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
697.84
Total PnL
-302.16 (-30.22%)
Total Trades (Win/Los)
456 (157/299)
Win Rate
34.43%
Max Drawdown
784.45 (54.63%)
Total Fees
99.37
Position avg (max), %
89.58 (126.58)
Profit Factor
0.95
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 -10.61% 29.53% -17.58% 4.25% -1.24% 4.08% -1.56% -3.23% 9.09% 0.57% 21.18% -12.97% 12.72%
2025 10.65% 4.23% -12.47% -9.65% -8.86% -11.63% 7.43% 3.25% 7.07% 4.06% 11.96% -20.78% -19.47%
2026 20.62% -14.28% -20.76% -8.64% 2.74% 0.01% — — — — — — -23.08%
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 697.84
Min balance 651.55
Max balance 1435.99
Monthly Performance
Metric Value
Average monthly return (geometric), % -1.19
Average monthly return (arithmetic), % -0.45
Best month, % 29.53
Worst month, % -20.78
PnL, Volume & Fees
Metric Value
Total PnL -302.16
Total PnL, % -30.22
Gross profit 3800.50
Gross loss 3998.05
Trading volume (USDT) 276032.94
Total transactions (buy/sell) 459
Total fees 99.37
Funding net -5.25
Funding accrued (received) 51.06
Funding paid 56.31
Trades
Metric Value
Total Trades 456
Win Trades 157
Los Trades 299
Win Rate, % 34.43
Expectancy per trade -0.4332
Max consecutive wins 9
Max consecutive losses 18
Risk & Exposure
Metric Value
Position avg, % of margin balance 89.58
Position max, % of margin balance 126.58
Max Drawdown 784.45
Max Drawdown, % 54.63
Risk-Adjusted Ratios
Metric Value
Profit Factor (gross profit/gross loss) 0.9506
Recovery Factor (Total PnL / Max DD) -0.3852
Sharpe ratio (monthly) -0.1277
Sortino ratio (monthly) -0.1819
CAGR, % -13.84
Calmar ratio (CAGR / Max DD%) -0.2534
Open Positions Size (USDT)
Strategy Charts
SOLUSDT 4h zigzag | PnL: -216.23 | Fee: 34.72 | Vol: 96445.67
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": 15,
    "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
}