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
1002.23
Total PnL
2.23 (0.22%)
Total Trades (Win/Los)
575 (200/375)
Win Rate
34.78%
Max Drawdown
811.51 (45.18%)
Total Fees
161.83
Position avg (max), %
91.18 (115.12)
Profit Factor
1.03
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 -11.34% 28.93% -0.72% 2.79% -3.89% 4.92% -5.75% 1.51% 7.32% -0.34% 32.49% -11.07% 41.81%
2025 7.55% 2.63% 1.51% -9.99% 1.92% -14.24% 0.78% 6.12% 2.21% -3.34% 7.03% -17.60% -17.87%
2026 17.31% -3.39% -12.45% -10.50% -3.06% 0.02% — — — — — — -13.90%
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 1002.23
Min balance 809.01
Max balance 1796.06
Monthly Performance
Metric Value
Average monthly return (geometric), % 0.01
Average monthly return (arithmetic), % 0.58
Best month, % 32.49
Worst month, % -17.60
PnL, Volume & Fees
Metric Value
Total PnL 2.23
Total PnL, % 0.22
Gross profit 5385.26
Gross loss 5211.16
Trading volume (USDT) 449550.13
Total transactions (buy/sell) 578
Total fees 161.83
Funding net -10.04
Funding accrued (received) 64.36
Funding paid 74.40
Trades
Metric Value
Total Trades 575
Win Trades 200
Los Trades 375
Win Rate, % 34.78
Expectancy per trade 0.3028
Max consecutive wins 9
Max consecutive losses 19
Risk & Exposure
Metric Value
Position avg, % of margin balance 91.18
Position max, % of margin balance 115.12
Max Drawdown 811.51
Max Drawdown, % 45.18
Risk-Adjusted Ratios
Metric Value
Profit Factor (gross profit/gross loss) 1.0334
Recovery Factor (Total PnL / Max DD) 0.0027
Sharpe ratio (monthly) 0.1817
Sortino ratio (monthly) 0.3153
CAGR, % 0.09
Calmar ratio (CAGR / Max DD%) 0.0020
Open Positions Size (USDT)
Strategy Charts
SOLUSDT 4h zigzag | PnL: 163.52 | Fee: 54.21 | Vol: 150582.98
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": 5,
    "detection": 6,
    "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
}