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
1025.80
Total PnL
25.80 (2.58%)
Total Trades (Win/Los)
319 (115/204)
Win Rate
36.05%
Max Drawdown
459.64 (32.06%)
Total Fees
70.45
Position avg (max), %
88.28 (110.57)
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 -23.89% 37.10% 3.89% -7.16% -1.41% 4.27% 0.15% -0.52% 2.93% -0.59% 6.50% -21.29% -11.59%
2025 3.02% 5.80% 2.70% 1.85% 2.27% -10.76% 9.52% 8.02% 2.39% -5.54% 3.18% -11.39% 8.84%
2026 27.14% 2.94% -17.29% 0.09% -1.57% 0.01% — — — — — — 6.66%
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 1025.80
Min balance 744.42
Max balance 1433.75
Monthly Performance
Metric Value
Average monthly return (geometric), % 0.09
Average monthly return (arithmetic), % 0.75
Best month, % 37.10
Worst month, % -23.89
PnL, Volume & Fees
Metric Value
Total PnL 25.80
Total PnL, % 2.58
Gross profit 3343.17
Gross loss 3234.78
Trading volume (USDT) 195718.39
Total transactions (buy/sell) 322
Total fees 70.45
Funding net -12.14
Funding accrued (received) 48.21
Funding paid 60.35
Trades
Metric Value
Total Trades 319
Win Trades 115
Los Trades 204
Win Rate, % 36.05
Expectancy per trade 0.3398
Max consecutive wins 12
Max consecutive losses 16
Risk & Exposure
Metric Value
Position avg, % of margin balance 88.28
Position max, % of margin balance 110.57
Max Drawdown 459.64
Max Drawdown, % 32.06
Risk-Adjusted Ratios
Metric Value
Profit Factor (gross profit/gross loss) 1.0335
Recovery Factor (Total PnL / Max DD) 0.0561
Sharpe ratio (monthly) 0.2215
Sortino ratio (monthly) 0.3475
CAGR, % 1.06
Calmar ratio (CAGR / Max DD%) 0.0331
Open Positions Size (USDT)
Strategy Charts
SOLUSDT 4h zigzag | PnL: -278.30 | Fee: 25.64 | Vol: 71240.06
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": 15,
    "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
}