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
625.55
Total PnL
-374.45 (-37.44%)
Total Trades (Win/Los)
1689 (245/1444)
Win Rate
14.51%
Max Drawdown
783.91 (56.30%)
Total Fees
324.06
Position avg (max), %
88.62 (119.49)
Profit Factor
0.99
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 -11.55% 26.85% -17.43% -2.09% 1.50% -0.21% -0.46% -7.12% -1.65% 4.03% 23.14% -12.01% -5.85%
2025 -2.32% 12.74% -22.19% -3.34% 2.57% -4.28% 4.87% 12.46% 5.15% 6.90% 12.94% -17.27% 0.73%
2026 22.56% -21.25% -22.48% -8.37% -3.74% 0.01% — — — — — — -34.00%
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 625.55
Min balance 608.45
Max balance 1392.36
Monthly Performance
Metric Value
Average monthly return (geometric), % -1.55
Average monthly return (arithmetic), % -0.73
Best month, % 26.85
Worst month, % -22.48
PnL, Volume & Fees
Metric Value
Total PnL -374.45
Total PnL, % -37.44
Gross profit 4722.48
Gross loss 4769.46
Trading volume (USDT) 900202.13
Total transactions (buy/sell) 1695
Total fees 324.06
Funding net -3.40
Funding accrued (received) 46.10
Funding paid 49.51
Trades
Metric Value
Total Trades 1689
Win Trades 245
Los Trades 1444
Win Rate, % 14.51
Expectancy per trade -0.0278
Max consecutive wins 5
Max consecutive losses 69
Risk & Exposure
Metric Value
Position avg, % of margin balance 88.62
Position max, % of margin balance 119.49
Max Drawdown 783.91
Max Drawdown, % 56.30
Risk-Adjusted Ratios
Metric Value
Profit Factor (gross profit/gross loss) 0.9901
Recovery Factor (Total PnL / Max DD) -0.4777
Sharpe ratio (monthly) -0.2000
Sortino ratio (monthly) -0.2785
CAGR, % -17.66
Calmar ratio (CAGR / Max DD%) -0.3136
Open Positions Size (USDT)
Strategy Charts
SOLUSDT 4h zigzag | PnL: -28.19 | Fee: 108.07 | Vol: 300203.42
Details
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  "name": "1",
  "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": 6,
    "detection": 1,
    "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
}