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
701.07
Total PnL
-298.93 (-29.89%)
Total Trades (Win/Los)
520 (175/345)
Win Rate
33.65%
Max Drawdown
762.52 (53.65%)
Total Fees
111.56
Position avg (max), %
89.60 (111.32)
Profit Factor
0.96
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 -8.98% 28.17% -5.32% 0.67% -2.52% -1.38% -5.80% -5.47% 7.46% -2.43% 30.75% -13.34% 13.09%
2025 8.13% -3.84% -4.90% -9.43% -2.70% -14.70% 2.82% 3.84% -0.21% -4.33% 6.99% -18.49% -33.93%
2026 19.86% -2.74% -11.40% -10.24% 1.24% 0.01% — — — — — — -6.12%
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 701.07
Min balance 658.83
Max balance 1421.35
Monthly Performance
Metric Value
Average monthly return (geometric), % -1.17
Average monthly return (arithmetic), % -0.61
Best month, % 30.75
Worst month, % -18.49
PnL, Volume & Fees
Metric Value
Total PnL -298.93
Total PnL, % -29.89
Gross profit 3937.25
Gross loss 4114.87
Trading volume (USDT) 309893.77
Total transactions (buy/sell) 523
Total fees 111.56
Funding net -9.76
Funding accrued (received) 47.83
Funding paid 57.59
Trades
Metric Value
Total Trades 520
Win Trades 175
Los Trades 345
Win Rate, % 33.65
Expectancy per trade -0.3416
Max consecutive wins 9
Max consecutive losses 18
Risk & Exposure
Metric Value
Position avg, % of margin balance 89.60
Position max, % of margin balance 111.32
Max Drawdown 762.52
Max Drawdown, % 53.65
Risk-Adjusted Ratios
Metric Value
Profit Factor (gross profit/gross loss) 0.9568
Recovery Factor (Total PnL / Max DD) -0.3920
Sharpe ratio (monthly) -0.1915
Sortino ratio (monthly) -0.3181
CAGR, % -13.68
Calmar ratio (CAGR / Max DD%) -0.2549
Open Positions Size (USDT)
Strategy Charts
SOLUSDT 4h zigzag | PnL: -196.90 | Fee: 40.28 | Vol: 111905.09
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": 10,
    "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
}