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
1023.59
Total PnL
23.59 (2.36%)
Total Trades (Win/Los)
417 (101/316)
Win Rate
24.22%
Max Drawdown
857.93 (46.53%)
Total Fees
111.53
Position avg (max), %
88.71 (110.62)
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 -15.78% 26.51% 19.67% 2.80% -0.80% 2.98% -0.73% 5.64% 8.10% -2.83% 21.26% -25.10% 33.99%
2025 -19.62% 11.14% -4.25% -1.18% 6.74% -10.24% 19.63% 12.77% 6.39% -18.24% 8.27% -20.74% -18.45%
2026 20.81% -3.02% -20.29% 7.71% -6.83% 0.01% — — — — — — -6.26%
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 1023.59
Min balance 830.23
Max balance 1843.82
Monthly Performance
Metric Value
Average monthly return (geometric), % 0.08
Average monthly return (arithmetic), % 1.03
Best month, % 26.51
Worst month, % -25.10
PnL, Volume & Fees
Metric Value
Total PnL 23.59
Total PnL, % 2.36
Gross profit 4299.68
Gross loss 4160.45
Trading volume (USDT) 309838.19
Total transactions (buy/sell) 420
Total fees 111.53
Funding net -4.11
Funding accrued (received) 65.04
Funding paid 69.15
Trades
Metric Value
Total Trades 417
Win Trades 101
Los Trades 316
Win Rate, % 24.22
Expectancy per trade 0.3339
Max consecutive wins 5
Max consecutive losses 25
Risk & Exposure
Metric Value
Position avg, % of margin balance 88.71
Position max, % of margin balance 110.62
Max Drawdown 857.93
Max Drawdown, % 46.53
Risk-Adjusted Ratios
Metric Value
Profit Factor (gross profit/gross loss) 1.0335
Recovery Factor (Total PnL / Max DD) 0.0275
Sharpe ratio (monthly) 0.2610
Sortino ratio (monthly) 0.3800
CAGR, % 0.97
Calmar ratio (CAGR / Max DD%) 0.0209
Open Positions Size (USDT)
Strategy Charts
SOLUSDT 4h zigzag | PnL: 394.69 | Fee: 34.29 | Vol: 95258.04
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": 13,
    "detection": 4,
    "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
}