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
899.95
Total PnL
-100.05 (-10.00%)
Total Trades (Win/Los)
279 (105/174)
Win Rate
37.63%
Max Drawdown
504.45 (38.72%)
Total Fees
59.91
Position avg (max), %
88.25 (112.12)
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 -28.60% 34.46% 10.92% -6.66% -0.96% 5.51% 1.13% -3.20% 0.84% 5.01% 6.13% -22.72% -11.67%
2025 3.84% 6.90% 2.61% -0.30% 4.25% -8.95% 11.30% 6.01% 5.69% -24.00% 4.20% -13.92% -8.36%
2026 27.73% 1.19% -9.80% -1.47% -3.16% 0.01% — — — — — — 11.25%
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 899.95
Min balance 698.68
Max balance 1302.76
Monthly Performance
Metric Value
Average monthly return (geometric), % -0.35
Average monthly return (arithmetic), % 0.47
Best month, % 34.46
Worst month, % -28.60
PnL, Volume & Fees
Metric Value
Total PnL -100.05
Total PnL, % -10.00
Gross profit 2991.64
Gross loss 3020.82
Trading volume (USDT) 166440.90
Total transactions (buy/sell) 282
Total fees 59.91
Funding net -10.95
Funding accrued (received) 46.98
Funding paid 57.93
Trades
Metric Value
Total Trades 279
Win Trades 105
Los Trades 174
Win Rate, % 37.63
Expectancy per trade -0.1046
Max consecutive wins 5
Max consecutive losses 14
Risk & Exposure
Metric Value
Position avg, % of margin balance 88.25
Position max, % of margin balance 112.12
Max Drawdown 504.45
Max Drawdown, % 38.72
Risk-Adjusted Ratios
Metric Value
Profit Factor (gross profit/gross loss) 0.9903
Recovery Factor (Total PnL / Max DD) -0.1983
Sharpe ratio (monthly) 0.1278
Sortino ratio (monthly) 0.1830
CAGR, % -4.27
Calmar ratio (CAGR / Max DD%) -0.1103
Open Positions Size (USDT)
Strategy Charts
SOLUSDT 4h zigzag | PnL: -218.26 | Fee: 21.76 | Vol: 60463.48
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": 17,
    "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
}