429.27
Total PnL
429.27 (42.93%)
Total Trades (Win/Los)
153 (53/100)
Win Rate
34.64%
Max Drawdown
738.78 (44.98%)
Total Fees
40.09
Position avg (max), %
88.04 (123.90)
Profit Factor
1.20
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 -11.66% 26.69% 25.48% -9.82% -0.53% 5.42% 0.08% -5.81% 4.72% -10.36% 31.79% -12.60% 35.32%
2025 -24.83% 0.25% 3.17% -4.26% 25.54% -9.25% 21.07% -10.35% 6.14% -21.74% 19.19% -12.83% -20.57%
2026 18.52% 7.95% -0.23% 4.65% -0.41% 0.01% — — — — — — 33.06%
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 1429.27
Min balance 865.44
Max balance 1642.48
Monthly Performance
Metric Value
Average monthly return (geometric), % 1.20
Average monthly return (arithmetic), % 2.20
Best month, % 31.79
Worst month, % -24.83
PnL, Volume & Fees
Metric Value
Total PnL 429.27
Total PnL, % 42.93
Gross profit 2841.80
Gross loss 2359.93
Trading volume (USDT) 111402.75
Total transactions (buy/sell) 156
Total fees 40.09
Funding net -12.50
Funding accrued (received) 58.53
Funding paid 71.03
Trades
Metric Value
Total Trades 153
Win Trades 53
Los Trades 100
Win Rate, % 34.64
Expectancy per trade 3.1495
Max consecutive wins 4
Max consecutive losses 10
Risk & Exposure
Metric Value
Position avg, % of margin balance 88.04
Position max, % of margin balance 123.90
Max Drawdown 738.78
Max Drawdown, % 44.98
Risk-Adjusted Ratios
Metric Value
Profit Factor (gross profit/gross loss) 1.2042
Recovery Factor (Total PnL / Max DD) 0.5811
Sharpe ratio (monthly) 0.5291
Sortino ratio (monthly) 0.9333
CAGR, % 15.94
Calmar ratio (CAGR / Max DD%) 0.3544
Open Positions Size (USDT)
Strategy Charts
SOLUSDT 4h zigzag | PnL: 298.90 | Fee: 12.26 | Vol: 34078.31
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": 18,
    "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
}