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
842.64
Total PnL
-157.36 (-15.74%)
Total Trades (Win/Los)
334 (108/226)
Win Rate
32.34%
Max Drawdown
655.34 (45.00%)
Total Fees
73.26
Position avg (max), %
88.52 (111.98)
Profit Factor
0.98
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 -24.28% 34.09% 12.42% -6.96% 2.12% 9.07% -0.90% -5.03% -1.31% 6.94% 6.13% -21.77% -2.44%
2025 5.33% 5.65% -8.97% -6.45% 6.05% -4.14% 8.92% 6.81% 6.05% -24.77% 8.19% -10.51% -13.45%
2026 19.75% 1.77% -13.90% -3.86% -1.04% 0.01% — — — — — — -0.15%
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 842.64
Min balance 740.61
Max balance 1456.20
Monthly Performance
Metric Value
Average monthly return (geometric), % -0.57
Average monthly return (arithmetic), % 0.18
Best month, % 34.09
Worst month, % -24.77
PnL, Volume & Fees
Metric Value
Total PnL -157.36
Total PnL, % -15.74
Gross profit 3279.18
Gross loss 3353.74
Trading volume (USDT) 203513.17
Total transactions (buy/sell) 337
Total fees 73.26
Funding net -9.54
Funding accrued (received) 49.25
Funding paid 58.78
Trades
Metric Value
Total Trades 334
Win Trades 108
Los Trades 226
Win Rate, % 32.34
Expectancy per trade -0.2233
Max consecutive wins 5
Max consecutive losses 17
Risk & Exposure
Metric Value
Position avg, % of margin balance 88.52
Position max, % of margin balance 111.98
Max Drawdown 655.34
Max Drawdown, % 45.00
Risk-Adjusted Ratios
Metric Value
Profit Factor (gross profit/gross loss) 0.9778
Recovery Factor (Total PnL / Max DD) -0.2401
Sharpe ratio (monthly) 0.0515
Sortino ratio (monthly) 0.0727
CAGR, % -6.84
Calmar ratio (CAGR / Max DD%) -0.1521
Open Positions Size (USDT)
Strategy Charts
SOLUSDT 4h zigzag | PnL: -13.06 | Fee: 23.52 | Vol: 65343.24
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": 8,
    "detection": 8,
    "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
}