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
1012.39
Total PnL
12.39 (1.24%)
Total Trades (Win/Los)
250 (85/165)
Win Rate
34.00%
Max Drawdown
682.55 (42.29%)
Total Fees
62.02
Position avg (max), %
88.55 (113.65)
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 -26.11% 24.88% 24.37% -2.49% 5.91% 8.11% 0.81% -2.59% 3.14% 0.13% 8.77% -14.22% 21.24%
2025 -14.65% 6.13% 2.37% -4.09% 9.07% -6.18% 17.66% 3.52% 7.78% -31.89% 9.05% -12.25% -22.14%
2026 23.89% 1.16% -11.87% -1.59% -1.29% 0.01% — — — — — — 7.32%
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 1012.39
Min balance 722.12
Max balance 1614.07
Monthly Performance
Metric Value
Average monthly return (geometric), % 0.04
Average monthly return (arithmetic), % 0.92
Best month, % 24.88
Worst month, % -31.89
PnL, Volume & Fees
Metric Value
Total PnL 12.39
Total PnL, % 1.24
Gross profit 3318.97
Gross loss 3229.31
Trading volume (USDT) 172310.09
Total transactions (buy/sell) 253
Total fees 62.02
Funding net -15.25
Funding accrued (received) 53.38
Funding paid 68.62
Trades
Metric Value
Total Trades 250
Win Trades 85
Los Trades 165
Win Rate, % 34.00
Expectancy per trade 0.3586
Max consecutive wins 4
Max consecutive losses 15
Risk & Exposure
Metric Value
Position avg, % of margin balance 88.55
Position max, % of margin balance 113.65
Max Drawdown 682.55
Max Drawdown, % 42.29
Risk-Adjusted Ratios
Metric Value
Profit Factor (gross profit/gross loss) 1.0278
Recovery Factor (Total PnL / Max DD) 0.0182
Sharpe ratio (monthly) 0.2459
Sortino ratio (monthly) 0.3499
CAGR, % 0.51
Calmar ratio (CAGR / Max DD%) 0.0121
Open Positions Size (USDT)
Strategy Charts
SOLUSDT 4h zigzag | PnL: -21.83 | Fee: 21.38 | Vol: 59384.73
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": 13,
    "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
}