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
988.66
Total PnL
-11.34 (-1.13%)
Total Trades (Win/Los)
547 (192/355)
Win Rate
35.10%
Max Drawdown
778.56 (45.10%)
Total Fees
148.93
Position avg (max), %
91.08 (109.82)
Profit Factor
1.03
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 -9.94% 28.35% -0.19% 2.81% -2.81% 4.85% -4.35% -2.15% 8.10% -0.93% 31.74% -13.15% 38.60%
2025 6.18% 1.65% -1.27% -10.06% 1.05% -13.60% 3.97% 5.13% 0.66% -3.47% 8.64% -18.96% -21.75%
2026 18.24% -5.92% -7.21% -10.93% -0.80% 0.01% — — — — — — -8.78%
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 988.66
Min balance 823.83
Max balance 1726.18
Monthly Performance
Metric Value
Average monthly return (geometric), % -0.04
Average monthly return (arithmetic), % 0.52
Best month, % 31.74
Worst month, % -18.96
PnL, Volume & Fees
Metric Value
Total PnL -11.34
Total PnL, % -1.13
Gross profit 5147.69
Gross loss 5000.13
Trading volume (USDT) 413708.77
Total transactions (buy/sell) 550
Total fees 148.93
Funding net -9.98
Funding accrued (received) 62.16
Funding paid 72.14
Trades
Metric Value
Total Trades 547
Win Trades 192
Los Trades 355
Win Rate, % 35.10
Expectancy per trade 0.2698
Max consecutive wins 9
Max consecutive losses 18
Risk & Exposure
Metric Value
Position avg, % of margin balance 91.08
Position max, % of margin balance 109.82
Max Drawdown 778.56
Max Drawdown, % 45.10
Risk-Adjusted Ratios
Metric Value
Profit Factor (gross profit/gross loss) 1.0295
Recovery Factor (Total PnL / Max DD) -0.0146
Sharpe ratio (monthly) 0.1657
Sortino ratio (monthly) 0.2891
CAGR, % -0.47
Calmar ratio (CAGR / Max DD%) -0.0104
Open Positions Size (USDT)
Strategy Charts
SOLUSDT 4h zigzag | PnL: 5.47 | Fee: 52.25 | Vol: 145137.29
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": 8,
    "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
}