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
769.21
Total PnL
-230.79 (-23.08%)
Total Trades (Win/Los)
396 (102/294)
Win Rate
25.76%
Max Drawdown
764.96 (50.66%)
Total Fees
91.26
Position avg (max), %
87.84 (118.18)
Profit Factor
0.96
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 -19.32% 24.87% 18.74% 1.21% -4.78% 2.47% 1.39% 4.65% 8.37% -4.82% 7.84% -18.44% 13.71%
2025 -17.98% 11.55% -2.43% -2.99% 4.75% -8.98% 16.47% 12.94% 6.34% -17.92% 9.28% -13.01% -9.88%
2026 18.27% -8.55% -27.35% 5.94% -9.80% 0.01% — — — — — — -24.89%
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 769.21
Min balance 744.94
Max balance 1509.90
Monthly Performance
Metric Value
Average monthly return (geometric), % -0.87
Average monthly return (arithmetic), % -0.04
Best month, % 24.87
Worst month, % -27.35
PnL, Volume & Fees
Metric Value
Total PnL -230.79
Total PnL, % -23.08
Gross profit 3618.94
Gross loss 3754.65
Trading volume (USDT) 253511.32
Total transactions (buy/sell) 399
Total fees 91.26
Funding net -3.83
Funding accrued (received) 55.69
Funding paid 59.52
Trades
Metric Value
Total Trades 396
Win Trades 102
Los Trades 294
Win Rate, % 25.76
Expectancy per trade -0.3427
Max consecutive wins 4
Max consecutive losses 21
Risk & Exposure
Metric Value
Position avg, % of margin balance 87.84
Position max, % of margin balance 118.18
Max Drawdown 764.96
Max Drawdown, % 50.66
Risk-Adjusted Ratios
Metric Value
Profit Factor (gross profit/gross loss) 0.9639
Recovery Factor (Total PnL / Max DD) -0.3017
Sharpe ratio (monthly) -0.0115
Sortino ratio (monthly) -0.0157
CAGR, % -10.30
Calmar ratio (CAGR / Max DD%) -0.2032
Open Positions Size (USDT)
Strategy Charts
SOLUSDT 4h zigzag | PnL: 93.17 | Fee: 29.86 | Vol: 82954.43
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": 12,
    "detection": 4,
    "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
}