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
506.95
Total PnL
-493.05 (-49.30%)
Total Trades (Win/Los)
446 (155/291)
Win Rate
34.75%
Max Drawdown
787.96 (62.02%)
Total Fees
74.39
Position avg (max), %
87.06 (119.15)
Profit Factor
0.87
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 -13.03% 25.40% -16.54% 5.93% 0.51% 3.03% 0.25% -1.97% -1.41% -5.48% 12.71% -29.81% -27.67%
2025 3.85% 5.07% -7.66% -5.56% -4.67% -8.74% 2.33% 6.93% 2.70% 4.92% 11.47% -22.95% -16.16%
2026 13.01% -6.75% -12.42% -10.77% 1.55% 0.01% — — — — — — -16.36%
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 506.95
Min balance 482.53
Max balance 1270.49
Monthly Performance
Metric Value
Average monthly return (geometric), % -2.24
Average monthly return (arithmetic), % -1.60
Best month, % 25.40
Worst month, % -29.81
PnL, Volume & Fees
Metric Value
Total PnL -493.05
Total PnL, % -49.30
Gross profit 2828.72
Gross loss 3241.87
Trading volume (USDT) 206638.48
Total transactions (buy/sell) 449
Total fees 74.39
Funding net -5.51
Funding accrued (received) 38.25
Funding paid 43.75
Trades
Metric Value
Total Trades 446
Win Trades 155
Los Trades 291
Win Rate, % 34.75
Expectancy per trade -0.9264
Max consecutive wins 12
Max consecutive losses 14
Risk & Exposure
Metric Value
Position avg, % of margin balance 87.06
Position max, % of margin balance 119.15
Max Drawdown 787.96
Max Drawdown, % 62.02
Risk-Adjusted Ratios
Metric Value
Profit Factor (gross profit/gross loss) 0.8726
Recovery Factor (Total PnL / Max DD) -0.6257
Sharpe ratio (monthly) -0.5068
Sortino ratio (monthly) -0.6211
CAGR, % -24.52
Calmar ratio (CAGR / Max DD%) -0.3954
Open Positions Size (USDT)
Strategy Charts
SOLUSDT 4h zigzag | PnL: -314.47 | Fee: 27.73 | Vol: 77033.25
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": 20,
    "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
}