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
2186.87
Total PnL
1186.87 (118.69%)
Total Trades (Win/Los)
967 (507/460)
Win Rate
52.43%
Max Drawdown
905.47 (35.11%)
Total Fees
288.01
Position avg (max), %
46.21 (113.97)
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 6.97% 5.14% 19.88% 12.49% 2.21% 8.24% 0.89% 1.05% 2.13% 14.38% 12.72% 2.91% 131.83%
2025 4.72% -2.43% -2.45% -12.27% -10.09% -0.29% -6.79% 16.53% -1.86% -9.14% 13.99% 0.05% -13.42%
2026 5.66% 7.73% 2.55% -5.00% -1.71% 0.02% — — — — — — 9.02%
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 2186.87
Min balance 993.35
Max balance 2578.82
Monthly Performance
Metric Value
Average monthly return (geometric), % 2.64
Average monthly return (arithmetic), % 2.94
Best month, % 19.88
Worst month, % -12.27
PnL, Volume & Fees
Metric Value
Total PnL 1186.87
Total PnL, % 118.69
Gross profit 7974.01
Gross loss 6500.76
Trading volume (USDT) 804645.37
Total transactions (buy/sell) 970
Total fees 288.01
Funding net 1.63
Funding accrued (received) 52.91
Funding paid 51.28
Trades
Metric Value
Total Trades 967
Win Trades 507
Los Trades 460
Win Rate, % 52.43
Expectancy per trade 1.5235
Max consecutive wins 12
Max consecutive losses 18
Risk & Exposure
Metric Value
Position avg, % of margin balance 46.21
Position max, % of margin balance 113.97
Max Drawdown 905.47
Max Drawdown, % 35.11
Risk-Adjusted Ratios
Metric Value
Profit Factor (gross profit/gross loss) 1.2266
Recovery Factor (Total PnL / Max DD) 1.3108
Sharpe ratio (monthly) 1.3017
Sortino ratio (monthly) 2.7061
CAGR, % 38.27
Calmar ratio (CAGR / Max DD%) 1.0899
Open Positions Size (USDT)
Strategy Charts
SOLUSDT 4h zigzag | PnL: 1346.64 | Fee: 88.89 | Vol: 248596.82
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": 3,
    "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
}