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
924.01
Total PnL
-75.99 (-7.60%)
Total Trades (Win/Los)
1720 (588/1132)
Win Rate
34.19%
Max Drawdown
592.93 (40.97%)
Total Fees
401.73
Position avg (max), %
91.20 (107.90)
Profit Factor
1.04
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 -1.48% 2.10% 1.41% -2.96% 1.00% 1.01% 5.20% 0.40% -13.31% 11.74% 21.48% -8.48% 14.89%
2025 0.97% 6.08% -9.96% -8.76% -8.65% -2.42% 4.35% 18.61% 1.26% 1.60% 3.22% -24.88% -22.57%
2026 7.81% 13.58% 8.51% -14.26% -8.78% 0.02% — — — — — — 3.94%
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 924.01
Min balance 854.48
Max balance 1447.40
Monthly Performance
Metric Value
Average monthly return (geometric), % -0.26
Average monthly return (arithmetic), % 0.21
Best month, % 21.48
Worst month, % -24.88
PnL, Volume & Fees
Metric Value
Total PnL -75.99
Total PnL, % -7.60
Gross profit 7950.23
Gross loss 7618.95
Trading volume (USDT) 1115946.97
Total transactions (buy/sell) 1723
Total fees 401.73
Funding net -5.54
Funding accrued (received) 55.23
Funding paid 60.77
Trades
Metric Value
Total Trades 1720
Win Trades 588
Los Trades 1132
Win Rate, % 34.19
Expectancy per trade 0.1926
Max consecutive wins 8
Max consecutive losses 21
Risk & Exposure
Metric Value
Position avg, % of margin balance 91.20
Position max, % of margin balance 107.90
Max Drawdown 592.93
Max Drawdown, % 40.97
Risk-Adjusted Ratios
Metric Value
Profit Factor (gross profit/gross loss) 1.0435
Recovery Factor (Total PnL / Max DD) -0.1282
Sharpe ratio (monthly) 0.0768
Sortino ratio (monthly) 0.1077
CAGR, % -3.22
Calmar ratio (CAGR / Max DD%) -0.0786
Open Positions Size (USDT)
Strategy Charts
SOLUSDT 4h zigzag | PnL: 56.47 | Fee: 136.80 | Vol: 379996.57
Details
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  "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": 2,
    "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
}