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
569.40
Total PnL
-430.60 (-43.06%)
Total Trades (Win/Los)
494 (165/329)
Win Rate
33.40%
Max Drawdown
853.13 (61.58%)
Total Fees
99.64
Position avg (max), %
89.31 (122.15)
Profit Factor
0.92
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 -7.43% 29.82% -14.69% 2.24% 0.08% 4.04% -0.80% -5.52% 6.64% -6.59% 24.23% -19.95% 1.32%
2025 10.14% 5.15% -11.27% -12.81% -8.62% -13.49% 6.31% -3.36% 7.09% 5.88% 11.15% -20.09% -26.70%
2026 20.07% -15.92% -19.00% -9.07% 3.17% 0.01% — — — — — — -23.28%
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 569.40
Min balance 532.34
Max balance 1385.47
Monthly Performance
Metric Value
Average monthly return (geometric), % -1.86
Average monthly return (arithmetic), % -1.09
Best month, % 29.82
Worst month, % -20.09
PnL, Volume & Fees
Metric Value
Total PnL -430.60
Total PnL, % -43.06
Gross profit 3610.07
Gross loss 3935.30
Trading volume (USDT) 276788.51
Total transactions (buy/sell) 497
Total fees 99.64
Funding net -5.73
Funding accrued (received) 46.86
Funding paid 52.59
Trades
Metric Value
Total Trades 494
Win Trades 165
Los Trades 329
Win Rate, % 33.40
Expectancy per trade -0.6584
Max consecutive wins 9
Max consecutive losses 22
Risk & Exposure
Metric Value
Position avg, % of margin balance 89.31
Position max, % of margin balance 122.15
Max Drawdown 853.13
Max Drawdown, % 61.58
Risk-Adjusted Ratios
Metric Value
Profit Factor (gross profit/gross loss) 0.9174
Recovery Factor (Total PnL / Max DD) -0.5047
Sharpe ratio (monthly) -0.3006
Sortino ratio (monthly) -0.4205
CAGR, % -20.80
Calmar ratio (CAGR / Max DD%) -0.3378
Open Positions Size (USDT)
Strategy Charts
SOLUSDT 4h zigzag | PnL: -348.90 | Fee: 35.83 | Vol: 99526.15
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": 4,
    "detection": 14,
    "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
}