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
1475.43
Total PnL
475.43 (47.54%)
Total Trades (Win/Los)
145 (48/97)
Win Rate
33.10%
Max Drawdown
687.04 (43.10%)
Total Fees
37.97
Position avg (max), %
88.25 (122.88)
Profit Factor
1.23
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 -15.65% 29.25% 26.15% -9.69% -0.74% 5.24% -0.62% -5.71% 0.39% -8.95% 32.19% -6.27% 37.69%
2025 -23.77% -2.53% 3.16% -3.41% 25.94% -8.68% 10.27% -2.39% 5.68% -16.66% 19.52% -11.08% -14.21%
2026 16.93% 5.97% -0.26% 4.95% -3.66% 0.01% — — — — — — 24.98%
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 1475.43
Min balance 833.78
Max balance 1656.45
Monthly Performance
Metric Value
Average monthly return (geometric), % 1.31
Average monthly return (arithmetic), % 2.19
Best month, % 32.19
Worst month, % -23.77
PnL, Volume & Fees
Metric Value
Total PnL 475.43
Total PnL, % 47.54
Gross profit 2776.57
Gross loss 2249.51
Trading volume (USDT) 105502.29
Total transactions (buy/sell) 148
Total fees 37.97
Funding net -13.66
Funding accrued (received) 58.51
Funding paid 72.17
Trades
Metric Value
Total Trades 145
Win Trades 48
Los Trades 97
Win Rate, % 33.10
Expectancy per trade 3.6349
Max consecutive wins 4
Max consecutive losses 10
Risk & Exposure
Metric Value
Position avg, % of margin balance 88.25
Position max, % of margin balance 122.88
Max Drawdown 687.04
Max Drawdown, % 43.10
Risk-Adjusted Ratios
Metric Value
Profit Factor (gross profit/gross loss) 1.2343
Recovery Factor (Total PnL / Max DD) 0.6920
Sharpe ratio (monthly) 0.5555
Sortino ratio (monthly) 1.0472
CAGR, % 17.48
Calmar ratio (CAGR / Max DD%) 0.4055
Open Positions Size (USDT)
Strategy Charts
SOLUSDT 4h zigzag | PnL: 375.44 | Fee: 11.69 | Vol: 32485.14
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": 17,
    "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
}