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
986.66
Total PnL
-13.34 (-1.33%)
Total Trades (Win/Los)
410 (138/272)
Win Rate
33.66%
Max Drawdown
455.25 (36.60%)
Total Fees
86.54
Position avg (max), %
88.14 (110.04)
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 -22.47% 30.76% 6.43% -8.91% -0.82% 4.99% -3.60% 4.73% 0.09% 3.02% 2.79% -21.69% -14.24%
2025 6.69% 5.97% -7.20% -3.52% 5.67% -7.79% 5.77% 13.70% 6.69% -5.26% 4.39% -9.78% 12.90%
2026 19.02% 4.15% -14.42% -5.12% 1.29% 0.01% — — — — — — 1.97%
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 986.66
Min balance 757.72
Max balance 1390.39
Monthly Performance
Metric Value
Average monthly return (geometric), % -0.04
Average monthly return (arithmetic), % 0.52
Best month, % 30.76
Worst month, % -22.47
PnL, Volume & Fees
Metric Value
Total PnL -13.34
Total PnL, % -1.33
Gross profit 3485.72
Gross loss 3403.19
Trading volume (USDT) 240417.22
Total transactions (buy/sell) 413
Total fees 86.54
Funding net -9.33
Funding accrued (received) 47.56
Funding paid 56.89
Trades
Metric Value
Total Trades 410
Win Trades 138
Los Trades 272
Win Rate, % 33.66
Expectancy per trade 0.2013
Max consecutive wins 12
Max consecutive losses 14
Risk & Exposure
Metric Value
Position avg, % of margin balance 88.14
Position max, % of margin balance 110.04
Max Drawdown 455.25
Max Drawdown, % 36.60
Risk-Adjusted Ratios
Metric Value
Profit Factor (gross profit/gross loss) 1.0243
Recovery Factor (Total PnL / Max DD) -0.0293
Sharpe ratio (monthly) 0.1696
Sortino ratio (monthly) 0.2501
CAGR, % -0.55
Calmar ratio (CAGR / Max DD%) -0.0151
Open Positions Size (USDT)
Strategy Charts
SOLUSDT 4h zigzag | PnL: -147.93 | Fee: 30.14 | Vol: 83719.05
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": 5,
    "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
}