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
729.82
Total PnL
-270.18 (-27.02%)
Total Trades (Win/Los)
438 (152/286)
Win Rate
34.70%
Max Drawdown
761.83 (51.99%)
Total Fees
98.58
Position avg (max), %
89.28 (112.91)
Profit Factor
0.96
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 -4.37% 27.50% -14.22% 0.50% -3.52% 4.60% 0.58% 6.32% 3.42% -2.86% 16.75% -17.42% 9.88%
2025 5.23% 6.19% -8.07% -10.49% -4.65% -8.63% 5.77% 7.31% 2.55% 3.37% 14.15% -24.25% -16.66%
2026 13.35% -3.02% -17.58% -10.78% -1.36% 0.01% — — — — — — -20.25%
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 729.82
Min balance 703.52
Max balance 1465.35
Monthly Performance
Metric Value
Average monthly return (geometric), % -1.04
Average monthly return (arithmetic), % -0.45
Best month, % 27.50
Worst month, % -24.25
PnL, Volume & Fees
Metric Value
Total PnL -270.18
Total PnL, % -27.02
Gross profit 3797.05
Gross loss 3961.52
Trading volume (USDT) 273858.78
Total transactions (buy/sell) 441
Total fees 98.58
Funding net -7.12
Funding accrued (received) 51.95
Funding paid 59.07
Trades
Metric Value
Total Trades 438
Win Trades 152
Los Trades 286
Win Rate, % 34.70
Expectancy per trade -0.3755
Max consecutive wins 9
Max consecutive losses 16
Risk & Exposure
Metric Value
Position avg, % of margin balance 89.28
Position max, % of margin balance 112.91
Max Drawdown 761.83
Max Drawdown, % 51.99
Risk-Adjusted Ratios
Metric Value
Profit Factor (gross profit/gross loss) 0.9585
Recovery Factor (Total PnL / Max DD) -0.3546
Sharpe ratio (monthly) -0.1456
Sortino ratio (monthly) -0.2006
CAGR, % -12.23
Calmar ratio (CAGR / Max DD%) -0.2352
Open Positions Size (USDT)
Strategy Charts
SOLUSDT 4h zigzag | PnL: -23.68 | Fee: 34.52 | Vol: 95890.15
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": 18,
    "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
}