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
845.54
Total PnL
-154.46 (-15.45%)
Total Trades (Win/Los)
832 (172/660)
Win Rate
20.67%
Max Drawdown
1076.62 (56.72%)
Total Fees
219.04
Position avg (max), %
89.43 (117.55)
Profit Factor
1.01
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 -15.97% 27.82% 8.49% 6.51% -1.23% 2.34% 2.92% 0.07% 2.59% 6.77% 12.36% -19.23% 28.45%
2025 -10.33% 13.80% -21.90% 7.83% 8.60% -4.26% 10.84% 17.02% 4.61% -14.89% 15.61% -14.90% 1.50%
2026 22.64% -14.28% -23.98% -11.12% -8.65% 0.01% — — — — — — -35.11%
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 845.54
Min balance 821.66
Max balance 1898.28
Monthly Performance
Metric Value
Average monthly return (geometric), % -0.56
Average monthly return (arithmetic), % 0.34
Best month, % 27.82
Worst month, % -23.98
PnL, Volume & Fees
Metric Value
Total PnL -154.46
Total PnL, % -15.45
Gross profit 5245.75
Gross loss 5178.31
Trading volume (USDT) 608495.33
Total transactions (buy/sell) 837
Total fees 219.04
Funding net -2.86
Funding accrued (received) 65.43
Funding paid 68.29
Trades
Metric Value
Total Trades 832
Win Trades 172
Los Trades 660
Win Rate, % 20.67
Expectancy per trade 0.0811
Max consecutive wins 5
Max consecutive losses 32
Risk & Exposure
Metric Value
Position avg, % of margin balance 89.43
Position max, % of margin balance 117.55
Max Drawdown 1076.62
Max Drawdown, % 56.72
Risk-Adjusted Ratios
Metric Value
Profit Factor (gross profit/gross loss) 1.0130
Recovery Factor (Total PnL / Max DD) -0.1435
Sharpe ratio (monthly) 0.0879
Sortino ratio (monthly) 0.1238
CAGR, % -6.71
Calmar ratio (CAGR / Max DD%) -0.1183
Open Positions Size (USDT)
Strategy Charts
SOLUSDT 4h zigzag | PnL: 84.38 | Fee: 74.00 | Vol: 205566.26
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": 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
}