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
997.93
Total PnL
-2.07 (-0.21%)
Total Trades (Win/Los)
295 (112/183)
Win Rate
37.97%
Max Drawdown
463.41 (37.58%)
Total Fees
60.29
Position avg (max), %
88.47 (114.66)
Profit Factor
1.02
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 -29.15% 34.79% 3.50% -8.85% -1.00% 7.71% 2.78% -2.34% 0.77% -1.44% 7.50% -20.99% -18.65%
2025 2.85% 6.01% 2.33% 0.69% 4.17% -12.90% 15.28% 8.07% 2.38% -7.47% 3.25% -13.79% 7.07%
2026 27.44% 3.15% -8.40% -1.03% -3.83% 0.01% — — — — — — 14.63%
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 997.93
Min balance 693.12
Max balance 1306.20
Monthly Performance
Metric Value
Average monthly return (geometric), % 0.00
Average monthly return (arithmetic), % 0.72
Best month, % 34.79
Worst month, % -29.15
PnL, Volume & Fees
Metric Value
Total PnL -2.07
Total PnL, % -0.21
Gross profit 3024.05
Gross loss 2954.75
Trading volume (USDT) 167509.25
Total transactions (buy/sell) 298
Total fees 60.29
Funding net -11.07
Funding accrued (received) 44.99
Funding paid 56.07
Trades
Metric Value
Total Trades 295
Win Trades 112
Los Trades 183
Win Rate, % 37.97
Expectancy per trade 0.2349
Max consecutive wins 12
Max consecutive losses 16
Risk & Exposure
Metric Value
Position avg, % of margin balance 88.47
Position max, % of margin balance 114.66
Max Drawdown 463.41
Max Drawdown, % 37.58
Risk-Adjusted Ratios
Metric Value
Profit Factor (gross profit/gross loss) 1.0235
Recovery Factor (Total PnL / Max DD) -0.0045
Sharpe ratio (monthly) 0.2062
Sortino ratio (monthly) 0.3140
CAGR, % -0.09
Calmar ratio (CAGR / Max DD%) -0.0023
Open Positions Size (USDT)
Strategy Charts
SOLUSDT 4h zigzag | PnL: -357.63 | Fee: 22.99 | Vol: 63856.45
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": 17,
    "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
}