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
681.41
Total PnL
-318.59 (-31.86%)
Total Trades (Win/Los)
729 (184/545)
Win Rate
25.24%
Max Drawdown
628.23 (48.81%)
Total Fees
139.62
Position avg (max), %
88.31 (122.64)
Profit Factor
0.96
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 -24.69% 29.72% -0.24% 3.89% 0.29% 0.86% -1.82% 5.39% -5.37% 0.08% 6.14% -16.13% -10.68%
2025 -2.94% 4.31% -22.63% 4.99% 6.04% -8.03% 11.90% 16.91% 1.14% -3.49% 10.70% -15.51% -4.19%
2026 16.98% -13.53% -17.68% -4.24% -0.09% 0.01% — — — — — — -20.32%
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 681.41
Min balance 658.95
Max balance 1287.18
Monthly Performance
Metric Value
Average monthly return (geometric), % -1.27
Average monthly return (arithmetic), % -0.57
Best month, % 29.72
Worst month, % -24.69
PnL, Volume & Fees
Metric Value
Total PnL -318.59
Total PnL, % -31.86
Gross profit 3756.54
Gross loss 3931.53
Trading volume (USDT) 387861.54
Total transactions (buy/sell) 732
Total fees 139.62
Funding net -3.97
Funding accrued (received) 45.83
Funding paid 49.80
Trades
Metric Value
Total Trades 729
Win Trades 184
Los Trades 545
Win Rate, % 25.24
Expectancy per trade -0.2400
Max consecutive wins 5
Max consecutive losses 24
Risk & Exposure
Metric Value
Position avg, % of margin balance 88.31
Position max, % of margin balance 122.64
Max Drawdown 628.23
Max Drawdown, % 48.81
Risk-Adjusted Ratios
Metric Value
Profit Factor (gross profit/gross loss) 0.9555
Recovery Factor (Total PnL / Max DD) -0.5071
Sharpe ratio (monthly) -0.1679
Sortino ratio (monthly) -0.2271
CAGR, % -14.69
Calmar ratio (CAGR / Max DD%) -0.3009
Open Positions Size (USDT)
Strategy Charts
SOLUSDT 4h zigzag | PnL: -320.32 | Fee: 48.61 | Vol: 135030.78
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": 7,
    "detection": 2,
    "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
}