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
879.09
Total PnL
-120.91 (-12.09%)
Total Trades (Win/Los)
604 (211/393)
Win Rate
34.93%
Max Drawdown
880.97 (52.02%)
Total Fees
149.26
Position avg (max), %
90.07 (108.26)
Profit Factor
1.01
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 -1.75% 30.75% -4.81% 1.68% -2.06% -5.54% -4.38% 3.03% 3.80% -1.12% 30.96% -15.23% 29.15%
2025 8.68% -4.23% -11.72% -6.68% -6.60% -14.74% 6.50% 3.86% 5.41% 5.67% 14.14% -22.42% -25.50%
2026 18.89% -5.93% -12.16% -9.78% 3.14% 0.01% — — — — — — -8.58%
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 879.09
Min balance 812.62
Max balance 1693.59
Monthly Performance
Metric Value
Average monthly return (geometric), % -0.43
Average monthly return (arithmetic), % 0.25
Best month, % 30.96
Worst month, % -22.42
PnL, Volume & Fees
Metric Value
Total PnL -120.91
Total PnL, % -12.09
Gross profit 4982.19
Gross loss 4949.05
Trading volume (USDT) 414630.87
Total transactions (buy/sell) 607
Total fees 149.26
Funding net -4.80
Funding accrued (received) 58.21
Funding paid 63.01
Trades
Metric Value
Total Trades 604
Win Trades 211
Los Trades 393
Win Rate, % 34.93
Expectancy per trade 0.0549
Max consecutive wins 9
Max consecutive losses 21
Risk & Exposure
Metric Value
Position avg, % of margin balance 90.07
Position max, % of margin balance 108.26
Max Drawdown 880.97
Max Drawdown, % 52.02
Risk-Adjusted Ratios
Metric Value
Profit Factor (gross profit/gross loss) 1.0067
Recovery Factor (Total PnL / Max DD) -0.1373
Sharpe ratio (monthly) 0.0717
Sortino ratio (monthly) 0.1185
CAGR, % -5.20
Calmar ratio (CAGR / Max DD%) -0.0999
Open Positions Size (USDT)
Strategy Charts
SOLUSDT 4h zigzag | PnL: -179.88 | Fee: 51.92 | Vol: 144236.11
Details
{
  "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": 4,
    "detection": 10,
    "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
}