hb/tester/ver.2026/05/18/backtest_results: 2024-01-01 - 2026-06-01 | zz-3-4h | exchange: Bybit

Pairs
3
Initial Balance
1000.00
Final Balance
2556.10
Total PnL
1556.10 (155.61%)
Total Trades (Win/Los)
1285 (648/637)
Win Rate
50.43%
Max Drawdown
787.85 (30.93%)
Total Fees
421.83
Position avg (max), %
48.71 (109.33)
Profit Factor
1.25
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 12.38% 5.08% 11.95% 9.72% 4.67% 6.76% 1.03% 4.85% 1.49% 23.99% 8.80% -8.59% 114.92%
2025 6.43% -0.30% -4.39% 0.11% -12.24% 5.19% -12.25% 15.17% -2.18% 4.26% 14.38% -2.72% 7.53%
2026 4.66% 5.06% 8.81% -8.70% 1.29% 0.00% — — — — — — 10.65%
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 2556.10
Min balance 982.54
Max balance 2989.51
Monthly Performance
Metric Value
Average monthly return (geometric), % 3.18
Average monthly return (arithmetic), % 3.49
Best month, % 23.99
Worst month, % -12.25
PnL, Volume & Fees
Metric Value
Total PnL 1556.10
Total PnL, % 155.61
Gross profit 9954.11
Gross loss 7971.68
Trading volume (USDT) 1177512.15
Total transactions (buy/sell) 1288
Total fees 421.83
Funding net -4.50
Funding accrued (received) 56.43
Funding paid 60.93
Trades
Metric Value
Total Trades 1285
Win Trades 648
Los Trades 637
Win Rate, % 50.43
Expectancy per trade 1.5427
Max consecutive wins 17
Max consecutive losses 24
Risk & Exposure
Metric Value
Position avg, % of margin balance 48.71
Position max, % of margin balance 109.33
Max Drawdown 787.85
Max Drawdown, % 30.93
Risk-Adjusted Ratios
Metric Value
Profit Factor (gross profit/gross loss) 1.2487
Recovery Factor (Total PnL / Max DD) 1.9751
Sharpe ratio (monthly) 1.5082
Sortino ratio (monthly) 3.0209
CAGR, % 47.50
Calmar ratio (CAGR / Max DD%) 1.5355
Open Positions Size (USDT)
Strategy Charts
SOLUSDT 4h zigzag | PnL: 1286.97 | Fee: 131.44 | Vol: 367227.04
Details
{
  "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": 4,
    "detection": 2,
    "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
}