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
959.51
Total PnL
-40.49 (-4.05%)
Total Trades (Win/Los)
519 (183/336)
Win Rate
35.26%
Max Drawdown
877.33 (48.57%)
Total Fees
139.30
Position avg (max), %
91.23 (120.67)
Profit Factor
1.02
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 -8.99% 25.33% -12.05% 5.55% 8.53% 4.98% 1.09% 15.16% -1.05% 0.00% 15.44% -25.04% 20.26%
2025 7.65% 2.12% -7.56% -1.91% -3.00% -2.44% 6.41% 3.58% 5.13% -5.56% 15.98% -20.16% -4.41%
2026 13.22% -8.30% -9.05% -10.87% -0.76% -0.01% — — — — — — -16.48%
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 959.51
Min balance 842.11
Max balance 1806.24
Monthly Performance
Metric Value
Average monthly return (geometric), % -0.14
Average monthly return (arithmetic), % 0.45
Best month, % 25.33
Worst month, % -25.04
PnL, Volume & Fees
Metric Value
Total PnL -40.49
Total PnL, % -4.05
Gross profit 4979.85
Gross loss 4871.08
Trading volume (USDT) 386976.01
Total transactions (buy/sell) 522
Total fees 139.30
Funding net -9.95
Funding accrued (received) 61.29
Funding paid 71.24
Trades
Metric Value
Total Trades 519
Win Trades 183
Los Trades 336
Win Rate, % 35.26
Expectancy per trade 0.2096
Max consecutive wins 8
Max consecutive losses 18
Risk & Exposure
Metric Value
Position avg, % of margin balance 91.23
Position max, % of margin balance 120.67
Max Drawdown 877.33
Max Drawdown, % 48.57
Risk-Adjusted Ratios
Metric Value
Profit Factor (gross profit/gross loss) 1.0223
Recovery Factor (Total PnL / Max DD) -0.0461
Sharpe ratio (monthly) 0.1448
Sortino ratio (monthly) 0.2100
CAGR, % -1.70
Calmar ratio (CAGR / Max DD%) -0.0349
Open Positions Size (USDT)
Strategy Charts
SOLUSDT 4h zigzag | PnL: -182.68 | Fee: 49.79 | Vol: 138312.25
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": 16,
    "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
}