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
868.09
Total PnL
-131.91 (-13.19%)
Total Trades (Win/Los)
483 (123/360)
Win Rate
25.47%
Max Drawdown
1135.98 (57.66%)
Total Fees
131.23
Position avg (max), %
88.55 (118.50)
Profit Factor
1.00
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 -17.08% 26.18% 21.73% 5.01% -0.12% 4.82% 9.52% 4.86% 7.10% -2.69% 11.50% -21.83% 46.07%
2025 -21.04% 12.36% -19.37% 2.02% 6.21% -5.63% 15.40% 16.79% 7.54% -22.31% 11.03% -11.31% -18.89%
2026 17.78% -8.94% -27.91% 2.22% -7.25% 0.01% — — — — — — -26.69%
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 868.09
Min balance 818.34
Max balance 1970.25
Monthly Performance
Metric Value
Average monthly return (geometric), % -0.47
Average monthly return (arithmetic), % 0.55
Best month, % 26.18
Worst month, % -27.91
PnL, Volume & Fees
Metric Value
Total PnL -131.91
Total PnL, % -13.19
Gross profit 4664.09
Gross loss 4658.24
Trading volume (USDT) 364560.10
Total transactions (buy/sell) 486
Total fees 131.23
Funding net -6.52
Funding accrued (received) 64.78
Funding paid 71.30
Trades
Metric Value
Total Trades 483
Win Trades 123
Los Trades 360
Win Rate, % 25.47
Expectancy per trade 0.0121
Max consecutive wins 5
Max consecutive losses 32
Risk & Exposure
Metric Value
Position avg, % of margin balance 88.55
Position max, % of margin balance 118.50
Max Drawdown 1135.98
Max Drawdown, % 57.66
Risk-Adjusted Ratios
Metric Value
Profit Factor (gross profit/gross loss) 1.0013
Recovery Factor (Total PnL / Max DD) -0.1161
Sharpe ratio (monthly) 0.1371
Sortino ratio (monthly) 0.1868
CAGR, % -5.69
Calmar ratio (CAGR / Max DD%) -0.0987
Open Positions Size (USDT)
Strategy Charts
SOLUSDT 4h zigzag | PnL: -65.05 | Fee: 46.96 | Vol: 130448.95
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": 10,
    "detection": 3,
    "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
}