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
963.95
Total PnL
-36.05 (-3.60%)
Total Trades (Win/Los)
326 (122/204)
Win Rate
37.42%
Max Drawdown
570.42 (44.03%)
Total Fees
66.37
Position avg (max), %
89.20 (111.41)
Profit Factor
1.01
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 -11.02% 30.20% -4.55% -8.92% -8.94% 4.84% -0.26% -5.07% 2.68% 0.32% 11.11% -14.05% -10.44%
2025 3.97% 4.24% -11.57% -0.05% 4.36% -12.70% 10.37% 5.42% 1.16% -3.15% 7.04% -10.05% -4.21%
2026 30.91% 3.57% -15.17% -4.68% 2.54% 0.01% — — — — — — 12.43%
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 963.95
Min balance 725.18
Max balance 1318.64
Monthly Performance
Metric Value
Average monthly return (geometric), % -0.12
Average monthly return (arithmetic), % 0.42
Best month, % 30.91
Worst month, % -15.17
PnL, Volume & Fees
Metric Value
Total PnL -36.05
Total PnL, % -3.60
Gross profit 3165.45
Gross loss 3123.45
Trading volume (USDT) 184380.24
Total transactions (buy/sell) 329
Total fees 66.37
Funding net -11.68
Funding accrued (received) 44.57
Funding paid 56.25
Trades
Metric Value
Total Trades 326
Win Trades 122
Los Trades 204
Win Rate, % 37.42
Expectancy per trade 0.1288
Max consecutive wins 9
Max consecutive losses 14
Risk & Exposure
Metric Value
Position avg, % of margin balance 89.20
Position max, % of margin balance 111.41
Max Drawdown 570.42
Max Drawdown, % 44.03
Risk-Adjusted Ratios
Metric Value
Profit Factor (gross profit/gross loss) 1.0134
Recovery Factor (Total PnL / Max DD) -0.0632
Sharpe ratio (monthly) 0.1351
Sortino ratio (monthly) 0.2311
CAGR, % -1.51
Calmar ratio (CAGR / Max DD%) -0.0343
Open Positions Size (USDT)
Strategy Charts
SOLUSDT 4h zigzag | PnL: 50.96 | Fee: 22.54 | Vol: 62621.89
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": 20,
    "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
}