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
1654.82
Total PnL
654.82 (65.48%)
Total Trades (Win/Los)
147 (50/97)
Win Rate
34.01%
Max Drawdown
619.91 (39.01%)
Total Fees
40.64
Position avg (max), %
88.20 (122.93)
Profit Factor
1.31
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 -14.36% 28.91% 25.83% -9.09% 0.60% 1.74% -0.63% -5.73% 1.08% -7.57% 32.18% -6.26% 40.15%
2025 -22.27% 0.17% 3.36% -3.32% 26.32% -8.92% 12.01% -1.50% 5.62% -15.74% 20.45% -10.30% -5.03%
2026 16.48% 5.66% -0.26% 4.90% -3.40% 0.01% — — — — — — 24.41%
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 1654.82
Min balance 846.22
Max balance 1857.51
Monthly Performance
Metric Value
Average monthly return (geometric), % 1.70
Average monthly return (arithmetic), % 2.53
Best month, % 32.18
Worst month, % -22.27
PnL, Volume & Fees
Metric Value
Total PnL 654.82
Total PnL, % 65.48
Gross profit 3021.08
Gross loss 2312.78
Trading volume (USDT) 112926.53
Total transactions (buy/sell) 150
Total fees 40.64
Funding net -12.84
Funding accrued (received) 62.66
Funding paid 75.50
Trades
Metric Value
Total Trades 147
Win Trades 50
Los Trades 97
Win Rate, % 34.01
Expectancy per trade 4.8184
Max consecutive wins 4
Max consecutive losses 11
Risk & Exposure
Metric Value
Position avg, % of margin balance 88.20
Position max, % of margin balance 122.93
Max Drawdown 619.91
Max Drawdown, % 39.01
Risk-Adjusted Ratios
Metric Value
Profit Factor (gross profit/gross loss) 1.3063
Recovery Factor (Total PnL / Max DD) 1.0563
Sharpe ratio (monthly) 0.6569
Sortino ratio (monthly) 1.2965
CAGR, % 23.19
Calmar ratio (CAGR / Max DD%) 0.5945
Open Positions Size (USDT)
Strategy Charts
SOLUSDT 4h zigzag | PnL: 430.52 | Fee: 12.91 | Vol: 35883.65
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": 15,
    "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
}