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
841.00
Total PnL
-159.00 (-15.90%)
Total Trades (Win/Los)
485 (142/343)
Win Rate
29.28%
Max Drawdown
1036.80 (55.98%)
Total Fees
126.97
Position avg (max), %
90.43 (120.70)
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 -14.79% 25.75% 14.21% 8.03% -1.51% 3.40% 6.82% 2.70% -0.03% -5.18% 8.99% -21.57% 19.68%
2025 -4.86% 10.91% -14.35% 0.32% 6.44% -9.34% 10.60% 15.35% 8.31% -17.27% 10.78% -12.34% -2.86%
2026 16.20% -16.14% -21.55% 0.73% -6.01% 0.01% — — — — — — -27.61%
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 841.00
Min balance 815.18
Max balance 1851.98
Monthly Performance
Metric Value
Average monthly return (geometric), % -0.57
Average monthly return (arithmetic), % 0.15
Best month, % 25.75
Worst month, % -21.57
PnL, Volume & Fees
Metric Value
Total PnL -159.00
Total PnL, % -15.90
Gross profit 4521.20
Gross loss 4545.53
Trading volume (USDT) 352723.85
Total transactions (buy/sell) 488
Total fees 126.97
Funding net -7.69
Funding accrued (received) 61.98
Funding paid 69.68
Trades
Metric Value
Total Trades 485
Win Trades 142
Los Trades 343
Win Rate, % 29.28
Expectancy per trade -0.0502
Max consecutive wins 7
Max consecutive losses 16
Risk & Exposure
Metric Value
Position avg, % of margin balance 90.43
Position max, % of margin balance 120.70
Max Drawdown 1036.80
Max Drawdown, % 55.98
Risk-Adjusted Ratios
Metric Value
Profit Factor (gross profit/gross loss) 0.9946
Recovery Factor (Total PnL / Max DD) -0.1534
Sharpe ratio (monthly) 0.0447
Sortino ratio (monthly) 0.0618
CAGR, % -6.92
Calmar ratio (CAGR / Max DD%) -0.1236
Open Positions Size (USDT)
Strategy Charts
SOLUSDT 4h zigzag | PnL: -270.38 | Fee: 45.68 | Vol: 126900.07
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": 3,
    "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
}