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
924.76
Total PnL
-75.24 (-7.52%)
Total Trades (Win/Los)
360 (128/232)
Win Rate
35.56%
Max Drawdown
536.25 (39.87%)
Total Fees
79.38
Position avg (max), %
88.23 (111.41)
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 -11.02% 30.06% -4.56% -4.03% -5.92% 3.06% 1.34% -5.25% 6.17% 2.92% 15.76% -15.60% 5.37%
2025 6.07% 6.25% -10.68% -7.86% 3.03% -13.71% 5.54% 6.28% -0.08% 2.12% 11.18% -18.05% -14.01%
2026 27.39% 3.36% -17.10% -9.65% 3.53% 0.01% — — — — — — 2.12%
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 924.76
Min balance 808.79
Max balance 1353.68
Monthly Performance
Metric Value
Average monthly return (geometric), % -0.26
Average monthly return (arithmetic), % 0.35
Best month, % 30.06
Worst month, % -18.05
PnL, Volume & Fees
Metric Value
Total PnL -75.24
Total PnL, % -7.52
Gross profit 3534.48
Gross loss 3520.53
Trading volume (USDT) 220534.12
Total transactions (buy/sell) 363
Total fees 79.38
Funding net -9.80
Funding accrued (received) 49.23
Funding paid 59.03
Trades
Metric Value
Total Trades 360
Win Trades 128
Los Trades 232
Win Rate, % 35.56
Expectancy per trade 0.0387
Max consecutive wins 10
Max consecutive losses 16
Risk & Exposure
Metric Value
Position avg, % of margin balance 88.23
Position max, % of margin balance 111.41
Max Drawdown 536.25
Max Drawdown, % 39.87
Risk-Adjusted Ratios
Metric Value
Profit Factor (gross profit/gross loss) 1.0040
Recovery Factor (Total PnL / Max DD) -0.1403
Sharpe ratio (monthly) 0.1085
Sortino ratio (monthly) 0.1706
CAGR, % -3.19
Calmar ratio (CAGR / Max DD%) -0.0799
Open Positions Size (USDT)
Strategy Charts
SOLUSDT 4h zigzag | PnL: 98.95 | Fee: 27.17 | Vol: 75491.21
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": 4,
    "detection": 20,
    "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
}