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
965.26
Total PnL
-34.74 (-3.47%)
Total Trades (Win/Los)
340 (110/230)
Win Rate
32.35%
Max Drawdown
572.44 (38.40%)
Total Fees
81.68
Position avg (max), %
88.79 (113.37)
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 -23.28% 34.96% 13.35% -5.72% 1.17% 8.19% -0.76% -3.84% -0.79% 6.93% 7.29% -20.97% 3.97%
2025 5.77% 6.15% -4.52% -6.53% 7.31% -4.90% 10.42% 7.54% 5.70% -23.64% 8.90% -9.75% -3.68%
2026 19.36% 1.49% -13.90% -6.56% -1.06% 0.01% — — — — — — -3.56%
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 965.26
Min balance 750.76
Max balance 1490.66
Monthly Performance
Metric Value
Average monthly return (geometric), % -0.12
Average monthly return (arithmetic), % 0.61
Best month, % 34.96
Worst month, % -23.64
PnL, Volume & Fees
Metric Value
Total PnL -34.74
Total PnL, % -3.47
Gross profit 3638.03
Gross loss 3581.92
Trading volume (USDT) 226918.57
Total transactions (buy/sell) 343
Total fees 81.68
Funding net -9.16
Funding accrued (received) 54.71
Funding paid 63.88
Trades
Metric Value
Total Trades 340
Win Trades 110
Los Trades 230
Win Rate, % 32.35
Expectancy per trade 0.1650
Max consecutive wins 5
Max consecutive losses 17
Risk & Exposure
Metric Value
Position avg, % of margin balance 88.79
Position max, % of margin balance 113.37
Max Drawdown 572.44
Max Drawdown, % 38.40
Risk-Adjusted Ratios
Metric Value
Profit Factor (gross profit/gross loss) 1.0157
Recovery Factor (Total PnL / Max DD) -0.0607
Sharpe ratio (monthly) 0.1759
Sortino ratio (monthly) 0.2587
CAGR, % -1.45
Calmar ratio (CAGR / Max DD%) -0.0378
Open Positions Size (USDT)
Strategy Charts
SOLUSDT 4h zigzag | PnL: 70.15 | Fee: 26.32 | Vol: 73107.38
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": 7,
    "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
}