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
717.57
Total PnL
-282.43 (-28.24%)
Total Trades (Win/Los)
466 (155/311)
Win Rate
33.26%
Max Drawdown
625.96 (48.00%)
Total Fees
94.26
Position avg (max), %
89.31 (108.57)
Profit Factor
0.95
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 -10.94% 28.07% -9.55% -4.68% -4.68% -0.48% -5.30% -2.42% 10.26% -5.32% 28.54% -11.24% 2.68%
2025 9.61% -0.85% -3.08% -10.97% -2.19% -12.75% 4.46% 3.61% 2.66% -5.16% 4.28% -14.68% -24.97%
2026 23.12% -4.44% -18.03% -5.19% 1.91% 0.01% — — — — — — -6.80%
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 717.57
Min balance 678.14
Max balance 1304.10
Monthly Performance
Metric Value
Average monthly return (geometric), % -1.10
Average monthly return (arithmetic), % -0.51
Best month, % 28.54
Worst month, % -18.03
PnL, Volume & Fees
Metric Value
Total PnL -282.43
Total PnL, % -28.24
Gross profit 3560.48
Gross loss 3738.81
Trading volume (USDT) 261855.37
Total transactions (buy/sell) 469
Total fees 94.26
Funding net -9.84
Funding accrued (received) 45.01
Funding paid 54.85
Trades
Metric Value
Total Trades 466
Win Trades 155
Los Trades 311
Win Rate, % 33.26
Expectancy per trade -0.3827
Max consecutive wins 9
Max consecutive losses 22
Risk & Exposure
Metric Value
Position avg, % of margin balance 89.31
Position max, % of margin balance 108.57
Max Drawdown 625.96
Max Drawdown, % 48.00
Risk-Adjusted Ratios
Metric Value
Profit Factor (gross profit/gross loss) 0.9523
Recovery Factor (Total PnL / Max DD) -0.4512
Sharpe ratio (monthly) -0.1593
Sortino ratio (monthly) -0.2647
CAGR, % -12.84
Calmar ratio (CAGR / Max DD%) -0.2675
Open Positions Size (USDT)
Strategy Charts
SOLUSDT 4h zigzag | PnL: -256.25 | Fee: 34.41 | Vol: 95601.56
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": 12,
    "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
}