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
914.13
Total PnL
-85.87 (-8.59%)
Total Trades (Win/Los)
430 (152/278)
Win Rate
35.35%
Max Drawdown
803.71 (48.53%)
Total Fees
104.59
Position avg (max), %
89.34 (110.94)
Profit Factor
1.01
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 -14.79% 31.19% -9.30% 2.95% -1.00% 9.50% -1.62% 3.95% 7.35% -0.11% 18.96% -13.89% 27.13%
2025 11.88% 6.31% -14.64% -10.80% -7.99% -13.88% 6.88% 2.61% 6.18% 4.37% 12.06% -21.25% -23.04%
2026 19.77% 0.13% -15.84% -9.60% 2.45% 0.01% — — — — — — -6.52%
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 914.13
Min balance 770.01
Max balance 1656.23
Monthly Performance
Metric Value
Average monthly return (geometric), % -0.30
Average monthly return (arithmetic), % 0.39
Best month, % 31.19
Worst month, % -21.25
PnL, Volume & Fees
Metric Value
Total PnL -85.87
Total PnL, % -8.59
Gross profit 4205.69
Gross loss 4180.19
Trading volume (USDT) 290556.39
Total transactions (buy/sell) 433
Total fees 104.59
Funding net -6.78
Funding accrued (received) 56.35
Funding paid 63.13
Trades
Metric Value
Total Trades 430
Win Trades 152
Los Trades 278
Win Rate, % 35.35
Expectancy per trade 0.0593
Max consecutive wins 9
Max consecutive losses 18
Risk & Exposure
Metric Value
Position avg, % of margin balance 89.34
Position max, % of margin balance 110.94
Max Drawdown 803.71
Max Drawdown, % 48.53
Risk-Adjusted Ratios
Metric Value
Profit Factor (gross profit/gross loss) 1.0061
Recovery Factor (Total PnL / Max DD) -0.1068
Sharpe ratio (monthly) 0.1154
Sortino ratio (monthly) 0.1726
CAGR, % -3.65
Calmar ratio (CAGR / Max DD%) -0.0752
Open Positions Size (USDT)
Strategy Charts
SOLUSDT 4h zigzag | PnL: 13.10 | Fee: 35.63 | Vol: 98987.01
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": 16,
    "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
}