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
1015.17
Total PnL
15.17 (1.52%)
Total Trades (Win/Los)
335 (128/207)
Win Rate
38.21%
Max Drawdown
521.33 (40.65%)
Total Fees
72.60
Position avg (max), %
89.05 (109.82)
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 -14.16% 34.00% -11.02% -14.37% -1.10% 6.56% 0.25% 0.83% 6.33% 0.25% 19.07% -12.42% 3.77%
2025 4.65% 6.39% -9.09% -3.43% -2.63% -13.60% 9.08% 6.22% 4.55% -2.63% 4.04% -13.69% -12.88%
2026 25.90% 3.76% -13.37% -2.00% 1.31% 0.01% — — — — — — 12.36%
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 1015.17
Min balance 761.26
Max balance 1351.72
Monthly Performance
Metric Value
Average monthly return (geometric), % 0.05
Average monthly return (arithmetic), % 0.66
Best month, % 34.00
Worst month, % -14.37
PnL, Volume & Fees
Metric Value
Total PnL 15.17
Total PnL, % 1.52
Gross profit 3492.55
Gross loss 3392.07
Trading volume (USDT) 201692.54
Total transactions (buy/sell) 338
Total fees 72.60
Funding net -12.71
Funding accrued (received) 47.07
Funding paid 59.78
Trades
Metric Value
Total Trades 335
Win Trades 128
Los Trades 207
Win Rate, % 38.21
Expectancy per trade 0.2999
Max consecutive wins 12
Max consecutive losses 16
Risk & Exposure
Metric Value
Position avg, % of margin balance 89.05
Position max, % of margin balance 109.82
Max Drawdown 521.33
Max Drawdown, % 40.65
Risk-Adjusted Ratios
Metric Value
Profit Factor (gross profit/gross loss) 1.0296
Recovery Factor (Total PnL / Max DD) 0.0291
Sharpe ratio (monthly) 0.2009
Sortino ratio (monthly) 0.3394
CAGR, % 0.63
Calmar ratio (CAGR / Max DD%) 0.0154
Open Positions Size (USDT)
Strategy Charts
SOLUSDT 4h zigzag | PnL: -269.24 | Fee: 27.17 | Vol: 75482.14
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": 6,
    "detection": 16,
    "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
}