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
572.99
Total PnL
-427.01 (-42.70%)
Total Trades (Win/Los)
456 (162/294)
Win Rate
35.53%
Max Drawdown
791.68 (59.37%)
Total Fees
82.05
Position avg (max), %
87.96 (127.63)
Profit Factor
0.90
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 -11.78% 25.17% -15.80% 6.21% 2.02% 3.51% 0.40% 0.72% -4.48% -4.51% 14.07% -29.20% -22.30%
2025 4.80% 3.02% -6.63% -4.05% -3.63% -9.18% 1.60% 6.36% 3.33% 7.32% 12.28% -21.47% -10.55%
2026 13.07% -10.72% -11.69% -9.53% 2.25% 0.01% — — — — — — -17.51%
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 572.99
Min balance 541.79
Max balance 1333.47
Monthly Performance
Metric Value
Average monthly return (geometric), % -1.84
Average monthly return (arithmetic), % -1.22
Best month, % 25.17
Worst month, % -29.20
PnL, Volume & Fees
Metric Value
Total PnL -427.01
Total PnL, % -42.70
Gross profit 3083.67
Gross loss 3423.36
Trading volume (USDT) 227932.07
Total transactions (buy/sell) 459
Total fees 82.05
Funding net -5.26
Funding accrued (received) 41.64
Funding paid 46.90
Trades
Metric Value
Total Trades 456
Win Trades 162
Los Trades 294
Win Rate, % 35.53
Expectancy per trade -0.7449
Max consecutive wins 9
Max consecutive losses 18
Risk & Exposure
Metric Value
Position avg, % of margin balance 87.96
Position max, % of margin balance 127.63
Max Drawdown 791.68
Max Drawdown, % 59.37
Risk-Adjusted Ratios
Metric Value
Profit Factor (gross profit/gross loss) 0.9008
Recovery Factor (Total PnL / Max DD) -0.5394
Sharpe ratio (monthly) -0.3873
Sortino ratio (monthly) -0.4874
CAGR, % -20.59
Calmar ratio (CAGR / Max DD%) -0.3469
Open Positions Size (USDT)
Strategy Charts
SOLUSDT 4h zigzag | PnL: -324.96 | Fee: 30.61 | Vol: 85045.53
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": 19,
    "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
}