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
450.38
Total PnL
-549.62 (-54.96%)
Total Trades (Win/Los)
2084 (176/1908)
Win Rate
8.45%
Max Drawdown
855.07 (66.11%)
Total Fees
339.48
Position avg (max), %
86.33 (101.71)
Profit Factor
0.95
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 -17.59% 20.80% 6.33% 4.63% -1.96% -1.02% -6.70% 2.00% -3.60% 2.70% 10.69% -22.81% -13.48%
2025 -13.71% 9.53% -25.04% 4.15% -0.92% -6.71% 10.54% 16.01% 5.45% -10.11% 10.38% -19.88% -26.67%
2026 21.79% -17.37% -16.67% -9.40% -6.52% -0.01% — — — — — — -28.98%
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 450.38
Min balance 438.37
Max balance 1293.44
Monthly Performance
Metric Value
Average monthly return (geometric), % -2.62
Average monthly return (arithmetic), % -1.83
Best month, % 21.79
Worst month, % -25.04
PnL, Volume & Fees
Metric Value
Total PnL -549.62
Total PnL, % -54.96
Gross profit 3704.12
Gross loss 3913.34
Trading volume (USDT) 943054.84
Total transactions (buy/sell) 2095
Total fees 339.48
Funding net -0.92
Funding accrued (received) 41.93
Funding paid 42.85
Trades
Metric Value
Total Trades 2084
Win Trades 176
Los Trades 1908
Win Rate, % 8.45
Expectancy per trade -0.1004
Max consecutive wins 4
Max consecutive losses 131
Risk & Exposure
Metric Value
Position avg, % of margin balance 86.33
Position max, % of margin balance 101.71
Max Drawdown 855.07
Max Drawdown, % 66.11
Risk-Adjusted Ratios
Metric Value
Profit Factor (gross profit/gross loss) 0.9465
Recovery Factor (Total PnL / Max DD) -0.6428
Sharpe ratio (monthly) -0.5146
Sortino ratio (monthly) -0.6391
CAGR, % -28.13
Calmar ratio (CAGR / Max DD%) -0.4255
Open Positions Size (USDT)
Strategy Charts
SOLUSDT 4h zigzag | PnL: 3.07 | Fee: 119.99 | Vol: 333338.58
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": 8,
    "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
}