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
1010.06
Total PnL
10.06 (1.01%)
Total Trades (Win/Los)
378 (131/247)
Win Rate
34.66%
Max Drawdown
446.17 (31.90%)
Total Fees
78.91
Position avg (max), %
88.41 (113.16)
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 -24.87% 35.12% 5.07% -11.07% 0.28% 5.02% -5.92% 4.50% -1.39% 2.05% 7.40% -20.90% -16.05%
2025 9.98% 5.52% -7.47% -4.53% 7.33% -7.06% 8.11% 11.39% 5.17% -7.83% 8.76% -10.11% 16.71%
2026 21.30% 3.50% -15.48% -4.77% 2.06% 0.01% — — — — — — 3.15%
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 1010.06
Min balance 734.54
Max balance 1398.80
Monthly Performance
Metric Value
Average monthly return (geometric), % 0.04
Average monthly return (arithmetic), % 0.71
Best month, % 35.12
Worst month, % -24.87
PnL, Volume & Fees
Metric Value
Total PnL 10.06
Total PnL, % 1.01
Gross profit 3377.85
Gross loss 3277.46
Trading volume (USDT) 219231.16
Total transactions (buy/sell) 381
Total fees 78.91
Funding net -11.41
Funding accrued (received) 46.22
Funding paid 57.63
Trades
Metric Value
Total Trades 378
Win Trades 131
Los Trades 247
Win Rate, % 34.66
Expectancy per trade 0.2656
Max consecutive wins 12
Max consecutive losses 20
Risk & Exposure
Metric Value
Position avg, % of margin balance 88.41
Position max, % of margin balance 113.16
Max Drawdown 446.17
Max Drawdown, % 31.90
Risk-Adjusted Ratios
Metric Value
Profit Factor (gross profit/gross loss) 1.0306
Recovery Factor (Total PnL / Max DD) 0.0226
Sharpe ratio (monthly) 0.2099
Sortino ratio (monthly) 0.3185
CAGR, % 0.42
Calmar ratio (CAGR / Max DD%) 0.0130
Open Positions Size (USDT)
Strategy Charts
SOLUSDT 4h zigzag | PnL: -137.99 | Fee: 26.92 | Vol: 74774.88
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": 7,
    "detection": 8,
    "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
}