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
1052.57
Total PnL
52.57 (5.26%)
Total Trades (Win/Los)
263 (88/175)
Win Rate
33.46%
Max Drawdown
639.83 (39.63%)
Total Fees
66.64
Position avg (max), %
89.07 (111.18)
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 -27.77% 25.59% 24.79% -2.08% 5.92% 9.16% 0.81% -5.60% 3.23% 0.38% 11.23% -13.16% 22.09%
2025 -12.25% 8.00% 2.73% -3.29% 9.71% -5.54% 13.80% 3.94% 4.08% -30.23% 10.52% -11.92% -18.41%
2026 18.00% 1.52% -10.08% -0.64% -1.24% 0.01% — — — — — — 5.73%
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 1052.57
Min balance 705.58
Max balance 1614.49
Monthly Performance
Metric Value
Average monthly return (geometric), % 0.17
Average monthly return (arithmetic), % 0.99
Best month, % 25.59
Worst month, % -30.23
PnL, Volume & Fees
Metric Value
Total PnL 52.57
Total PnL, % 5.26
Gross profit 3442.19
Gross loss 3308.11
Trading volume (USDT) 185149.40
Total transactions (buy/sell) 266
Total fees 66.64
Funding net -14.87
Funding accrued (received) 55.09
Funding paid 69.95
Trades
Metric Value
Total Trades 263
Win Trades 88
Los Trades 175
Win Rate, % 33.46
Expectancy per trade 0.5098
Max consecutive wins 4
Max consecutive losses 11
Risk & Exposure
Metric Value
Position avg, % of margin balance 89.07
Position max, % of margin balance 111.18
Max Drawdown 639.83
Max Drawdown, % 39.63
Risk-Adjusted Ratios
Metric Value
Profit Factor (gross profit/gross loss) 1.0405
Recovery Factor (Total PnL / Max DD) 0.0822
Sharpe ratio (monthly) 0.2749
Sortino ratio (monthly) 0.3884
CAGR, % 2.14
Calmar ratio (CAGR / Max DD%) 0.0541
Open Positions Size (USDT)
Strategy Charts
SOLUSDT 4h zigzag | PnL: 89.74 | Fee: 21.78 | Vol: 60495.81
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": 10,
    "detection": 11,
    "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
}