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
522.53
Total PnL
-477.47 (-47.75%)
Total Trades (Win/Los)
438 (146/292)
Win Rate
33.33%
Max Drawdown
785.16 (61.33%)
Total Fees
75.92
Position avg (max), %
88.51 (110.83)
Profit Factor
0.88
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 -11.52% 29.41% -15.02% -6.53% -4.96% 2.90% -2.58% -4.55% 7.45% -6.50% 22.87% -13.18% -11.36%
2025 3.84% 2.48% -4.04% -13.50% -2.63% -13.48% 3.53% 2.99% 0.89% -4.01% 6.66% -16.33% -31.43%
2026 21.74% -8.11% -19.95% -5.17% 1.28% 0.01% — — — — — — -13.98%
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 522.53
Min balance 495.16
Max balance 1280.32
Monthly Performance
Metric Value
Average monthly return (geometric), % -2.14
Average monthly return (arithmetic), % -1.53
Best month, % 29.41
Worst month, % -19.95
PnL, Volume & Fees
Metric Value
Total PnL -477.47
Total PnL, % -47.75
Gross profit 2903.29
Gross loss 3296.58
Trading volume (USDT) 210892.83
Total transactions (buy/sell) 441
Total fees 75.92
Funding net -8.27
Funding accrued (received) 38.42
Funding paid 46.69
Trades
Metric Value
Total Trades 438
Win Trades 146
Los Trades 292
Win Rate, % 33.33
Expectancy per trade -0.8979
Max consecutive wins 9
Max consecutive losses 20
Risk & Exposure
Metric Value
Position avg, % of margin balance 88.51
Position max, % of margin balance 110.83
Max Drawdown 785.16
Max Drawdown, % 61.33
Risk-Adjusted Ratios
Metric Value
Profit Factor (gross profit/gross loss) 0.8807
Recovery Factor (Total PnL / Max DD) -0.6081
Sharpe ratio (monthly) -0.4738
Sortino ratio (monthly) -0.6803
CAGR, % -23.57
Calmar ratio (CAGR / Max DD%) -0.3843
Open Positions Size (USDT)
Strategy Charts
SOLUSDT 4h zigzag | PnL: -342.82 | Fee: 28.01 | Vol: 77803.79
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": 14,
    "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
}