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
2555.25
Total PnL
1555.25 (155.53%)
Total Trades (Win/Los)
1152 (578/574)
Win Rate
50.17%
Max Drawdown
1029.34 (32.59%)
Total Fees
423.96
Position avg (max), %
45.98 (111.03)
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 11.47% 3.58% 9.87% 14.84% 7.25% 7.04% 14.54% 9.70% 1.83% 16.54% 11.61% 1.21% 181.72%
2025 6.15% -4.30% -1.41% -8.66% -2.70% 2.62% -15.54% 14.61% 0.51% -5.00% 10.39% -5.77% -12.17%
2026 8.30% 1.11% 2.86% -7.48% -0.88% 0.00% — — — — — — 3.29%
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 2555.25
Min balance 994.01
Max balance 3158.54
Monthly Performance
Metric Value
Average monthly return (geometric), % 3.18
Average monthly return (arithmetic), % 3.48
Best month, % 16.54
Worst month, % -15.54
PnL, Volume & Fees
Metric Value
Total PnL 1555.25
Total PnL, % 155.53
Gross profit 10486.05
Gross loss 8505.59
Trading volume (USDT) 1183892.46
Total transactions (buy/sell) 1155
Total fees 423.96
Funding net -1.26
Funding accrued (received) 62.65
Funding paid 63.91
Trades
Metric Value
Total Trades 1152
Win Trades 578
Los Trades 574
Win Rate, % 50.17
Expectancy per trade 1.7192
Max consecutive wins 12
Max consecutive losses 22
Risk & Exposure
Metric Value
Position avg, % of margin balance 45.98
Position max, % of margin balance 111.03
Max Drawdown 1029.34
Max Drawdown, % 32.59
Risk-Adjusted Ratios
Metric Value
Profit Factor (gross profit/gross loss) 1.2328
Recovery Factor (Total PnL / Max DD) 1.5109
Sharpe ratio (monthly) 1.5447
Sortino ratio (monthly) 3.0791
CAGR, % 47.48
Calmar ratio (CAGR / Max DD%) 1.4568
Open Positions Size (USDT)
Strategy Charts
SOLUSDT 4h zigzag | PnL: 1647.11 | Fee: 131.92 | Vol: 368672.55
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": 5,
    "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
}