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
1046.92
Total PnL
46.92 (4.69%)
Total Trades (Win/Los)
768 (80/688)
Win Rate
10.42%
Max Drawdown
604.17 (43.10%)
Total Fees
182.68
Position avg (max), %
87.22 (109.09)
Profit Factor
1.07
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 -16.27% 31.49% 23.14% -3.28% -6.93% 0.74% -4.10% -13.75% 10.73% -7.17% 29.83% -19.64% 9.06%
2025 -17.35% 4.57% -0.41% 1.04% 17.92% -12.32% 18.12% 1.45% 6.39% -18.83% 20.34% -21.26% -11.83%
2026 22.88% 2.35% -11.88% 2.59% -4.20% 0.01% — — — — — — 8.94%
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 1046.92
Min balance 797.61
Max balance 1401.78
Monthly Performance
Metric Value
Average monthly return (geometric), % 0.15
Average monthly return (arithmetic), % 1.21
Best month, % 31.49
Worst month, % -21.26
PnL, Volume & Fees
Metric Value
Total PnL 46.92
Total PnL, % 4.69
Gross profit 3415.34
Gross loss 3179.29
Trading volume (USDT) 507496.41
Total transactions (buy/sell) 773
Total fees 182.68
Funding net -6.45
Funding accrued (received) 54.19
Funding paid 60.64
Trades
Metric Value
Total Trades 768
Win Trades 80
Los Trades 688
Win Rate, % 10.42
Expectancy per trade 0.3074
Max consecutive wins 4
Max consecutive losses 112
Risk & Exposure
Metric Value
Position avg, % of margin balance 87.22
Position max, % of margin balance 109.09
Max Drawdown 604.17
Max Drawdown, % 43.10
Risk-Adjusted Ratios
Metric Value
Profit Factor (gross profit/gross loss) 1.0742
Recovery Factor (Total PnL / Max DD) 0.0777
Sharpe ratio (monthly) 0.2832
Sortino ratio (monthly) 0.4690
CAGR, % 1.92
Calmar ratio (CAGR / Max DD%) 0.0445
Open Positions Size (USDT)
Strategy Charts
SOLUSDT 4h zigzag | PnL: 14.38 | Fee: 75.02 | Vol: 208403.81
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": 18,
    "detection": 3,
    "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
}