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
909.71
Total PnL
-90.29 (-9.03%)
Total Trades (Win/Los)
350 (130/220)
Win Rate
37.14%
Max Drawdown
675.26 (50.07%)
Total Fees
70.14
Position avg (max), %
89.23 (111.98)
Profit Factor
1.00
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 -7.70% 30.35% -13.15% -8.36% -8.75% 6.66% 0.75% 1.53% 4.43% -5.54% 15.37% -15.01% -7.81%
2025 0.69% 2.54% -8.26% -9.34% 4.07% -11.85% 13.85% 5.60% 3.45% -2.89% 7.25% -13.71% -11.96%
2026 29.14% 2.50% -13.67% -1.63% -0.26% 0.01% — — — — — — 12.14%
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 909.71
Min balance 673.27
Max balance 1348.53
Monthly Performance
Metric Value
Average monthly return (geometric), % -0.31
Average monthly return (arithmetic), % 0.27
Best month, % 30.35
Worst month, % -15.01
PnL, Volume & Fees
Metric Value
Total PnL -90.29
Total PnL, % -9.03
Gross profit 3176.09
Gross loss 3185.03
Trading volume (USDT) 194853.01
Total transactions (buy/sell) 353
Total fees 70.14
Funding net -11.21
Funding accrued (received) 43.83
Funding paid 55.03
Trades
Metric Value
Total Trades 350
Win Trades 130
Los Trades 220
Win Rate, % 37.14
Expectancy per trade -0.0255
Max consecutive wins 9
Max consecutive losses 14
Risk & Exposure
Metric Value
Position avg, % of margin balance 89.23
Position max, % of margin balance 111.98
Max Drawdown 675.26
Max Drawdown, % 50.07
Risk-Adjusted Ratios
Metric Value
Profit Factor (gross profit/gross loss) 0.9972
Recovery Factor (Total PnL / Max DD) -0.1337
Sharpe ratio (monthly) 0.0836
Sortino ratio (monthly) 0.1403
CAGR, % -3.84
Calmar ratio (CAGR / Max DD%) -0.0767
Open Positions Size (USDT)
Strategy Charts
SOLUSDT 4h zigzag | PnL: -68.88 | Fee: 24.83 | Vol: 68977.98
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": 18,
    "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
}