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
941.99
Total PnL
-58.01 (-5.80%)
Total Trades (Win/Los)
320 (108/212)
Win Rate
33.75%
Max Drawdown
523.52 (36.89%)
Total Fees
74.26
Position avg (max), %
88.41 (112.11)
Profit Factor
1.01
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 -25.42% 34.49% 11.41% -6.92% 0.93% 7.37% 1.15% -2.25% -1.01% 6.85% 6.11% -21.08% -1.28%
2025 4.32% 4.97% 2.52% -4.07% 5.97% -4.40% 9.06% 6.79% 5.64% -26.33% 9.31% -9.83% -2.53%
2026 20.75% 1.17% -15.33% -4.06% -1.31% 0.01% — — — — — — -2.05%
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 941.99
Min balance 729.06
Max balance 1418.97
Monthly Performance
Metric Value
Average monthly return (geometric), % -0.20
Average monthly return (arithmetic), % 0.56
Best month, % 34.49
Worst month, % -26.33
PnL, Volume & Fees
Metric Value
Total PnL -58.01
Total PnL, % -5.80
Gross profit 3445.74
Gross loss 3419.68
Trading volume (USDT) 206302.83
Total transactions (buy/sell) 323
Total fees 74.26
Funding net -9.81
Funding accrued (received) 52.26
Funding paid 62.07
Trades
Metric Value
Total Trades 320
Win Trades 108
Los Trades 212
Win Rate, % 33.75
Expectancy per trade 0.0815
Max consecutive wins 5
Max consecutive losses 17
Risk & Exposure
Metric Value
Position avg, % of margin balance 88.41
Position max, % of margin balance 112.11
Max Drawdown 523.52
Max Drawdown, % 36.89
Risk-Adjusted Ratios
Metric Value
Profit Factor (gross profit/gross loss) 1.0076
Recovery Factor (Total PnL / Max DD) -0.1108
Sharpe ratio (monthly) 0.1597
Sortino ratio (monthly) 0.2256
CAGR, % -2.44
Calmar ratio (CAGR / Max DD%) -0.0662
Open Positions Size (USDT)
Strategy Charts
SOLUSDT 4h zigzag | PnL: 59.06 | Fee: 24.60 | Vol: 68354.56
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": 8,
    "detection": 10,
    "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
}