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
984.75
Total PnL
-15.25 (-1.52%)
Total Trades (Win/Los)
307 (114/193)
Win Rate
37.13%
Max Drawdown
451.25 (33.47%)
Total Fees
65.78
Position avg (max), %
88.45 (112.47)
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 -27.36% 35.70% 5.51% -7.28% -0.49% 6.78% -1.07% -1.67% 2.82% -0.55% 6.87% -19.97% -12.83%
2025 2.67% 6.43% 2.59% 1.18% 1.43% -11.65% 9.33% 8.39% 2.55% -6.67% 3.23% -12.35% 4.30%
2026 27.13% 2.88% -13.32% -0.70% -3.75% 0.01% — — — — — — 8.37%
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 984.75
Min balance 711.00
Max balance 1355.32
Monthly Performance
Metric Value
Average monthly return (geometric), % -0.05
Average monthly return (arithmetic), % 0.62
Best month, % 35.70
Worst month, % -27.36
PnL, Volume & Fees
Metric Value
Total PnL -15.25
Total PnL, % -1.52
Gross profit 3194.32
Gross loss 3131.40
Trading volume (USDT) 182741.40
Total transactions (buy/sell) 310
Total fees 65.78
Funding net -12.39
Funding accrued (received) 46.47
Funding paid 58.86
Trades
Metric Value
Total Trades 307
Win Trades 114
Los Trades 193
Win Rate, % 37.13
Expectancy per trade 0.2050
Max consecutive wins 12
Max consecutive losses 16
Risk & Exposure
Metric Value
Position avg, % of margin balance 88.45
Position max, % of margin balance 112.47
Max Drawdown 451.25
Max Drawdown, % 33.47
Risk-Adjusted Ratios
Metric Value
Profit Factor (gross profit/gross loss) 1.0201
Recovery Factor (Total PnL / Max DD) -0.0338
Sharpe ratio (monthly) 0.1844
Sortino ratio (monthly) 0.2839
CAGR, % -0.63
Calmar ratio (CAGR / Max DD%) -0.0190
Open Positions Size (USDT)
Strategy Charts
SOLUSDT 4h zigzag | PnL: -351.59 | Fee: 24.77 | Vol: 68826.23
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": 16,
    "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
}