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
926.77
Total PnL
-73.23 (-7.32%)
Total Trades (Win/Los)
593 (212/381)
Win Rate
35.75%
Max Drawdown
963.93 (51.91%)
Total Fees
171.08
Position avg (max), %
91.20 (114.93)
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 -3.89% 18.82% -6.50% 8.39% -2.31% 2.69% -1.37% 3.39% 9.12% 0.85% 23.66% -15.00% 36.96%
2025 15.15% 2.28% -5.08% -1.85% -6.49% -10.34% 3.04% 4.04% 7.45% -0.94% 13.80% -19.66% -4.03%
2026 10.95% -18.81% -12.37% -10.90% 0.32% -0.01% — — — — — — -29.45%
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 926.77
Min balance 891.75
Max balance 1856.99
Monthly Performance
Metric Value
Average monthly return (geometric), % -0.25
Average monthly return (arithmetic), % 0.28
Best month, % 23.66
Worst month, % -19.66
PnL, Volume & Fees
Metric Value
Total PnL -73.23
Total PnL, % -7.32
Gross profit 5653.64
Gross loss 5548.87
Trading volume (USDT) 475244.32
Total transactions (buy/sell) 596
Total fees 171.08
Funding net -6.92
Funding accrued (received) 67.31
Funding paid 74.24
Trades
Metric Value
Total Trades 593
Win Trades 212
Los Trades 381
Win Rate, % 35.75
Expectancy per trade 0.1767
Max consecutive wins 8
Max consecutive losses 25
Risk & Exposure
Metric Value
Position avg, % of margin balance 91.20
Position max, % of margin balance 114.93
Max Drawdown 963.93
Max Drawdown, % 51.91
Risk-Adjusted Ratios
Metric Value
Profit Factor (gross profit/gross loss) 1.0189
Recovery Factor (Total PnL / Max DD) -0.0760
Sharpe ratio (monthly) 0.0944
Sortino ratio (monthly) 0.1387
CAGR, % -3.10
Calmar ratio (CAGR / Max DD%) -0.0597
Open Positions Size (USDT)
Strategy Charts
SOLUSDT 4h zigzag | PnL: -145.37 | Fee: 56.73 | Vol: 157588.84
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": 12,
    "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
}