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
870.48
Total PnL
-129.52 (-12.95%)
Total Trades (Win/Los)
553 (193/360)
Win Rate
34.90%
Max Drawdown
910.75 (51.96%)
Total Fees
149.49
Position avg (max), %
91.26 (127.63)
Profit Factor
1.01
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 -6.41% 21.96% -14.87% 9.05% 10.87% 0.68% 3.77% 7.85% -0.33% 1.71% 18.74% -23.07% 22.58%
2025 9.77% 0.47% -6.30% -0.52% -4.23% -4.66% 5.48% 5.38% 5.95% -2.30% 14.23% -18.58% 0.45%
2026 15.05% -17.34% -15.30% -10.13% -2.27% -0.01% — — — — — — -29.27%
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 870.48
Min balance 842.08
Max balance 1752.84
Monthly Performance
Metric Value
Average monthly return (geometric), % -0.46
Average monthly return (arithmetic), % 0.15
Best month, % 21.96
Worst month, % -23.07
PnL, Volume & Fees
Metric Value
Total PnL -129.52
Total PnL, % -12.95
Gross profit 5160.38
Gross loss 5131.46
Trading volume (USDT) 415275.96
Total transactions (buy/sell) 556
Total fees 149.49
Funding net -8.95
Funding accrued (received) 62.29
Funding paid 71.24
Trades
Metric Value
Total Trades 553
Win Trades 193
Los Trades 360
Win Rate, % 34.90
Expectancy per trade 0.0523
Max consecutive wins 8
Max consecutive losses 24
Risk & Exposure
Metric Value
Position avg, % of margin balance 91.26
Position max, % of margin balance 127.63
Max Drawdown 910.75
Max Drawdown, % 51.96
Risk-Adjusted Ratios
Metric Value
Profit Factor (gross profit/gross loss) 1.0056
Recovery Factor (Total PnL / Max DD) -0.1422
Sharpe ratio (monthly) 0.0489
Sortino ratio (monthly) 0.0679
CAGR, % -5.58
Calmar ratio (CAGR / Max DD%) -0.1074
Open Positions Size (USDT)
Strategy Charts
SOLUSDT 4h zigzag | PnL: -234.17 | Fee: 53.47 | Vol: 148526.18
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": 15,
    "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
}