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
1909.77
Total PnL
909.77 (90.98%)
Total Trades (Win/Los)
150 (54/96)
Win Rate
36.00%
Max Drawdown
572.66 (34.64%)
Total Fees
44.36
Position avg (max), %
88.42 (129.04)
Profit Factor
1.41
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 -18.10% 30.13% 26.04% -6.48% 0.27% 2.89% -0.34% -4.76% 2.25% -4.55% 33.23% -4.11% 53.39%
2025 -21.88% 0.86% 2.98% -3.27% 25.88% -8.55% 12.51% -0.87% 6.46% -15.81% 19.52% -9.25% -2.05%
2026 17.19% 6.04% -0.11% 5.37% -2.76% 0.01% — — — — — — 27.19%
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 1909.77
Min balance 809.02
Max balance 2115.83
Monthly Performance
Metric Value
Average monthly return (geometric), % 2.18
Average monthly return (arithmetic), % 3.03
Best month, % 33.23
Worst month, % -21.88
PnL, Volume & Fees
Metric Value
Total PnL 909.77
Total PnL, % 90.98
Gross profit 3359.33
Gross loss 2390.33
Trading volume (USDT) 123269.69
Total transactions (buy/sell) 153
Total fees 44.36
Funding net -14.87
Funding accrued (received) 67.25
Funding paid 82.12
Trades
Metric Value
Total Trades 150
Win Trades 54
Los Trades 96
Win Rate, % 36.00
Expectancy per trade 6.4600
Max consecutive wins 4
Max consecutive losses 10
Risk & Exposure
Metric Value
Position avg, % of margin balance 88.42
Position max, % of margin balance 129.04
Max Drawdown 572.66
Max Drawdown, % 34.64
Risk-Adjusted Ratios
Metric Value
Profit Factor (gross profit/gross loss) 1.4054
Recovery Factor (Total PnL / Max DD) 1.5887
Sharpe ratio (monthly) 0.7823
Sortino ratio (monthly) 1.5703
CAGR, % 30.72
Calmar ratio (CAGR / Max DD%) 0.8869
Open Positions Size (USDT)
Strategy Charts
SOLUSDT 4h zigzag | PnL: 475.42 | Fee: 14.15 | Vol: 39316.72
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": 13,
    "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
}