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
1002.28
Total PnL
2.28 (0.23%)
Total Trades (Win/Los)
348 (113/235)
Win Rate
32.47%
Max Drawdown
547.52 (36.48%)
Total Fees
83.16
Position avg (max), %
88.85 (112.36)
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 -22.49% 29.37% 13.54% -5.44% 0.26% 7.62% 0.88% -3.27% 0.26% 6.99% 9.14% -21.58% 4.06%
2025 5.97% 6.31% -4.50% -6.85% 5.27% -4.57% 10.12% 9.80% 5.78% -23.25% 8.82% -9.48% -2.64%
2026 19.72% 2.06% -13.42% -5.53% -0.97% 0.01% — — — — — — -1.02%
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 1002.28
Min balance 757.02
Max balance 1500.87
Monthly Performance
Metric Value
Average monthly return (geometric), % 0.01
Average monthly return (arithmetic), % 0.69
Best month, % 29.37
Worst month, % -23.25
PnL, Volume & Fees
Metric Value
Total PnL 2.28
Total PnL, % 0.23
Gross profit 3677.90
Gross loss 3583.30
Trading volume (USDT) 231009.95
Total transactions (buy/sell) 351
Total fees 83.16
Funding net -9.16
Funding accrued (received) 54.53
Funding paid 63.69
Trades
Metric Value
Total Trades 348
Win Trades 113
Los Trades 235
Win Rate, % 32.47
Expectancy per trade 0.2718
Max consecutive wins 5
Max consecutive losses 17
Risk & Exposure
Metric Value
Position avg, % of margin balance 88.85
Position max, % of margin balance 112.36
Max Drawdown 547.52
Max Drawdown, % 36.48
Risk-Adjusted Ratios
Metric Value
Profit Factor (gross profit/gross loss) 1.0264
Recovery Factor (Total PnL / Max DD) 0.0042
Sharpe ratio (monthly) 0.2065
Sortino ratio (monthly) 0.2954
CAGR, % 0.09
Calmar ratio (CAGR / Max DD%) 0.0026
Open Positions Size (USDT)
Strategy Charts
SOLUSDT 4h zigzag | PnL: 47.18 | Fee: 27.13 | Vol: 75375.94
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": 8,
    "detection": 6,
    "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
}