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
942.72
Total PnL
-57.28 (-5.73%)
Total Trades (Win/Los)
512 (157/355)
Win Rate
30.66%
Max Drawdown
578.95 (42.01%)
Total Fees
114.74
Position avg (max), %
88.80 (122.78)
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 -16.19% 31.14% 3.91% -2.91% 0.36% 0.72% -3.25% 6.51% -3.10% -1.08% 1.67% -16.88% -6.45%
2025 1.15% 3.93% -11.74% 2.98% 6.94% -9.41% 10.15% 16.59% 4.99% -6.45% 7.82% -12.10% 10.65%
2026 19.94% -8.25% -15.53% -2.04% 0.07% 0.01% — — — — — — -8.87%
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 942.72
Min balance 799.26
Max balance 1474.28
Monthly Performance
Metric Value
Average monthly return (geometric), % -0.19
Average monthly return (arithmetic), % 0.33
Best month, % 31.14
Worst month, % -16.88
PnL, Volume & Fees
Metric Value
Total PnL -57.28
Total PnL, % -5.73
Gross profit 4019.45
Gross loss 3956.31
Trading volume (USDT) 318736.93
Total transactions (buy/sell) 515
Total fees 114.74
Funding net -5.69
Funding accrued (received) 52.84
Funding paid 58.53
Trades
Metric Value
Total Trades 512
Win Trades 157
Los Trades 355
Win Rate, % 30.66
Expectancy per trade 0.1233
Max consecutive wins 9
Max consecutive losses 13
Risk & Exposure
Metric Value
Position avg, % of margin balance 88.80
Position max, % of margin balance 122.78
Max Drawdown 578.95
Max Drawdown, % 42.01
Risk-Adjusted Ratios
Metric Value
Profit Factor (gross profit/gross loss) 1.0160
Recovery Factor (Total PnL / Max DD) -0.0989
Sharpe ratio (monthly) 0.1099
Sortino ratio (monthly) 0.1740
CAGR, % -2.41
Calmar ratio (CAGR / Max DD%) -0.0574
Open Positions Size (USDT)
Strategy Charts
SOLUSDT 4h zigzag | PnL: -77.64 | Fee: 37.74 | Vol: 104844.93
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": 3,
    "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
}