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
1574.79
Total PnL
574.79 (57.48%)
Total Trades (Win/Los)
145 (49/96)
Win Rate
33.79%
Max Drawdown
670.34 (41.42%)
Total Fees
39.47
Position avg (max), %
88.57 (122.73)
Profit Factor
1.27
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 -15.28% 29.12% 26.07% -9.42% -0.31% 5.62% -0.84% -5.36% -0.03% -7.73% 31.70% -6.24% 40.58%
2025 -22.91% -1.25% 3.43% -3.28% 26.13% -8.82% 10.77% -1.70% 5.64% -16.98% 19.38% -10.44% -10.58%
2026 16.67% 5.89% -0.18% 5.12% -3.32% 0.01% — — — — — — 25.35%
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 1574.79
Min balance 837.43
Max balance 1756.76
Monthly Performance
Metric Value
Average monthly return (geometric), % 1.53
Average monthly return (arithmetic), % 2.38
Best month, % 31.70
Worst month, % -22.91
PnL, Volume & Fees
Metric Value
Total PnL 574.79
Total PnL, % 57.48
Gross profit 2921.68
Gross loss 2293.57
Trading volume (USDT) 109666.61
Total transactions (buy/sell) 148
Total fees 39.47
Funding net -13.85
Funding accrued (received) 61.06
Funding paid 74.92
Trades
Metric Value
Total Trades 145
Win Trades 49
Los Trades 96
Win Rate, % 33.79
Expectancy per trade 4.3318
Max consecutive wins 4
Max consecutive losses 10
Risk & Exposure
Metric Value
Position avg, % of margin balance 88.57
Position max, % of margin balance 122.73
Max Drawdown 670.34
Max Drawdown, % 41.42
Risk-Adjusted Ratios
Metric Value
Profit Factor (gross profit/gross loss) 1.2739
Recovery Factor (Total PnL / Max DD) 0.8575
Sharpe ratio (monthly) 0.6134
Sortino ratio (monthly) 1.1760
CAGR, % 20.69
Calmar ratio (CAGR / Max DD%) 0.4995
Open Positions Size (USDT)
Strategy Charts
SOLUSDT 4h zigzag | PnL: 438.06 | Fee: 12.13 | Vol: 33709.65
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": 16,
    "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
}