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
775.94
Total PnL
-224.06 (-22.41%)
Total Trades (Win/Los)
386 (136/250)
Win Rate
35.23%
Max Drawdown
579.64 (43.72%)
Total Fees
80.07
Position avg (max), %
89.65 (112.19)
Profit Factor
0.96
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 -17.24% 31.46% -8.02% -4.82% -6.42% 7.42% -1.28% 4.30% 6.47% -3.60% 19.14% -12.48% 5.51%
2025 4.47% 2.22% -5.36% -11.13% -2.06% -12.71% 11.16% 0.57% 4.61% -3.33% 7.04% -16.77% -22.67%
2026 23.41% -5.63% -13.50% -5.70% 0.15% 0.01% — — — — — — -4.85%
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 775.94
Min balance 746.10
Max balance 1325.73
Monthly Performance
Metric Value
Average monthly return (geometric), % -0.84
Average monthly return (arithmetic), % -0.25
Best month, % 31.46
Worst month, % -17.24
PnL, Volume & Fees
Metric Value
Total PnL -224.06
Total PnL, % -22.41
Gross profit 3412.54
Gross loss 3546.15
Trading volume (USDT) 222447.07
Total transactions (buy/sell) 389
Total fees 80.07
Funding net -10.38
Funding accrued (received) 46.13
Funding paid 56.51
Trades
Metric Value
Total Trades 386
Win Trades 136
Los Trades 250
Win Rate, % 35.23
Expectancy per trade -0.3461
Max consecutive wins 9
Max consecutive losses 16
Risk & Exposure
Metric Value
Position avg, % of margin balance 89.65
Position max, % of margin balance 112.19
Max Drawdown 579.64
Max Drawdown, % 43.72
Risk-Adjusted Ratios
Metric Value
Profit Factor (gross profit/gross loss) 0.9623
Recovery Factor (Total PnL / Max DD) -0.3866
Sharpe ratio (monthly) -0.0793
Sortino ratio (monthly) -0.1264
CAGR, % -9.97
Calmar ratio (CAGR / Max DD%) -0.2281
Open Positions Size (USDT)
Strategy Charts
SOLUSDT 4h zigzag | PnL: -115.28 | Fee: 27.99 | Vol: 77751.11
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": 5,
    "detection": 16,
    "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
}