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
909.58
Total PnL
-90.42 (-9.04%)
Total Trades (Win/Los)
374 (133/241)
Win Rate
35.56%
Max Drawdown
550.77 (41.30%)
Total Fees
78.39
Position avg (max), %
88.61 (110.94)
Profit Factor
1.00
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 -8.86% 30.52% -13.70% -1.73% -8.34% 3.52% 0.27% -4.67% 3.32% 2.54% 18.50% -15.89% -3.38%
2025 6.47% 6.26% -9.84% -7.12% 3.37% -11.02% 5.91% 5.78% 1.95% 2.35% 12.02% -20.05% -8.76%
2026 25.67% 3.53% -16.19% -8.58% 3.55% 0.01% — — — — — — 3.25%
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 909.58
Min balance 782.87
Max balance 1333.65
Monthly Performance
Metric Value
Average monthly return (geometric), % -0.31
Average monthly return (arithmetic), % 0.32
Best month, % 30.52
Worst month, % -20.05
PnL, Volume & Fees
Metric Value
Total PnL -90.42
Total PnL, % -9.04
Gross profit 3389.69
Gross loss 3393.01
Trading volume (USDT) 217768.48
Total transactions (buy/sell) 377
Total fees 78.39
Funding net -8.71
Funding accrued (received) 47.39
Funding paid 56.10
Trades
Metric Value
Total Trades 374
Win Trades 133
Los Trades 241
Win Rate, % 35.56
Expectancy per trade -0.0089
Max consecutive wins 9
Max consecutive losses 16
Risk & Exposure
Metric Value
Position avg, % of margin balance 88.61
Position max, % of margin balance 110.94
Max Drawdown 550.77
Max Drawdown, % 41.30
Risk-Adjusted Ratios
Metric Value
Profit Factor (gross profit/gross loss) 0.9990
Recovery Factor (Total PnL / Max DD) -0.1642
Sharpe ratio (monthly) 0.0966
Sortino ratio (monthly) 0.1503
CAGR, % -3.85
Calmar ratio (CAGR / Max DD%) -0.0932
Open Positions Size (USDT)
Strategy Charts
SOLUSDT 4h zigzag | PnL: 78.86 | Fee: 26.48 | Vol: 73564.95
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": 19,
    "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
}