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
590.00
Total PnL
-410.00 (-41.00%)
Total Trades (Win/Los)
578 (198/380)
Win Rate
34.26%
Max Drawdown
890.49 (61.16%)
Total Fees
129.36
Position avg (max), %
90.59 (119.22)
Profit Factor
0.94
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 -3.95% 19.24% -13.30% 4.25% -2.55% 2.77% -0.78% 0.91% 5.53% -0.13% 21.97% -16.75% 11.10%
2025 13.39% 1.76% -6.07% -4.97% -6.96% -13.48% 2.65% 0.61% 6.68% -0.18% 13.31% -21.72% -19.12%
2026 9.56% -22.06% -14.96% -9.97% 0.48% 0.01% — — — — — — -34.30%
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 590.00
Min balance 565.63
Max balance 1456.12
Monthly Performance
Metric Value
Average monthly return (geometric), % -1.74
Average monthly return (arithmetic), % -1.16
Best month, % 21.97
Worst month, % -22.06
PnL, Volume & Fees
Metric Value
Total PnL -410.00
Total PnL, % -41.00
Gross profit 4233.04
Gross loss 4507.44
Trading volume (USDT) 359333.69
Total transactions (buy/sell) 581
Total fees 129.36
Funding net -6.26
Funding accrued (received) 52.23
Funding paid 58.49
Trades
Metric Value
Total Trades 578
Win Trades 198
Los Trades 380
Win Rate, % 34.26
Expectancy per trade -0.4747
Max consecutive wins 8
Max consecutive losses 25
Risk & Exposure
Metric Value
Position avg, % of margin balance 90.59
Position max, % of margin balance 119.22
Max Drawdown 890.49
Max Drawdown, % 61.16
Risk-Adjusted Ratios
Metric Value
Profit Factor (gross profit/gross loss) 0.9391
Recovery Factor (Total PnL / Max DD) -0.4604
Sharpe ratio (monthly) -0.3748
Sortino ratio (monthly) -0.4841
CAGR, % -19.63
Calmar ratio (CAGR / Max DD%) -0.3209
Open Positions Size (USDT)
Strategy Charts
SOLUSDT 4h zigzag | PnL: -180.23 | Fee: 43.50 | Vol: 120836.09
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": 13,
    "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
}