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
928.68
Total PnL
-71.32 (-7.13%)
Total Trades (Win/Los)
537 (185/352)
Win Rate
34.45%
Max Drawdown
781.66 (46.63%)
Total Fees
137.62
Position avg (max), %
90.59 (108.07)
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 -9.44% 28.19% -1.51% 5.71% -2.43% 2.10% -5.71% -3.53% 7.71% -1.78% 31.76% -12.56% 33.50%
2025 6.50% 0.47% -3.86% -11.16% 0.37% -15.09% 3.92% 4.67% 0.10% -2.71% 8.17% -19.42% -28.08%
2026 20.81% -0.39% -7.81% -11.64% -1.28% 0.02% — — — — — — -3.21%
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 928.68
Min balance 828.88
Max balance 1676.20
Monthly Performance
Metric Value
Average monthly return (geometric), % -0.24
Average monthly return (arithmetic), % 0.34
Best month, % 31.76
Worst month, % -19.42
PnL, Volume & Fees
Metric Value
Total PnL -71.32
Total PnL, % -7.13
Gross profit 4795.97
Gross loss 4719.18
Trading volume (USDT) 382308.39
Total transactions (buy/sell) 540
Total fees 137.62
Funding net -10.50
Funding accrued (received) 57.96
Funding paid 68.45
Trades
Metric Value
Total Trades 537
Win Trades 185
Los Trades 352
Win Rate, % 34.45
Expectancy per trade 0.1430
Max consecutive wins 9
Max consecutive losses 18
Risk & Exposure
Metric Value
Position avg, % of margin balance 90.59
Position max, % of margin balance 108.07
Max Drawdown 781.66
Max Drawdown, % 46.63
Risk-Adjusted Ratios
Metric Value
Profit Factor (gross profit/gross loss) 1.0163
Recovery Factor (Total PnL / Max DD) -0.0912
Sharpe ratio (monthly) 0.1055
Sortino ratio (monthly) 0.1820
CAGR, % -3.02
Calmar ratio (CAGR / Max DD%) -0.0647
Open Positions Size (USDT)
Strategy Charts
SOLUSDT 4h zigzag | PnL: -54.97 | Fee: 48.83 | Vol: 135654.72
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": 9,
    "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
}