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
857.33
Total PnL
-142.67 (-14.27%)
Total Trades (Win/Los)
1445 (350/1095)
Win Rate
24.22%
Max Drawdown
740.32 (51.46%)
Total Fees
305.96
Position avg (max), %
89.50 (105.88)
Profit Factor
1.03
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 -13.53% 20.17% -7.85% 12.76% -1.18% -8.74% -0.05% 14.69% -3.69% 2.32% 17.74% -16.53% 8.09%
2025 -5.07% 1.17% -15.64% -5.57% 1.94% -7.84% -7.99% 12.72% 3.46% 8.79% 20.54% -18.47% -17.54%
2026 14.76% 5.68% -6.33% -11.40% -4.38% 0.01% — — — — — — -3.75%
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 857.33
Min balance 698.31
Max balance 1438.63
Monthly Performance
Metric Value
Average monthly return (geometric), % -0.51
Average monthly return (arithmetic), % 0.08
Best month, % 20.54
Worst month, % -18.47
PnL, Volume & Fees
Metric Value
Total PnL -142.67
Total PnL, % -14.27
Gross profit 5879.07
Gross loss 5712.73
Trading volume (USDT) 849903.58
Total transactions (buy/sell) 1448
Total fees 305.96
Funding net -3.05
Funding accrued (received) 50.33
Funding paid 53.38
Trades
Metric Value
Total Trades 1445
Win Trades 350
Los Trades 1095
Win Rate, % 24.22
Expectancy per trade 0.1151
Max consecutive wins 6
Max consecutive losses 26
Risk & Exposure
Metric Value
Position avg, % of margin balance 89.50
Position max, % of margin balance 105.88
Max Drawdown 740.32
Max Drawdown, % 51.46
Risk-Adjusted Ratios
Metric Value
Profit Factor (gross profit/gross loss) 1.0291
Recovery Factor (Total PnL / Max DD) -0.1927
Sharpe ratio (monthly) 0.0261
Sortino ratio (monthly) 0.0396
CAGR, % -6.18
Calmar ratio (CAGR / Max DD%) -0.1200
Open Positions Size (USDT)
Strategy Charts
SOLUSDT 4h zigzag | PnL: 188.84 | Fee: 95.27 | Vol: 264659.65
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": 4,
    "detection": 1,
    "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
}