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
931.34
Total PnL
-68.66 (-6.87%)
Total Trades (Win/Los)
376 (121/255)
Win Rate
32.18%
Max Drawdown
599.54 (39.85%)
Total Fees
89.05
Position avg (max), %
88.74 (111.05)
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 -22.21% 28.28% 15.13% -5.08% 1.17% 8.87% -0.28% -2.58% 1.11% 4.86% 7.50% -22.26% 3.39%
2025 2.46% 8.29% -3.56% -3.96% 2.85% -2.87% 7.61% 11.02% 6.30% -22.39% 3.87% -12.53% -8.08%
2026 19.61% -0.12% -11.93% -3.75% -3.18% 0.01% — — — — — — -1.95%
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 931.34
Min balance 760.27
Max balance 1504.54
Monthly Performance
Metric Value
Average monthly return (geometric), % -0.23
Average monthly return (arithmetic), % 0.41
Best month, % 28.28
Worst month, % -22.39
PnL, Volume & Fees
Metric Value
Total PnL -68.66
Total PnL, % -6.87
Gross profit 3704.53
Gross loss 3675.91
Trading volume (USDT) 247389.59
Total transactions (buy/sell) 379
Total fees 89.05
Funding net -8.23
Funding accrued (received) 54.48
Funding paid 62.70
Trades
Metric Value
Total Trades 376
Win Trades 121
Los Trades 255
Win Rate, % 32.18
Expectancy per trade 0.0761
Max consecutive wins 5
Max consecutive losses 18
Risk & Exposure
Metric Value
Position avg, % of margin balance 88.74
Position max, % of margin balance 111.05
Max Drawdown 599.54
Max Drawdown, % 39.85
Risk-Adjusted Ratios
Metric Value
Profit Factor (gross profit/gross loss) 1.0078
Recovery Factor (Total PnL / Max DD) -0.1145
Sharpe ratio (monthly) 0.1260
Sortino ratio (monthly) 0.1783
CAGR, % -2.90
Calmar ratio (CAGR / Max DD%) -0.0728
Open Positions Size (USDT)
Strategy Charts
SOLUSDT 4h zigzag | PnL: 7.25 | Fee: 28.38 | Vol: 78853.08
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": 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
}