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
850.68
Total PnL
-149.32 (-14.93%)
Total Trades (Win/Los)
1006 (142/864)
Win Rate
14.12%
Max Drawdown
1195.85 (59.30%)
Total Fees
254.98
Position avg (max), %
88.41 (112.89)
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 -16.36% 21.58% 25.94% 5.25% 2.11% 5.69% 8.34% 4.59% 4.07% -2.82% 12.21% -24.88% 40.51%
2025 -26.69% 12.75% -24.00% 8.94% 2.94% -4.32% 11.00% 14.46% 7.82% -18.05% 11.59% -16.21% -29.25%
2026 21.65% -7.96% -17.31% -0.17% -7.38% 0.01% — — — — — — -14.38%
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 850.68
Min balance 809.54
Max balance 2016.76
Monthly Performance
Metric Value
Average monthly return (geometric), % -0.54
Average monthly return (arithmetic), % 0.49
Best month, % 25.94
Worst month, % -26.69
PnL, Volume & Fees
Metric Value
Total PnL -149.32
Total PnL, % -14.93
Gross profit 4844.95
Gross loss 4735.14
Trading volume (USDT) 708326.08
Total transactions (buy/sell) 1012
Total fees 254.98
Funding net -4.16
Funding accrued (received) 62.06
Funding paid 66.22
Trades
Metric Value
Total Trades 1006
Win Trades 142
Los Trades 864
Win Rate, % 14.12
Expectancy per trade 0.1092
Max consecutive wins 4
Max consecutive losses 73
Risk & Exposure
Metric Value
Position avg, % of margin balance 88.41
Position max, % of margin balance 112.89
Max Drawdown 1195.85
Max Drawdown, % 59.30
Risk-Adjusted Ratios
Metric Value
Profit Factor (gross profit/gross loss) 1.0232
Recovery Factor (Total PnL / Max DD) -0.1249
Sharpe ratio (monthly) 0.1217
Sortino ratio (monthly) 0.1652
CAGR, % -6.48
Calmar ratio (CAGR / Max DD%) -0.1092
Open Positions Size (USDT)
Strategy Charts
SOLUSDT 4h zigzag | PnL: 50.86 | Fee: 86.30 | Vol: 239746.09
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": 10,
    "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
}