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
520.93
Total PnL
-479.07 (-47.91%)
Total Trades (Win/Los)
552 (187/365)
Win Rate
33.88%
Max Drawdown
964.09 (65.90%)
Total Fees
114.68
Position avg (max), %
90.27 (123.31)
Profit Factor
0.91
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 -5.51% 18.18% -15.45% 4.26% 3.74% 2.36% -1.21% 3.76% 5.25% -0.71% 20.34% -20.73% 6.83%
2025 9.27% 1.28% -7.47% -7.96% -7.68% -13.92% 2.22% -2.21% 7.72% 1.90% 11.49% -20.31% -26.98%
2026 10.73% -17.76% -18.01% -10.63% 0.12% 0.01% — — — — — — -33.18%
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 520.93
Min balance 498.95
Max balance 1463.04
Monthly Performance
Metric Value
Average monthly return (geometric), % -2.15
Average monthly return (arithmetic), % -1.56
Best month, % 20.34
Worst month, % -20.73
PnL, Volume & Fees
Metric Value
Total PnL -479.07
Total PnL, % -47.91
Gross profit 3823.95
Gross loss 4181.44
Trading volume (USDT) 318560.45
Total transactions (buy/sell) 555
Total fees 114.68
Funding net -6.91
Funding accrued (received) 47.96
Funding paid 54.87
Trades
Metric Value
Total Trades 552
Win Trades 187
Los Trades 365
Win Rate, % 33.88
Expectancy per trade -0.6476
Max consecutive wins 8
Max consecutive losses 24
Risk & Exposure
Metric Value
Position avg, % of margin balance 90.27
Position max, % of margin balance 123.31
Max Drawdown 964.09
Max Drawdown, % 65.90
Risk-Adjusted Ratios
Metric Value
Profit Factor (gross profit/gross loss) 0.9145
Recovery Factor (Total PnL / Max DD) -0.4969
Sharpe ratio (monthly) -0.5090
Sortino ratio (monthly) -0.6263
CAGR, % -23.67
Calmar ratio (CAGR / Max DD%) -0.3591
Open Positions Size (USDT)
Strategy Charts
SOLUSDT 4h zigzag | PnL: -326.28 | Fee: 40.06 | Vol: 111279.62
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": 14,
    "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
}