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
1939.61
Total PnL
939.61 (93.96%)
Total Trades (Win/Los)
170 (60/110)
Win Rate
35.29%
Max Drawdown
666.45 (40.24%)
Total Fees
49.81
Position avg (max), %
88.06 (125.91)
Profit Factor
1.40
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 -17.30% 27.58% 26.09% -4.63% -4.53% 1.67% 0.83% -2.78% 3.16% -3.36% 33.65% -3.39% 55.39%
2025 -25.18% 0.45% 5.22% -0.28% 23.99% -12.22% 16.18% 0.01% 6.74% -15.46% 19.34% -11.40% -4.85%
2026 17.76% 3.16% 2.54% 8.38% -2.79% 0.01% — — — — — — 31.26%
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 1939.61
Min balance 816.58
Max balance 2073.46
Monthly Performance
Metric Value
Average monthly return (geometric), % 2.23
Average monthly return (arithmetic), % 3.11
Best month, % 33.65
Worst month, % -25.18
PnL, Volume & Fees
Metric Value
Total PnL 939.61
Total PnL, % 93.96
Gross profit 3483.28
Gross loss 2481.36
Trading volume (USDT) 138416.24
Total transactions (buy/sell) 173
Total fees 49.81
Funding net -12.50
Funding accrued (received) 67.43
Funding paid 79.93
Trades
Metric Value
Total Trades 170
Win Trades 60
Los Trades 110
Win Rate, % 35.29
Expectancy per trade 5.8936
Max consecutive wins 4
Max consecutive losses 12
Risk & Exposure
Metric Value
Position avg, % of margin balance 88.06
Position max, % of margin balance 125.91
Max Drawdown 666.45
Max Drawdown, % 40.24
Risk-Adjusted Ratios
Metric Value
Profit Factor (gross profit/gross loss) 1.4038
Recovery Factor (Total PnL / Max DD) 1.4099
Sharpe ratio (monthly) 0.7959
Sortino ratio (monthly) 1.5100
CAGR, % 31.57
Calmar ratio (CAGR / Max DD%) 0.7845
Open Positions Size (USDT)
Strategy Charts
SOLUSDT 4h zigzag | PnL: 540.60 | Fee: 14.53 | Vol: 40380.36
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": 10,
    "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
}