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
938.57
Total PnL
-61.43 (-6.14%)
Total Trades (Win/Los)
404 (146/258)
Win Rate
36.14%
Max Drawdown
793.54 (47.38%)
Total Fees
105.31
Position avg (max), %
90.56 (109.93)
Profit Factor
1.01
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 -2.61% 26.90% -4.39% 1.00% -2.65% 1.51% 3.36% 0.04% 2.60% 3.10% 20.39% -18.70% 26.24%
2025 3.82% 3.46% -6.58% -4.41% -4.03% -9.86% 3.97% 7.12% 0.38% 4.78% 13.30% -21.39% -13.44%
2026 17.71% -3.24% -19.10% -8.77% 2.22% 0.01% — — — — — — -14.06%
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 938.57
Min balance 872.29
Max balance 1675.00
Monthly Performance
Metric Value
Average monthly return (geometric), % -0.21
Average monthly return (arithmetic), % 0.33
Best month, % 26.90
Worst month, % -21.39
PnL, Volume & Fees
Metric Value
Total PnL -61.43
Total PnL, % -6.14
Gross profit 4399.25
Gross loss 4347.17
Trading volume (USDT) 292557.14
Total transactions (buy/sell) 407
Total fees 105.31
Funding net -8.19
Funding accrued (received) 60.21
Funding paid 68.40
Trades
Metric Value
Total Trades 404
Win Trades 146
Los Trades 258
Win Rate, % 36.14
Expectancy per trade 0.1289
Max consecutive wins 9
Max consecutive losses 16
Risk & Exposure
Metric Value
Position avg, % of margin balance 90.56
Position max, % of margin balance 109.93
Max Drawdown 793.54
Max Drawdown, % 47.38
Risk-Adjusted Ratios
Metric Value
Profit Factor (gross profit/gross loss) 1.0120
Recovery Factor (Total PnL / Max DD) -0.0774
Sharpe ratio (monthly) 0.1102
Sortino ratio (monthly) 0.1638
CAGR, % -2.59
Calmar ratio (CAGR / Max DD%) -0.0547
Open Positions Size (USDT)
Strategy Charts
SOLUSDT 4h zigzag | PnL: 209.25 | Fee: 35.75 | Vol: 99326.80
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": 19,
    "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
}