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
1477.26
Total PnL
477.26 (47.73%)
Total Trades (Win/Los)
192 (63/129)
Win Rate
32.81%
Max Drawdown
647.10 (33.25%)
Total Fees
52.82
Position avg (max), %
89.17 (125.44)
Profit Factor
1.19
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 -21.83% 29.57% 26.42% -4.53% -3.59% -0.31% 0.31% -3.41% 3.07% -9.44% 36.93% -4.78% 38.54%
2025 -23.03% 3.18% 4.90% -0.04% 24.52% -11.75% 15.71% -0.07% 6.59% -15.01% 20.22% -14.41% -1.37%
2026 19.45% -10.00% -4.75% 8.45% -2.62% 0.01% — — — — — — 8.17%
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 1477.26
Min balance 771.69
Max balance 1946.28
Monthly Performance
Metric Value
Average monthly return (geometric), % 1.31
Average monthly return (arithmetic), % 2.33
Best month, % 36.93
Worst month, % -23.03
PnL, Volume & Fees
Metric Value
Total PnL 477.26
Total PnL, % 47.73
Gross profit 3370.63
Gross loss 2830.18
Trading volume (USDT) 146757.46
Total transactions (buy/sell) 195
Total fees 52.82
Funding net -10.37
Funding accrued (received) 63.13
Funding paid 73.50
Trades
Metric Value
Total Trades 192
Win Trades 63
Los Trades 129
Win Rate, % 32.81
Expectancy per trade 2.8149
Max consecutive wins 4
Max consecutive losses 12
Risk & Exposure
Metric Value
Position avg, % of margin balance 89.17
Position max, % of margin balance 125.44
Max Drawdown 647.10
Max Drawdown, % 33.25
Risk-Adjusted Ratios
Metric Value
Profit Factor (gross profit/gross loss) 1.1910
Recovery Factor (Total PnL / Max DD) 0.7375
Sharpe ratio (monthly) 0.5503
Sortino ratio (monthly) 1.0220
CAGR, % 17.54
Calmar ratio (CAGR / Max DD%) 0.5274
Open Positions Size (USDT)
Strategy Charts
SOLUSDT 4h zigzag | PnL: 349.60 | Fee: 15.23 | Vol: 42304.50
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": 9,
    "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
}