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
904.83
Total PnL
-95.17 (-9.52%)
Total Trades (Win/Los)
338 (124/214)
Win Rate
36.69%
Max Drawdown
651.28 (48.72%)
Total Fees
65.61
Position avg (max), %
88.16 (115.11)
Profit Factor
0.99
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 -8.59% 30.47% -13.66% -7.62% -11.64% 5.27% -1.27% -2.43% 3.59% 1.31% 14.82% -14.08% -11.76%
2025 0.40% 4.05% -11.04% -1.04% 3.64% -12.03% 12.59% 5.55% 2.73% -2.89% 7.25% -13.74% -8.03%
2026 29.15% 2.50% -13.63% -1.96% -0.49% 0.01% — — — — — — 11.57%
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 904.83
Min balance 685.45
Max balance 1336.73
Monthly Performance
Metric Value
Average monthly return (geometric), % -0.33
Average monthly return (arithmetic), % 0.24
Best month, % 30.47
Worst month, % -14.08
PnL, Volume & Fees
Metric Value
Total PnL -95.17
Total PnL, % -9.52
Gross profit 3020.43
Gross loss 3038.87
Trading volume (USDT) 182260.75
Total transactions (buy/sell) 341
Total fees 65.61
Funding net -11.11
Funding accrued (received) 42.14
Funding paid 53.26
Trades
Metric Value
Total Trades 338
Win Trades 124
Los Trades 214
Win Rate, % 36.69
Expectancy per trade -0.0546
Max consecutive wins 9
Max consecutive losses 14
Risk & Exposure
Metric Value
Position avg, % of margin balance 88.16
Position max, % of margin balance 115.11
Max Drawdown 651.28
Max Drawdown, % 48.72
Risk-Adjusted Ratios
Metric Value
Profit Factor (gross profit/gross loss) 0.9939
Recovery Factor (Total PnL / Max DD) -0.1461
Sharpe ratio (monthly) 0.0757
Sortino ratio (monthly) 0.1260
CAGR, % -4.06
Calmar ratio (CAGR / Max DD%) -0.0833
Open Positions Size (USDT)
Strategy Charts
SOLUSDT 4h zigzag | PnL: 22.47 | Fee: 22.55 | Vol: 62656.39
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": 5,
    "detection": 19,
    "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
}