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
630.06
Total PnL
-369.94 (-36.99%)
Total Trades (Win/Los)
502 (168/334)
Win Rate
33.47%
Max Drawdown
740.71 (55.43%)
Total Fees
101.11
Position avg (max), %
89.32 (108.82)
Profit Factor
0.93
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 -9.36% 27.69% -6.81% -1.19% -2.62% -2.35% -6.13% -2.06% 7.51% -2.40% 28.31% -14.87% 6.79%
2025 7.66% -5.86% -7.11% -9.92% -0.58% -12.66% 2.12% 6.07% 0.48% -4.48% 7.05% -20.12% -34.54%
2026 21.11% -5.73% -15.86% -7.89% 1.91% 0.01% — — — — — — -9.82%
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 630.06
Min balance 595.51
Max balance 1336.22
Monthly Performance
Metric Value
Average monthly return (geometric), % -1.53
Average monthly return (arithmetic), % -0.94
Best month, % 28.31
Worst month, % -20.12
PnL, Volume & Fees
Metric Value
Total PnL -369.94
Total PnL, % -36.99
Gross profit 3600.99
Gross loss 3859.35
Trading volume (USDT) 280877.90
Total transactions (buy/sell) 505
Total fees 101.11
Funding net -10.47
Funding accrued (received) 44.37
Funding paid 54.84
Trades
Metric Value
Total Trades 502
Win Trades 168
Los Trades 334
Win Rate, % 33.47
Expectancy per trade -0.5147
Max consecutive wins 9
Max consecutive losses 16
Risk & Exposure
Metric Value
Position avg, % of margin balance 89.32
Position max, % of margin balance 108.82
Max Drawdown 740.71
Max Drawdown, % 55.43
Risk-Adjusted Ratios
Metric Value
Profit Factor (gross profit/gross loss) 0.9331
Recovery Factor (Total PnL / Max DD) -0.4994
Sharpe ratio (monthly) -0.2909
Sortino ratio (monthly) -0.4538
CAGR, % -17.41
Calmar ratio (CAGR / Max DD%) -0.3141
Open Positions Size (USDT)
Strategy Charts
SOLUSDT 4h zigzag | PnL: -287.14 | Fee: 37.20 | Vol: 103347.94
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": 11,
    "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
}