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
635.72
Total PnL
-364.28 (-36.43%)
Total Trades (Win/Los)
410 (141/269)
Win Rate
34.39%
Max Drawdown
643.68 (51.60%)
Total Fees
75.51
Position avg (max), %
89.81 (115.79)
Profit Factor
0.92
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 -13.07% 28.47% -17.88% -4.17% -5.91% 2.44% -1.25% -1.33% 7.34% -3.60% 21.52% -13.05% -9.75%
2025 5.67% 3.36% -5.13% -10.64% -1.34% -10.77% 8.32% 0.82% 4.68% -2.59% 6.05% -17.77% -20.85%
2026 23.29% -10.01% -15.44% -4.51% -0.62% 0.01% — — — — — — -10.96%
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 635.72
Min balance 603.80
Max balance 1247.48
Monthly Performance
Metric Value
Average monthly return (geometric), % -1.50
Average monthly return (arithmetic), % -0.90
Best month, % 28.47
Worst month, % -17.88
PnL, Volume & Fees
Metric Value
Total PnL -364.28
Total PnL, % -36.43
Gross profit 3051.83
Gross loss 3331.88
Trading volume (USDT) 209771.36
Total transactions (buy/sell) 413
Total fees 75.51
Funding net -8.71
Funding accrued (received) 41.30
Funding paid 50.01
Trades
Metric Value
Total Trades 410
Win Trades 141
Los Trades 269
Win Rate, % 34.39
Expectancy per trade -0.6831
Max consecutive wins 9
Max consecutive losses 16
Risk & Exposure
Metric Value
Position avg, % of margin balance 89.81
Position max, % of margin balance 115.79
Max Drawdown 643.68
Max Drawdown, % 51.60
Risk-Adjusted Ratios
Metric Value
Profit Factor (gross profit/gross loss) 0.9159
Recovery Factor (Total PnL / Max DD) -0.5659
Sharpe ratio (monthly) -0.2821
Sortino ratio (monthly) -0.4197
CAGR, % -17.10
Calmar ratio (CAGR / Max DD%) -0.3315
Open Positions Size (USDT)
Strategy Charts
SOLUSDT 4h zigzag | PnL: -339.75 | Fee: 27.91 | Vol: 77532.77
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": 15,
    "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
}