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
632.53
Total PnL
-367.47 (-36.75%)
Total Trades (Win/Los)
518 (177/341)
Win Rate
34.17%
Max Drawdown
766.04 (56.51%)
Total Fees
105.66
Position avg (max), %
89.82 (118.80)
Profit Factor
0.94
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 -6.68% 29.67% -11.78% 2.25% -6.73% -0.20% -3.63% -7.78% 6.87% -5.55% 25.92% -14.31% -1.64%
2025 12.50% 5.23% -8.58% -7.92% -7.86% -14.41% 5.28% -1.10% 4.54% 4.28% 13.33% -20.70% -19.81%
2026 17.56% -13.99% -16.76% -7.92% 3.51% 0.01% — — — — — — -19.76%
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 632.53
Min balance 589.55
Max balance 1355.58
Monthly Performance
Metric Value
Average monthly return (geometric), % -1.51
Average monthly return (arithmetic), % -0.83
Best month, % 29.67
Worst month, % -20.70
PnL, Volume & Fees
Metric Value
Total PnL -367.47
Total PnL, % -36.75
Gross profit 3774.98
Gross loss 4032.14
Trading volume (USDT) 293513.67
Total transactions (buy/sell) 521
Total fees 105.66
Funding net -4.64
Funding accrued (received) 47.98
Funding paid 52.62
Trades
Metric Value
Total Trades 518
Win Trades 177
Los Trades 341
Win Rate, % 34.17
Expectancy per trade -0.4965
Max consecutive wins 9
Max consecutive losses 19
Risk & Exposure
Metric Value
Position avg, % of margin balance 89.82
Position max, % of margin balance 118.80
Max Drawdown 766.04
Max Drawdown, % 56.51
Risk-Adjusted Ratios
Metric Value
Profit Factor (gross profit/gross loss) 0.9362
Recovery Factor (Total PnL / Max DD) -0.4797
Sharpe ratio (monthly) -0.2417
Sortino ratio (monthly) -0.3601
CAGR, % -17.28
Calmar ratio (CAGR / Max DD%) -0.3057
Open Positions Size (USDT)
Strategy Charts
SOLUSDT 4h zigzag | PnL: -258.20 | Fee: 36.73 | Vol: 102039.90
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": 13,
    "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
}