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
813.73
Total PnL
-186.27 (-18.63%)
Total Trades (Win/Los)
389 (140/249)
Win Rate
35.99%
Max Drawdown
633.51 (49.10%)
Total Fees
70.13
Position avg (max), %
87.68 (108.30)
Profit Factor
0.97
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 -9.26% 32.20% -21.81% -15.35% -2.89% 1.63% -0.81% -3.23% 6.79% -5.37% 21.23% -13.66% -20.44%
2025 5.74% 7.14% -7.14% 0.78% -1.19% -14.90% 10.45% 7.85% 0.69% -4.23% 3.45% -10.71% -5.40%
2026 24.46% 3.43% -16.15% -1.98% 2.23% 0.01% — — — — — — 8.18%
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 813.73
Min balance 656.86
Max balance 1290.37
Monthly Performance
Metric Value
Average monthly return (geometric), % -0.68
Average monthly return (arithmetic), % -0.02
Best month, % 32.20
Worst month, % -21.81
PnL, Volume & Fees
Metric Value
Total PnL -186.27
Total PnL, % -18.63
Gross profit 3005.20
Gross loss 3112.65
Trading volume (USDT) 194814.34
Total transactions (buy/sell) 392
Total fees 70.13
Funding net -8.69
Funding accrued (received) 39.89
Funding paid 48.58
Trades
Metric Value
Total Trades 389
Win Trades 140
Los Trades 249
Win Rate, % 35.99
Expectancy per trade -0.2762
Max consecutive wins 11
Max consecutive losses 20
Risk & Exposure
Metric Value
Position avg, % of margin balance 87.68
Position max, % of margin balance 108.30
Max Drawdown 633.51
Max Drawdown, % 49.10
Risk-Adjusted Ratios
Metric Value
Profit Factor (gross profit/gross loss) 0.9655
Recovery Factor (Total PnL / Max DD) -0.2940
Sharpe ratio (monthly) -0.0057
Sortino ratio (monthly) -0.0089
CAGR, % -8.18
Calmar ratio (CAGR / Max DD%) -0.1666
Open Positions Size (USDT)
Strategy Charts
SOLUSDT 4h zigzag | PnL: -364.02 | Fee: 26.34 | Vol: 73182.80
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": 6,
    "detection": 13,
    "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
}