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
1896.83
Total PnL
896.83 (89.68%)
Total Trades (Win/Los)
152 (54/98)
Win Rate
35.53%
Max Drawdown
731.62 (43.28%)
Total Fees
44.45
Position avg (max), %
88.03 (124.86)
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 -17.94% 30.83% 25.85% -6.44% 0.27% 3.20% -0.34% -4.36% 2.49% -3.98% 33.47% -3.22% 58.48%
2025 -25.99% -3.57% 3.48% -0.74% 23.41% -7.13% 13.36% -1.16% 6.72% -15.71% 19.91% -7.87% -6.46%
2026 16.74% 6.06% 0.44% 5.76% -2.67% 0.01% — — — — — — 28.03%
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 1896.83
Min balance 810.56
Max balance 2075.31
Monthly Performance
Metric Value
Average monthly return (geometric), % 2.16
Average monthly return (arithmetic), % 3.03
Best month, % 33.47
Worst month, % -25.99
PnL, Volume & Fees
Metric Value
Total PnL 896.83
Total PnL, % 89.68
Gross profit 3320.33
Gross loss 2365.71
Trading volume (USDT) 123520.64
Total transactions (buy/sell) 155
Total fees 44.45
Funding net -13.34
Funding accrued (received) 66.68
Funding paid 80.02
Trades
Metric Value
Total Trades 152
Win Trades 54
Los Trades 98
Win Rate, % 35.53
Expectancy per trade 6.2804
Max consecutive wins 4
Max consecutive losses 12
Risk & Exposure
Metric Value
Position avg, % of margin balance 88.03
Position max, % of margin balance 124.86
Max Drawdown 731.62
Max Drawdown, % 43.28
Risk-Adjusted Ratios
Metric Value
Profit Factor (gross profit/gross loss) 1.4035
Recovery Factor (Total PnL / Max DD) 1.2258
Sharpe ratio (monthly) 0.7767
Sortino ratio (monthly) 1.5012
CAGR, % 30.36
Calmar ratio (CAGR / Max DD%) 0.7015
Open Positions Size (USDT)
Strategy Charts
SOLUSDT 4h zigzag | PnL: 484.79 | Fee: 13.98 | Vol: 38854.04
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": 12,
    "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
}