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
927.91
Total PnL
-72.09 (-7.21%)
Total Trades (Win/Los)
513 (145/368)
Win Rate
28.27%
Max Drawdown
875.10 (49.16%)
Total Fees
140.90
Position avg (max), %
89.62 (122.38)
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 -17.57% 27.68% 11.09% 5.31% 2.18% 4.46% 3.17% 1.95% -1.95% 4.82% 6.33% -15.86% 27.11%
2025 1.50% 9.52% -10.02% 1.39% 4.85% -9.59% 8.54% 15.37% 5.99% -20.15% 7.99% -13.18% -4.48%
2026 17.48% -11.56% -18.44% -4.78% -5.24% 0.02% — — — — — — -23.53%
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 927.91
Min balance 800.14
Max balance 1780.24
Monthly Performance
Metric Value
Average monthly return (geometric), % -0.25
Average monthly return (arithmetic), % 0.38
Best month, % 27.68
Worst month, % -20.15
PnL, Volume & Fees
Metric Value
Total PnL -72.09
Total PnL, % -7.21
Gross profit 4856.96
Gross loss 4783.82
Trading volume (USDT) 391409.61
Total transactions (buy/sell) 516
Total fees 140.90
Funding net -4.33
Funding accrued (received) 66.42
Funding paid 70.74
Trades
Metric Value
Total Trades 513
Win Trades 145
Los Trades 368
Win Rate, % 28.27
Expectancy per trade 0.1426
Max consecutive wins 7
Max consecutive losses 17
Risk & Exposure
Metric Value
Position avg, % of margin balance 89.62
Position max, % of margin balance 122.38
Max Drawdown 875.10
Max Drawdown, % 49.16
Risk-Adjusted Ratios
Metric Value
Profit Factor (gross profit/gross loss) 1.0153
Recovery Factor (Total PnL / Max DD) -0.0824
Sharpe ratio (monthly) 0.1173
Sortino ratio (monthly) 0.1657
CAGR, % -3.05
Calmar ratio (CAGR / Max DD%) -0.0621
Open Positions Size (USDT)
Strategy Charts
SOLUSDT 4h zigzag | PnL: 21.49 | Fee: 45.68 | Vol: 126885.87
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": 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
}