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
1049.94
Total PnL
49.94 (4.99%)
Total Trades (Win/Los)
289 (112/177)
Win Rate
38.75%
Max Drawdown
519.81 (39.18%)
Total Fees
62.15
Position avg (max), %
88.00 (114.69)
Profit Factor
1.04
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 -21.28% 35.44% 3.30% -8.99% -1.17% 6.72% 0.93% -4.44% 0.17% -2.03% 6.51% -20.48% -15.24%
2025 0.64% 6.60% 2.20% 0.80% 3.01% -10.03% 14.74% 7.64% 2.22% -6.56% 2.84% -10.42% 11.32%
2026 26.27% 2.76% -8.94% -1.32% -4.52% 0.01% — — — — — — 11.34%
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 1049.94
Min balance 769.74
Max balance 1394.59
Monthly Performance
Metric Value
Average monthly return (geometric), % 0.16
Average monthly return (arithmetic), % 0.75
Best month, % 35.44
Worst month, % -21.28
PnL, Volume & Fees
Metric Value
Total PnL 49.94
Total PnL, % 4.99
Gross profit 3151.14
Gross loss 3026.94
Trading volume (USDT) 172656.63
Total transactions (buy/sell) 292
Total fees 62.15
Funding net -12.12
Funding accrued (received) 47.21
Funding paid 59.32
Trades
Metric Value
Total Trades 289
Win Trades 112
Los Trades 177
Win Rate, % 38.75
Expectancy per trade 0.4298
Max consecutive wins 12
Max consecutive losses 14
Risk & Exposure
Metric Value
Position avg, % of margin balance 88.00
Position max, % of margin balance 114.69
Max Drawdown 519.81
Max Drawdown, % 39.18
Risk-Adjusted Ratios
Metric Value
Profit Factor (gross profit/gross loss) 1.0410
Recovery Factor (Total PnL / Max DD) 0.0961
Sharpe ratio (monthly) 0.2349
Sortino ratio (monthly) 0.3923
CAGR, % 2.04
Calmar ratio (CAGR / Max DD%) 0.0520
Open Positions Size (USDT)
Strategy Charts
SOLUSDT 4h zigzag | PnL: -224.25 | Fee: 23.02 | Vol: 63962.53
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": 18,
    "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
}