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
766.31
Total PnL
-233.69 (-23.37%)
Total Trades (Win/Los)
874 (153/721)
Win Rate
17.51%
Max Drawdown
822.87 (52.70%)
Total Fees
204.81
Position avg (max), %
88.80 (111.89)
Profit Factor
0.99
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 -16.25% 21.64% 10.17% 5.47% -4.43% 4.46% 3.66% 0.88% 1.08% -2.57% 8.30% -16.10% 10.60%
2025 -10.52% 14.20% -23.65% 1.13% 0.57% -6.98% 17.01% 17.10% 8.17% -10.65% 17.10% -14.06% -1.62%
2026 20.74% -15.63% -24.18% -0.50% -8.32% 0.01% — — — — — — -29.53%
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 766.31
Min balance 738.55
Max balance 1561.42
Monthly Performance
Metric Value
Average monthly return (geometric), % -0.88
Average monthly return (arithmetic), % -0.07
Best month, % 21.64
Worst month, % -24.18
PnL, Volume & Fees
Metric Value
Total PnL -233.69
Total PnL, % -23.37
Gross profit 4338.43
Gross loss 4363.24
Trading volume (USDT) 568940.13
Total transactions (buy/sell) 878
Total fees 204.81
Funding net -4.07
Funding accrued (received) 54.74
Funding paid 58.81
Trades
Metric Value
Total Trades 874
Win Trades 153
Los Trades 721
Win Rate, % 17.51
Expectancy per trade -0.0284
Max consecutive wins 5
Max consecutive losses 59
Risk & Exposure
Metric Value
Position avg, % of margin balance 88.80
Position max, % of margin balance 111.89
Max Drawdown 822.87
Max Drawdown, % 52.70
Risk-Adjusted Ratios
Metric Value
Profit Factor (gross profit/gross loss) 0.9943
Recovery Factor (Total PnL / Max DD) -0.2840
Sharpe ratio (monthly) -0.0194
Sortino ratio (monthly) -0.0269
CAGR, % -10.44
Calmar ratio (CAGR / Max DD%) -0.1980
Open Positions Size (USDT)
Strategy Charts
SOLUSDT 4h zigzag | PnL: -134.81 | Fee: 66.00 | Vol: 183343.69
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": 9,
    "detection": 2,
    "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
}