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
953.42
Total PnL
-46.58 (-4.66%)
Total Trades (Win/Los)
563 (198/365)
Win Rate
35.17%
Max Drawdown
786.44 (45.67%)
Total Fees
154.05
Position avg (max), %
91.10 (112.84)
Profit Factor
1.02
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 -9.58% 28.23% 0.06% 2.97% -4.19% 4.80% -6.93% 0.79% 6.87% -0.49% 31.72% -12.75% 37.53%
2025 6.39% 2.98% 1.23% -11.93% 1.52% -13.54% 4.51% 5.71% 0.70% -4.06% 6.38% -16.60% -18.80%
2026 16.60% -5.27% -10.94% -10.57% -2.90% 0.02% — — — — — — -14.57%
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 953.42
Min balance 825.35
Max balance 1721.86
Monthly Performance
Metric Value
Average monthly return (geometric), % -0.16
Average monthly return (arithmetic), % 0.39
Best month, % 31.72
Worst month, % -16.60
PnL, Volume & Fees
Metric Value
Total PnL -46.58
Total PnL, % -4.66
Gross profit 5168.67
Gross loss 5051.66
Trading volume (USDT) 427935.41
Total transactions (buy/sell) 566
Total fees 154.05
Funding net -9.54
Funding accrued (received) 62.64
Funding paid 72.19
Trades
Metric Value
Total Trades 563
Win Trades 198
Los Trades 365
Win Rate, % 35.17
Expectancy per trade 0.2078
Max consecutive wins 9
Max consecutive losses 20
Risk & Exposure
Metric Value
Position avg, % of margin balance 91.10
Position max, % of margin balance 112.84
Max Drawdown 786.44
Max Drawdown, % 45.67
Risk-Adjusted Ratios
Metric Value
Profit Factor (gross profit/gross loss) 1.0232
Recovery Factor (Total PnL / Max DD) -0.0592
Sharpe ratio (monthly) 0.1254
Sortino ratio (monthly) 0.2140
CAGR, % -1.96
Calmar ratio (CAGR / Max DD%) -0.0428
Open Positions Size (USDT)
Strategy Charts
SOLUSDT 4h zigzag | PnL: 123.34 | Fee: 52.60 | Vol: 146131.84
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": 7,
    "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
}