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
766.63
Total PnL
-233.37 (-23.34%)
Total Trades (Win/Los)
452 (160/292)
Win Rate
35.40%
Max Drawdown
775.38 (51.42%)
Total Fees
101.02
Position avg (max), %
89.69 (113.54)
Profit Factor
0.97
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 -13.92% 22.25% -12.25% 3.35% 0.93% 7.31% 1.78% 7.28% 3.69% -0.87% 16.60% -17.29% 11.88%
2025 6.60% 6.89% -14.51% -7.04% -4.56% -7.83% 6.50% 6.15% 3.21% -0.10% 15.84% -23.48% -17.70%
2026 13.81% -2.24% -17.32% -9.39% -0.07% 0.01% — — — — — — -16.69%
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 766.63
Min balance 732.57
Max balance 1507.95
Monthly Performance
Metric Value
Average monthly return (geometric), % -0.88
Average monthly return (arithmetic), % -0.29
Best month, % 22.25
Worst month, % -23.48
PnL, Volume & Fees
Metric Value
Total PnL -233.37
Total PnL, % -23.34
Gross profit 3846.52
Gross loss 3971.27
Trading volume (USDT) 280620.27
Total transactions (buy/sell) 455
Total fees 101.02
Funding net -7.61
Funding accrued (received) 51.28
Funding paid 58.88
Trades
Metric Value
Total Trades 452
Win Trades 160
Los Trades 292
Win Rate, % 35.40
Expectancy per trade -0.2760
Max consecutive wins 7
Max consecutive losses 15
Risk & Exposure
Metric Value
Position avg, % of margin balance 89.69
Position max, % of margin balance 113.54
Max Drawdown 775.38
Max Drawdown, % 51.42
Risk-Adjusted Ratios
Metric Value
Profit Factor (gross profit/gross loss) 0.9686
Recovery Factor (Total PnL / Max DD) -0.3010
Sharpe ratio (monthly) -0.0931
Sortino ratio (monthly) -0.1246
CAGR, % -10.42
Calmar ratio (CAGR / Max DD%) -0.2027
Open Positions Size (USDT)
Strategy Charts
SOLUSDT 4h zigzag | PnL: 36.00 | Fee: 34.53 | Vol: 95924.04
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": 17,
    "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
}