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
918.65
Total PnL
-81.35 (-8.13%)
Total Trades (Win/Los)
402 (144/258)
Win Rate
35.82%
Max Drawdown
690.75 (47.55%)
Total Fees
89.71
Position avg (max), %
89.18 (111.22)
Profit Factor
1.00
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 -14.46% 29.47% -11.96% -0.33% -3.03% 8.41% 1.49% 2.13% 5.60% -1.12% 18.65% -14.53% 12.11%
2025 7.11% 8.45% -17.10% -12.39% 0.61% -14.35% 8.46% 6.18% 5.02% 2.43% 13.72% -19.13% -17.16%
2026 21.68% 4.84% -15.79% -9.86% 2.20% 0.01% — — — — — — -1.03%
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 918.65
Min balance 761.86
Max balance 1452.61
Monthly Performance
Metric Value
Average monthly return (geometric), % -0.28
Average monthly return (arithmetic), % 0.41
Best month, % 29.47
Worst month, % -19.13
PnL, Volume & Fees
Metric Value
Total PnL -81.35
Total PnL, % -8.13
Gross profit 3688.11
Gross loss 3672.29
Trading volume (USDT) 249223.49
Total transactions (buy/sell) 405
Total fees 89.71
Funding net -7.46
Funding accrued (received) 50.99
Funding paid 58.45
Trades
Metric Value
Total Trades 402
Win Trades 144
Los Trades 258
Win Rate, % 35.82
Expectancy per trade 0.0394
Max consecutive wins 9
Max consecutive losses 18
Risk & Exposure
Metric Value
Position avg, % of margin balance 89.18
Position max, % of margin balance 111.22
Max Drawdown 690.75
Max Drawdown, % 47.55
Risk-Adjusted Ratios
Metric Value
Profit Factor (gross profit/gross loss) 1.0043
Recovery Factor (Total PnL / Max DD) -0.1178
Sharpe ratio (monthly) 0.1210
Sortino ratio (monthly) 0.1782
CAGR, % -3.45
Calmar ratio (CAGR / Max DD%) -0.0726
Open Positions Size (USDT)
Strategy Charts
SOLUSDT 4h zigzag | PnL: -5.16 | Fee: 31.42 | Vol: 87276.77
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": 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
}