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
976.03
Total PnL
-23.97 (-2.40%)
Total Trades (Win/Los)
321 (124/197)
Win Rate
38.63%
Max Drawdown
585.77 (46.49%)
Total Fees
63.10
Position avg (max), %
88.90 (111.56)
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 -15.60% 33.80% -12.54% -14.21% -2.49% 8.00% -2.40% 0.24% 3.66% -1.33% 17.35% -14.33% -10.23%
2025 1.96% 3.62% -10.06% -4.34% 5.32% -15.39% 16.60% 5.69% 4.52% -2.73% 4.02% -12.48% -7.61%
2026 26.11% 4.01% -8.08% -3.83% 1.55% 0.01% — — — — — — 17.75%
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 976.03
Min balance 674.18
Max balance 1259.95
Monthly Performance
Metric Value
Average monthly return (geometric), % -0.08
Average monthly return (arithmetic), % 0.55
Best month, % 33.80
Worst month, % -15.60
PnL, Volume & Fees
Metric Value
Total PnL -23.97
Total PnL, % -2.40
Gross profit 3110.31
Gross loss 3060.50
Trading volume (USDT) 175293.88
Total transactions (buy/sell) 324
Total fees 63.10
Funding net -10.69
Funding accrued (received) 43.15
Funding paid 53.85
Trades
Metric Value
Total Trades 321
Win Trades 124
Los Trades 197
Win Rate, % 38.63
Expectancy per trade 0.1552
Max consecutive wins 12
Max consecutive losses 16
Risk & Exposure
Metric Value
Position avg, % of margin balance 88.90
Position max, % of margin balance 111.56
Max Drawdown 585.77
Max Drawdown, % 46.49
Risk-Adjusted Ratios
Metric Value
Profit Factor (gross profit/gross loss) 1.0163
Recovery Factor (Total PnL / Max DD) -0.0409
Sharpe ratio (monthly) 0.1660
Sortino ratio (monthly) 0.2792
CAGR, % -1.00
Calmar ratio (CAGR / Max DD%) -0.0215
Open Positions Size (USDT)
Strategy Charts
SOLUSDT 4h zigzag | PnL: -264.03 | Fee: 23.53 | Vol: 65355.78
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": 17,
    "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
}