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
682.45
Total PnL
-317.55 (-31.76%)
Total Trades (Win/Los)
482 (165/317)
Win Rate
34.23%
Max Drawdown
1017.65 (61.06%)
Total Fees
111.55
Position avg (max), %
89.80 (108.62)
Profit Factor
0.95
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 -11.98% 24.27% -9.94% 3.69% 2.72% 8.58% -1.58% 9.79% 4.40% 0.80% 13.42% -16.47% 22.75%
2025 4.27% 2.05% -9.83% -3.53% -6.95% -11.48% 4.34% 0.85% 4.87% -4.36% 16.06% -23.85% -28.88%
2026 11.40% -6.78% -17.29% -9.52% 0.63% 0.01% — — — — — — -21.78%
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 682.45
Min balance 648.92
Max balance 1666.56
Monthly Performance
Metric Value
Average monthly return (geometric), % -1.26
Average monthly return (arithmetic), % -0.71
Best month, % 24.27
Worst month, % -23.85
PnL, Volume & Fees
Metric Value
Total PnL -317.55
Total PnL, % -31.76
Gross profit 4063.16
Gross loss 4260.58
Trading volume (USDT) 309873.50
Total transactions (buy/sell) 485
Total fees 111.55
Funding net -8.59
Funding accrued (received) 52.76
Funding paid 61.35
Trades
Metric Value
Total Trades 482
Win Trades 165
Los Trades 317
Win Rate, % 34.23
Expectancy per trade -0.4096
Max consecutive wins 8
Max consecutive losses 16
Risk & Exposure
Metric Value
Position avg, % of margin balance 89.80
Position max, % of margin balance 108.62
Max Drawdown 1017.65
Max Drawdown, % 61.06
Risk-Adjusted Ratios
Metric Value
Profit Factor (gross profit/gross loss) 0.9537
Recovery Factor (Total PnL / Max DD) -0.3120
Sharpe ratio (monthly) -0.2372
Sortino ratio (monthly) -0.3161
CAGR, % -14.63
Calmar ratio (CAGR / Max DD%) -0.2397
Open Positions Size (USDT)
Strategy Charts
SOLUSDT 4h zigzag | PnL: -116.20 | Fee: 38.68 | Vol: 107463.98
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": 16,
    "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
}