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
1007.43
Total PnL
7.43 (0.74%)
Total Trades (Win/Los)
305 (106/199)
Win Rate
34.75%
Max Drawdown
466.13 (32.92%)
Total Fees
71.88
Position avg (max), %
88.67 (109.65)
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 -23.64% 33.78% 11.22% -7.83% 1.00% 6.41% 0.99% -2.26% -1.31% 6.95% 5.92% -22.25% -3.42%
2025 7.68% 5.41% 2.16% -3.52% 5.25% -4.89% 9.99% 6.94% 5.74% -26.08% 8.26% -10.64% -0.40%
2026 24.28% 1.33% -15.98% 0.32% -1.30% 0.01% — — — — — — 4.79%
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 1007.43
Min balance 745.64
Max balance 1415.74
Monthly Performance
Metric Value
Average monthly return (geometric), % 0.03
Average monthly return (arithmetic), % 0.80
Best month, % 33.78
Worst month, % -26.08
PnL, Volume & Fees
Metric Value
Total PnL 7.43
Total PnL, % 0.74
Gross profit 3474.18
Gross loss 3383.78
Trading volume (USDT) 199686.52
Total transactions (buy/sell) 308
Total fees 71.88
Funding net -11.09
Funding accrued (received) 52.46
Funding paid 63.55
Trades
Metric Value
Total Trades 305
Win Trades 106
Los Trades 199
Win Rate, % 34.75
Expectancy per trade 0.2964
Max consecutive wins 5
Max consecutive losses 14
Risk & Exposure
Metric Value
Position avg, % of margin balance 88.67
Position max, % of margin balance 109.65
Max Drawdown 466.13
Max Drawdown, % 32.92
Risk-Adjusted Ratios
Metric Value
Profit Factor (gross profit/gross loss) 1.0267
Recovery Factor (Total PnL / Max DD) 0.0159
Sharpe ratio (monthly) 0.2248
Sortino ratio (monthly) 0.3225
CAGR, % 0.31
Calmar ratio (CAGR / Max DD%) 0.0093
Open Positions Size (USDT)
Strategy Charts
SOLUSDT 4h zigzag | PnL: 31.78 | Fee: 24.47 | Vol: 67989.93
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": 12,
    "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
}