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
1001.40
Total PnL
1.40 (0.14%)
Total Trades (Win/Los)
304 (78/226)
Win Rate
25.66%
Max Drawdown
691.08 (45.60%)
Total Fees
71.03
Position avg (max), %
87.90 (113.79)
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 -15.73% 24.95% 23.22% -3.05% -2.41% -1.99% 1.58% 0.26% 8.32% -7.04% 19.45% -16.46% 23.12%
2025 -23.32% 1.23% -2.87% -4.52% 17.47% -9.60% 23.39% -2.13% 3.20% -16.16% 20.93% -21.92% -24.59%
2026 19.13% -4.62% -10.03% 8.72% -2.92% 0.01% — — — — — — 7.91%
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 1001.40
Min balance 815.77
Max balance 1515.41
Monthly Performance
Metric Value
Average monthly return (geometric), % 0.01
Average monthly return (arithmetic), % 0.90
Best month, % 24.95
Worst month, % -23.32
PnL, Volume & Fees
Metric Value
Total PnL 1.40
Total PnL, % 0.14
Gross profit 3074.96
Gross loss 2995.18
Trading volume (USDT) 197325.12
Total transactions (buy/sell) 307
Total fees 71.03
Funding net -7.35
Funding accrued (received) 54.27
Funding paid 61.61
Trades
Metric Value
Total Trades 304
Win Trades 78
Los Trades 226
Win Rate, % 25.66
Expectancy per trade 0.2624
Max consecutive wins 4
Max consecutive losses 15
Risk & Exposure
Metric Value
Position avg, % of margin balance 87.90
Position max, % of margin balance 113.79
Max Drawdown 691.08
Max Drawdown, % 45.60
Risk-Adjusted Ratios
Metric Value
Profit Factor (gross profit/gross loss) 1.0266
Recovery Factor (Total PnL / Max DD) 0.0020
Sharpe ratio (monthly) 0.2318
Sortino ratio (monthly) 0.3713
CAGR, % 0.06
Calmar ratio (CAGR / Max DD%) 0.0013
Open Positions Size (USDT)
Strategy Charts
SOLUSDT 4h zigzag | PnL: 98.36 | Fee: 22.65 | Vol: 62927.96
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": 17,
    "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
}