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
804.49
Total PnL
-195.51 (-19.55%)
Total Trades (Win/Los)
536 (186/350)
Win Rate
34.70%
Max Drawdown
662.92 (47.04%)
Total Fees
121.18
Position avg (max), %
89.72 (115.33)
Profit Factor
0.98
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 -6.44% 28.26% -6.78% 2.11% -5.42% -4.21% -7.08% -4.69% 10.26% -4.41% 26.53% -12.65% 6.75%
2025 15.07% 6.88% -6.77% -9.34% -8.13% -13.74% 6.83% 2.31% 4.96% 4.22% 10.97% -18.59% -11.02%
2026 18.10% -11.43% -15.86% -7.61% 4.21% 0.01% — — — — — — -15.26%
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 804.49
Min balance 746.32
Max balance 1409.24
Monthly Performance
Metric Value
Average monthly return (geometric), % -0.72
Average monthly return (arithmetic), % -0.08
Best month, % 28.26
Worst month, % -18.59
PnL, Volume & Fees
Metric Value
Total PnL -195.51
Total PnL, % -19.55
Gross profit 4302.29
Gross loss 4372.24
Trading volume (USDT) 336633.59
Total transactions (buy/sell) 539
Total fees 121.18
Funding net -4.37
Funding accrued (received) 53.46
Funding paid 57.83
Trades
Metric Value
Total Trades 536
Win Trades 186
Los Trades 350
Win Rate, % 34.70
Expectancy per trade -0.1305
Max consecutive wins 9
Max consecutive losses 19
Risk & Exposure
Metric Value
Position avg, % of margin balance 89.72
Position max, % of margin balance 115.33
Max Drawdown 662.92
Max Drawdown, % 47.04
Risk-Adjusted Ratios
Metric Value
Profit Factor (gross profit/gross loss) 0.9840
Recovery Factor (Total PnL / Max DD) -0.2949
Sharpe ratio (monthly) -0.0244
Sortino ratio (monthly) -0.0390
CAGR, % -8.61
Calmar ratio (CAGR / Max DD%) -0.1831
Open Positions Size (USDT)
Strategy Charts
SOLUSDT 4h zigzag | PnL: -192.67 | Fee: 41.82 | Vol: 116159.88
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": 12,
    "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
}