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
962.13
Total PnL
-37.87 (-3.79%)
Total Trades (Win/Los)
742 (261/481)
Win Rate
35.18%
Max Drawdown
852.68 (48.88%)
Total Fees
194.22
Position avg (max), %
90.37 (110.00)
Profit Factor
1.03
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 2.48% 20.46% -2.78% 6.77% -0.76% -3.69% 1.23% 3.93% -0.33% -1.92% 21.49% -12.80% 33.42%
2025 11.49% -3.28% -13.89% -7.94% -4.94% -13.67% 8.31% 1.32% 7.86% 3.40% 17.27% -25.55% -25.04%
2026 16.77% -4.51% -0.54% -15.46% 2.67% -0.01% — — — — — — -3.74%
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 962.13
Min balance 891.60
Max balance 1744.29
Monthly Performance
Metric Value
Average monthly return (geometric), % -0.13
Average monthly return (arithmetic), % 0.45
Best month, % 21.49
Worst month, % -25.55
PnL, Volume & Fees
Metric Value
Total PnL -37.87
Total PnL, % -3.79
Gross profit 5682.74
Gross loss 5521.02
Trading volume (USDT) 539528.06
Total transactions (buy/sell) 745
Total fees 194.22
Funding net -5.36
Funding accrued (received) 61.63
Funding paid 66.99
Trades
Metric Value
Total Trades 742
Win Trades 261
Los Trades 481
Win Rate, % 35.18
Expectancy per trade 0.2179
Max consecutive wins 8
Max consecutive losses 23
Risk & Exposure
Metric Value
Position avg, % of margin balance 90.37
Position max, % of margin balance 110.00
Max Drawdown 852.68
Max Drawdown, % 48.88
Risk-Adjusted Ratios
Metric Value
Profit Factor (gross profit/gross loss) 1.0293
Recovery Factor (Total PnL / Max DD) -0.0444
Sharpe ratio (monthly) 0.1454
Sortino ratio (monthly) 0.2128
CAGR, % -1.59
Calmar ratio (CAGR / Max DD%) -0.0324
Open Positions Size (USDT)
Strategy Charts
SOLUSDT 4h zigzag | PnL: -299.93 | Fee: 67.35 | Vol: 187081.07
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": 3,
    "detection": 9,
    "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
}