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
1542.55
Total PnL
542.55 (54.25%)
Total Trades (Win/Los)
518 (76/442)
Win Rate
14.67%
Max Drawdown
553.90 (28.80%)
Total Fees
153.76
Position avg (max), %
87.85 (104.41)
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 -20.07% 31.05% 23.65% -4.01% -6.14% -0.57% 2.05% -1.26% 6.71% -6.63% 33.41% -9.83% 40.15%
2025 -11.99% 4.56% 0.99% -1.23% 15.30% -8.46% 20.17% 0.78% 3.42% -12.44% 19.83% -23.06% -2.03%
2026 22.47% 5.73% -14.65% 3.21% -1.47% 0.01% — — — — — — 12.40%
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 1542.55
Min balance 785.75
Max balance 2002.64
Monthly Performance
Metric Value
Average monthly return (geometric), % 1.46
Average monthly return (arithmetic), % 2.39
Best month, % 33.41
Worst month, % -23.06
PnL, Volume & Fees
Metric Value
Total PnL 542.55
Total PnL, % 54.25
Gross profit 4191.40
Gross loss 3486.49
Trading volume (USDT) 427141.81
Total transactions (buy/sell) 521
Total fees 153.76
Funding net -8.60
Funding accrued (received) 67.32
Funding paid 75.92
Trades
Metric Value
Total Trades 518
Win Trades 76
Los Trades 442
Win Rate, % 14.67
Expectancy per trade 1.3608
Max consecutive wins 4
Max consecutive losses 28
Risk & Exposure
Metric Value
Position avg, % of margin balance 87.85
Position max, % of margin balance 104.41
Max Drawdown 553.90
Max Drawdown, % 28.80
Risk-Adjusted Ratios
Metric Value
Profit Factor (gross profit/gross loss) 1.2022
Recovery Factor (Total PnL / Max DD) 0.9795
Sharpe ratio (monthly) 0.5916
Sortino ratio (monthly) 1.0917
CAGR, % 19.66
Calmar ratio (CAGR / Max DD%) 0.6827
Open Positions Size (USDT)
Strategy Charts
SOLUSDT 4h zigzag | PnL: 378.92 | Fee: 53.49 | Vol: 148606.00
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": 20,
    "detection": 4,
    "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
}