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
653.45
Total PnL
-346.55 (-34.66%)
Total Trades (Win/Los)
448 (150/298)
Win Rate
33.48%
Max Drawdown
653.22 (51.28%)
Total Fees
87.92
Position avg (max), %
89.41 (111.66)
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 -11.15% 28.13% -11.78% -6.31% -5.30% 3.26% -2.68% -3.20% 7.43% -6.20% 27.44% -9.19% 1.10%
2025 5.00% 4.33% -3.66% -10.94% -3.01% -13.37% 4.07% 3.41% 1.62% -5.77% 6.10% -15.13% -26.73%
2026 22.94% -6.81% -19.17% -5.87% 1.25% 0.01% — — — — — — -11.73%
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 653.45
Min balance 620.62
Max balance 1273.84
Monthly Performance
Metric Value
Average monthly return (geometric), % -1.41
Average monthly return (arithmetic), % -0.82
Best month, % 28.13
Worst month, % -19.17
PnL, Volume & Fees
Metric Value
Total PnL -346.55
Total PnL, % -34.66
Gross profit 3389.32
Gross loss 3639.04
Trading volume (USDT) 244233.45
Total transactions (buy/sell) 451
Total fees 87.92
Funding net -8.92
Funding accrued (received) 44.03
Funding paid 52.94
Trades
Metric Value
Total Trades 448
Win Trades 150
Los Trades 298
Win Rate, % 33.48
Expectancy per trade -0.5574
Max consecutive wins 9
Max consecutive losses 22
Risk & Exposure
Metric Value
Position avg, % of margin balance 89.41
Position max, % of margin balance 111.66
Max Drawdown 653.22
Max Drawdown, % 51.28
Risk-Adjusted Ratios
Metric Value
Profit Factor (gross profit/gross loss) 0.9314
Recovery Factor (Total PnL / Max DD) -0.5305
Sharpe ratio (monthly) -0.2543
Sortino ratio (monthly) -0.4007
CAGR, % -16.16
Calmar ratio (CAGR / Max DD%) -0.3150
Open Positions Size (USDT)
Strategy Charts
SOLUSDT 4h zigzag | PnL: -273.28 | Fee: 31.73 | Vol: 88142.87
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": 13,
    "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
}