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
532.86
Total PnL
-467.14 (-46.71%)
Total Trades (Win/Los)
522 (179/343)
Win Rate
34.29%
Max Drawdown
913.79 (64.08%)
Total Fees
108.42
Position avg (max), %
89.85 (125.10)
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 -6.77% 17.07% -18.09% 6.44% 3.48% 2.21% -2.07% 2.90% 6.06% 1.72% 18.10% -14.07% 11.03%
2025 5.22% 0.97% -9.29% -3.75% -8.73% -13.45% 5.08% 3.62% 5.82% -0.43% 12.53% -22.20% -26.39%
2026 12.44% -17.58% -21.72% -9.02% -1.17% 0.01% — — — — — — -34.76%
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 532.86
Min balance 512.13
Max balance 1425.92
Monthly Performance
Metric Value
Average monthly return (geometric), % -2.07
Average monthly return (arithmetic), % -1.49
Best month, % 18.10
Worst month, % -22.20
PnL, Volume & Fees
Metric Value
Total PnL -467.14
Total PnL, % -46.71
Gross profit 3729.12
Gross loss 4081.84
Trading volume (USDT) 301169.52
Total transactions (buy/sell) 525
Total fees 108.42
Funding net -6.00
Funding accrued (received) 48.20
Funding paid 54.21
Trades
Metric Value
Total Trades 522
Win Trades 179
Los Trades 343
Win Rate, % 34.29
Expectancy per trade -0.6757
Max consecutive wins 8
Max consecutive losses 22
Risk & Exposure
Metric Value
Position avg, % of margin balance 89.85
Position max, % of margin balance 125.10
Max Drawdown 913.79
Max Drawdown, % 64.08
Risk-Adjusted Ratios
Metric Value
Profit Factor (gross profit/gross loss) 0.9136
Recovery Factor (Total PnL / Max DD) -0.5112
Sharpe ratio (monthly) -0.4871
Sortino ratio (monthly) -0.5903
CAGR, % -22.95
Calmar ratio (CAGR / Max DD%) -0.3581
Open Positions Size (USDT)
Strategy Charts
SOLUSDT 4h zigzag | PnL: -233.22 | Fee: 37.44 | Vol: 103992.91
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": 15,
    "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
}