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
922.23
Total PnL
-77.77 (-7.78%)
Total Trades (Win/Los)
271 (103/168)
Win Rate
38.01%
Max Drawdown
458.71 (35.58%)
Total Fees
57.76
Position avg (max), %
88.26 (114.14)
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 -29.86% 34.79% 10.48% -6.62% -0.75% 6.75% 1.14% -4.47% 0.18% 4.96% 6.29% -22.53% -13.54%
2025 2.74% 8.30% 2.57% -0.38% 6.10% -10.38% 15.14% 5.56% 5.63% -24.19% 5.16% -12.01% -2.64%
2026 27.26% 0.90% -10.53% -1.56% -3.08% 0.01% — — — — — — 9.63%
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 922.23
Min balance 686.00
Max balance 1289.16
Monthly Performance
Metric Value
Average monthly return (geometric), % -0.27
Average monthly return (arithmetic), % 0.59
Best month, % 34.79
Worst month, % -29.86
PnL, Volume & Fees
Metric Value
Total PnL -77.77
Total PnL, % -7.78
Gross profit 2991.60
Gross loss 2999.50
Trading volume (USDT) 160475.23
Total transactions (buy/sell) 274
Total fees 57.76
Funding net -12.11
Funding accrued (received) 46.22
Funding paid 58.33
Trades
Metric Value
Total Trades 271
Win Trades 103
Los Trades 168
Win Rate, % 38.01
Expectancy per trade -0.0291
Max consecutive wins 5
Max consecutive losses 14
Risk & Exposure
Metric Value
Position avg, % of margin balance 88.26
Position max, % of margin balance 114.14
Max Drawdown 458.71
Max Drawdown, % 35.58
Risk-Adjusted Ratios
Metric Value
Profit Factor (gross profit/gross loss) 0.9974
Recovery Factor (Total PnL / Max DD) -0.1695
Sharpe ratio (monthly) 0.1571
Sortino ratio (monthly) 0.2263
CAGR, % -3.30
Calmar ratio (CAGR / Max DD%) -0.0927
Open Positions Size (USDT)
Strategy Charts
SOLUSDT 4h zigzag | PnL: -188.47 | Fee: 20.87 | Vol: 57967.25
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": 18,
    "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
}