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
1527.60
Total PnL
527.60 (52.76%)
Total Trades (Win/Los)
232 (68/164)
Win Rate
29.31%
Max Drawdown
523.36 (33.91%)
Total Fees
65.47
Position avg (max), %
88.45 (113.31)
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 -19.46% 31.41% 26.00% -3.80% -4.69% -4.01% 1.30% -0.27% 4.55% -6.92% 29.34% -6.20% 39.99%
2025 -17.11% 6.36% 1.69% -1.70% 20.47% -10.17% 16.14% -5.96% 7.16% -14.01% 21.72% -20.19% -6.75%
2026 18.34% -6.20% 0.96% 8.62% -3.82% 0.01% — — — — — — 17.10%
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 1527.60
Min balance 796.01
Max balance 1832.34
Monthly Performance
Metric Value
Average monthly return (geometric), % 1.42
Average monthly return (arithmetic), % 2.32
Best month, % 31.41
Worst month, % -20.19
PnL, Volume & Fees
Metric Value
Total PnL 527.60
Total PnL, % 52.76
Gross profit 3574.99
Gross loss 2971.97
Trading volume (USDT) 181888.54
Total transactions (buy/sell) 235
Total fees 65.47
Funding net -9.95
Funding accrued (received) 64.83
Funding paid 74.77
Trades
Metric Value
Total Trades 232
Win Trades 68
Los Trades 164
Win Rate, % 29.31
Expectancy per trade 2.5992
Max consecutive wins 4
Max consecutive losses 10
Risk & Exposure
Metric Value
Position avg, % of margin balance 88.45
Position max, % of margin balance 113.31
Max Drawdown 523.36
Max Drawdown, % 33.91
Risk-Adjusted Ratios
Metric Value
Profit Factor (gross profit/gross loss) 1.2029
Recovery Factor (Total PnL / Max DD) 1.0081
Sharpe ratio (monthly) 0.5853
Sortino ratio (monthly) 1.0969
CAGR, % 19.18
Calmar ratio (CAGR / Max DD%) 0.5656
Open Positions Size (USDT)
Strategy Charts
SOLUSDT 4h zigzag | PnL: 381.22 | Fee: 21.06 | Vol: 58512.54
Details
{
  "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": 7,
    "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
}