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
1567.35
Total PnL
567.35 (56.74%)
Total Trades (Win/Los)
150 (53/97)
Win Rate
35.33%
Max Drawdown
781.20 (43.91%)
Total Fees
42.10
Position avg (max), %
88.34 (126.98)
Profit Factor
1.25
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 -10.12% 26.28% 25.79% -9.77% -0.45% 5.40% 0.29% -5.93% 4.40% -3.15% 33.25% -12.75% 49.92%
2025 -25.07% -0.05% 3.28% -4.42% 26.20% -9.29% 19.93% -10.39% 6.53% -22.08% 18.89% -12.97% -21.88%
2026 19.14% 8.36% -0.28% 4.46% -0.44% 0.01% — — — — — — 33.91%
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 1567.35
Min balance 880.06
Max balance 1778.92
Monthly Performance
Metric Value
Average monthly return (geometric), % 1.51
Average monthly return (arithmetic), % 2.50
Best month, % 33.25
Worst month, % -25.07
PnL, Volume & Fees
Metric Value
Total PnL 567.35
Total PnL, % 56.74
Gross profit 3124.55
Gross loss 2499.20
Trading volume (USDT) 116969.25
Total transactions (buy/sell) 153
Total fees 42.10
Funding net -15.90
Funding accrued (received) 61.86
Funding paid 77.76
Trades
Metric Value
Total Trades 150
Win Trades 53
Los Trades 97
Win Rate, % 35.33
Expectancy per trade 4.1690
Max consecutive wins 4
Max consecutive losses 10
Risk & Exposure
Metric Value
Position avg, % of margin balance 88.34
Position max, % of margin balance 126.98
Max Drawdown 781.20
Max Drawdown, % 43.91
Risk-Adjusted Ratios
Metric Value
Profit Factor (gross profit/gross loss) 1.2502
Recovery Factor (Total PnL / Max DD) 0.7263
Sharpe ratio (monthly) 0.6041
Sortino ratio (monthly) 1.0880
CAGR, % 20.45
Calmar ratio (CAGR / Max DD%) 0.4658
Open Positions Size (USDT)
Strategy Charts
SOLUSDT 4h zigzag | PnL: 407.36 | Fee: 12.64 | Vol: 35131.91
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": 20,
    "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
}