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
755.79
Total PnL
-244.21 (-24.42%)
Total Trades (Win/Los)
501 (179/322)
Win Rate
35.73%
Max Drawdown
816.05 (52.65%)
Total Fees
113.30
Position avg (max), %
90.14 (129.40)
Profit Factor
0.97
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 -9.92% 23.13% -14.11% 5.24% 7.34% 4.04% -1.53% 10.93% -0.31% -1.45% 14.53% -27.30% 0.05%
2025 8.61% 1.76% -5.16% -6.81% -2.30% -2.66% 5.75% 6.31% 3.78% -2.13% 14.44% -24.56% -8.42%
2026 14.53% -11.31% -9.54% -9.48% -0.74% -0.01% — — — — — — -17.45%
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 755.79
Min balance 733.95
Max balance 1550.00
Monthly Performance
Metric Value
Average monthly return (geometric), % -0.93
Average monthly return (arithmetic), % -0.30
Best month, % 23.13
Worst month, % -27.30
PnL, Volume & Fees
Metric Value
Total PnL -244.21
Total PnL, % -24.42
Gross profit 4122.61
Gross loss 4244.72
Trading volume (USDT) 314746.26
Total transactions (buy/sell) 504
Total fees 113.30
Funding net -8.79
Funding accrued (received) 51.64
Funding paid 60.43
Trades
Metric Value
Total Trades 501
Win Trades 179
Los Trades 322
Win Rate, % 35.73
Expectancy per trade -0.2437
Max consecutive wins 7
Max consecutive losses 18
Risk & Exposure
Metric Value
Position avg, % of margin balance 90.14
Position max, % of margin balance 129.40
Max Drawdown 816.05
Max Drawdown, % 52.65
Risk-Adjusted Ratios
Metric Value
Profit Factor (gross profit/gross loss) 0.9712
Recovery Factor (Total PnL / Max DD) -0.2993
Sharpe ratio (monthly) -0.0942
Sortino ratio (monthly) -0.1248
CAGR, % -10.95
Calmar ratio (CAGR / Max DD%) -0.2079
Open Positions Size (USDT)
Strategy Charts
SOLUSDT 4h zigzag | PnL: -236.02 | Fee: 41.36 | Vol: 114886.76
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": 2,
    "detection": 17,
    "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
}