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
982.98
Total PnL
-17.02 (-1.70%)
Total Trades (Win/Los)
433 (153/280)
Win Rate
35.33%
Max Drawdown
525.46 (36.30%)
Total Fees
93.20
Position avg (max), %
89.42 (110.18)
Profit Factor
1.02
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 -8.74% 32.02% -13.48% -11.49% -0.13% -1.72% -5.47% -3.00% 3.98% -2.65% 25.16% -11.79% -7.19%
2025 7.72% 4.63% -1.76% -2.45% 2.05% -14.35% 9.04% 9.47% 2.85% -3.94% 9.13% -11.60% 7.39%
2026 22.35% 1.19% -13.92% -8.64% 1.33% 0.01% — — — — — — -1.32%
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 982.98
Min balance 792.61
Max balance 1447.70
Monthly Performance
Metric Value
Average monthly return (geometric), % -0.06
Average monthly return (arithmetic), % 0.53
Best month, % 32.02
Worst month, % -14.35
PnL, Volume & Fees
Metric Value
Total PnL -17.02
Total PnL, % -1.70
Gross profit 3752.58
Gross loss 3666.05
Trading volume (USDT) 258900.74
Total transactions (buy/sell) 436
Total fees 93.20
Funding net -10.35
Funding accrued (received) 48.12
Funding paid 58.47
Trades
Metric Value
Total Trades 433
Win Trades 153
Los Trades 280
Win Rate, % 35.33
Expectancy per trade 0.1998
Max consecutive wins 11
Max consecutive losses 22
Risk & Exposure
Metric Value
Position avg, % of margin balance 89.42
Position max, % of margin balance 110.18
Max Drawdown 525.46
Max Drawdown, % 36.30
Risk-Adjusted Ratios
Metric Value
Profit Factor (gross profit/gross loss) 1.0236
Recovery Factor (Total PnL / Max DD) -0.0324
Sharpe ratio (monthly) 0.1638
Sortino ratio (monthly) 0.2873
CAGR, % -0.71
Calmar ratio (CAGR / Max DD%) -0.0195
Open Positions Size (USDT)
Strategy Charts
SOLUSDT 4h zigzag | PnL: -270.81 | Fee: 34.24 | Vol: 95116.38
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": 6,
    "detection": 10,
    "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
}