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
640.26
Total PnL
-359.74 (-35.97%)
Total Trades (Win/Los)
1711 (301/1410)
Win Rate
17.59%
Max Drawdown
1038.03 (62.36%)
Total Fees
409.62
Position avg (max), %
89.57 (109.08)
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 -13.90% 21.74% -10.84% 9.98% 0.96% -0.27% 7.02% -0.70% 1.63% 4.46% 27.43% -8.76% 35.75%
2025 3.66% 7.72% -11.11% -9.45% -1.86% -9.79% -7.07% 14.15% -0.66% -1.20% 14.08% -23.98% -28.16%
2026 17.57% -8.37% -24.00% -12.86% -7.95% 0.01% — — — — — — -34.31%
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 640.26
Min balance 626.64
Max balance 1664.66
Monthly Performance
Metric Value
Average monthly return (geometric), % -1.47
Average monthly return (arithmetic), % -0.75
Best month, % 27.43
Worst month, % -24.00
PnL, Volume & Fees
Metric Value
Total PnL -359.74
Total PnL, % -35.97
Gross profit 6210.55
Gross loss 6154.56
Trading volume (USDT) 1137871.16
Total transactions (buy/sell) 1717
Total fees 409.62
Funding net -6.11
Funding accrued (received) 56.40
Funding paid 62.52
Trades
Metric Value
Total Trades 1711
Win Trades 301
Los Trades 1410
Win Rate, % 17.59
Expectancy per trade 0.0327
Max consecutive wins 5
Max consecutive losses 71
Risk & Exposure
Metric Value
Position avg, % of margin balance 89.57
Position max, % of margin balance 109.08
Max Drawdown 1038.03
Max Drawdown, % 62.36
Risk-Adjusted Ratios
Metric Value
Profit Factor (gross profit/gross loss) 1.0091
Recovery Factor (Total PnL / Max DD) -0.3466
Sharpe ratio (monthly) -0.2141
Sortino ratio (monthly) -0.3013
CAGR, % -16.86
Calmar ratio (CAGR / Max DD%) -0.2704
Open Positions Size (USDT)
Strategy Charts
SOLUSDT 4h zigzag | PnL: 373.71 | Fee: 115.49 | Vol: 320820.80
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": 5,
    "detection": 1,
    "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
}