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
931.51
Total PnL
-68.49 (-6.85%)
Total Trades (Win/Los)
315 (106/209)
Win Rate
33.65%
Max Drawdown
537.54 (37.79%)
Total Fees
73.06
Position avg (max), %
88.51 (109.36)
Profit Factor
1.00
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 -23.64% 33.78% 11.23% -7.47% 1.00% 7.01% 1.08% -2.35% -0.96% 6.85% 5.51% -21.38% -1.53%
2025 4.13% 4.18% 2.57% -3.34% 5.32% -5.03% 8.49% 6.65% 5.72% -25.79% 9.46% -10.83% -4.70%
2026 23.66% 1.03% -15.92% -4.24% -1.27% 0.01% — — — — — — -0.68%
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 931.51
Min balance 745.64
Max balance 1422.50
Monthly Performance
Metric Value
Average monthly return (geometric), % -0.23
Average monthly return (arithmetic), % 0.52
Best month, % 33.78
Worst month, % -25.79
PnL, Volume & Fees
Metric Value
Total PnL -68.49
Total PnL, % -6.85
Gross profit 3420.97
Gross loss 3406.27
Trading volume (USDT) 202978.73
Total transactions (buy/sell) 318
Total fees 73.06
Funding net -10.14
Funding accrued (received) 51.99
Funding paid 62.12
Trades
Metric Value
Total Trades 315
Win Trades 106
Los Trades 209
Win Rate, % 33.65
Expectancy per trade 0.0467
Max consecutive wins 5
Max consecutive losses 17
Risk & Exposure
Metric Value
Position avg, % of margin balance 88.51
Position max, % of margin balance 109.36
Max Drawdown 537.54
Max Drawdown, % 37.79
Risk-Adjusted Ratios
Metric Value
Profit Factor (gross profit/gross loss) 1.0043
Recovery Factor (Total PnL / Max DD) -0.1274
Sharpe ratio (monthly) 0.1469
Sortino ratio (monthly) 0.2098
CAGR, % -2.90
Calmar ratio (CAGR / Max DD%) -0.0766
Open Positions Size (USDT)
Strategy Charts
SOLUSDT 4h zigzag | PnL: 19.04 | Fee: 24.59 | Vol: 68302.43
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": 11,
    "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
}