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
839.94
Total PnL
-160.06 (-16.01%)
Total Trades (Win/Los)
593 (207/386)
Win Rate
34.91%
Max Drawdown
1103.18 (57.66%)
Total Fees
161.35
Position avg (max), %
91.39 (125.64)
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 -5.12% 18.70% -11.22% 7.33% 12.35% -1.45% 3.61% 14.51% 1.69% 2.55% 20.04% -20.19% 40.85%
2025 11.48% -3.36% -4.99% -4.62% -11.25% -10.66% 2.50% -0.35% 6.89% 0.16% 11.59% -19.18% -23.66%
2026 12.90% -14.32% -9.28% -9.60% -1.47% -0.01% — — — — — — -21.83%
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 839.94
Min balance 809.99
Max balance 1913.18
Monthly Performance
Metric Value
Average monthly return (geometric), % -0.58
Average monthly return (arithmetic), % -0.03
Best month, % 20.04
Worst month, % -20.19
PnL, Volume & Fees
Metric Value
Total PnL -160.06
Total PnL, % -16.01
Gross profit 5327.58
Gross loss 5317.76
Trading volume (USDT) 448203.83
Total transactions (buy/sell) 596
Total fees 161.35
Funding net -8.54
Funding accrued (received) 62.89
Funding paid 71.43
Trades
Metric Value
Total Trades 593
Win Trades 207
Los Trades 386
Win Rate, % 34.91
Expectancy per trade 0.0166
Max consecutive wins 8
Max consecutive losses 24
Risk & Exposure
Metric Value
Position avg, % of margin balance 91.39
Position max, % of margin balance 125.64
Max Drawdown 1103.18
Max Drawdown, % 57.66
Risk-Adjusted Ratios
Metric Value
Profit Factor (gross profit/gross loss) 1.0018
Recovery Factor (Total PnL / Max DD) -0.1451
Sharpe ratio (monthly) -0.0084
Sortino ratio (monthly) -0.0120
CAGR, % -6.97
Calmar ratio (CAGR / Max DD%) -0.1208
Open Positions Size (USDT)
Strategy Charts
SOLUSDT 4h zigzag | PnL: -233.91 | Fee: 56.88 | Vol: 157997.51
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": 14,
    "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
}