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
617.08
Total PnL
-382.92 (-38.29%)
Total Trades (Win/Los)
1720 (200/1520)
Win Rate
11.63%
Max Drawdown
666.40 (56.40%)
Total Fees
285.77
Position avg (max), %
86.66 (116.19)
Profit Factor
0.97
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 -20.34% 22.99% -4.43% 3.29% -4.74% -0.79% 0.94% -1.37% -6.64% 1.56% 7.95% -21.86% -27.23%
2025 -6.26% 7.55% -18.51% -0.76% -0.52% -5.13% 9.78% 20.66% 1.02% 4.93% 17.02% -17.22% 4.65%
2026 22.09% -15.86% -13.66% -3.95% -4.84% 0.01% — — — — — — -18.92%
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 617.08
Min balance 515.13
Max balance 1181.53
Monthly Performance
Metric Value
Average monthly return (geometric), % -1.59
Average monthly return (arithmetic), % -0.90
Best month, % 22.99
Worst month, % -21.86
PnL, Volume & Fees
Metric Value
Total PnL -382.92
Total PnL, % -38.29
Gross profit 3647.58
Gross loss 3741.79
Trading volume (USDT) 793877.69
Total transactions (buy/sell) 1731
Total fees 285.77
Funding net -2.94
Funding accrued (received) 39.42
Funding paid 42.35
Trades
Metric Value
Total Trades 1720
Win Trades 200
Los Trades 1520
Win Rate, % 11.63
Expectancy per trade -0.0548
Max consecutive wins 4
Max consecutive losses 59
Risk & Exposure
Metric Value
Position avg, % of margin balance 86.66
Position max, % of margin balance 116.19
Max Drawdown 666.40
Max Drawdown, % 56.40
Risk-Adjusted Ratios
Metric Value
Profit Factor (gross profit/gross loss) 0.9748
Recovery Factor (Total PnL / Max DD) -0.5746
Sharpe ratio (monthly) -0.2668
Sortino ratio (monthly) -0.3685
CAGR, % -18.12
Calmar ratio (CAGR / Max DD%) -0.3213
Open Positions Size (USDT)
Strategy Charts
SOLUSDT 4h zigzag | PnL: -110.56 | Fee: 107.58 | Vol: 298854.98
Details
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  "is_runing": true,
  "description": "",
  "tg_notification": {
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    "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": 7,
    "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
}