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
953.83
Total PnL
-46.17 (-4.62%)
Total Trades (Win/Los)
367 (112/255)
Win Rate
30.52%
Max Drawdown
930.27 (50.20%)
Total Fees
100.62
Position avg (max), %
89.07 (122.86)
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 -18.87% 22.29% 28.86% 1.33% 4.55% 2.62% 5.30% 2.45% 3.86% -4.35% 7.61% -13.92% 37.99%
2025 -13.12% 9.20% -8.61% 1.59% 3.55% -7.12% 11.03% 12.08% 7.54% -25.26% 8.86% -14.07% -20.74%
2026 21.24% -7.08% -18.67% 0.65% -5.37% 0.02% — — — — — — -12.73%
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 953.83
Min balance 793.18
Max balance 1852.99
Monthly Performance
Metric Value
Average monthly return (geometric), % -0.16
Average monthly return (arithmetic), % 0.61
Best month, % 28.86
Worst month, % -25.26
PnL, Volume & Fees
Metric Value
Total PnL -46.17
Total PnL, % -4.62
Gross profit 4278.21
Gross loss 4213.89
Trading volume (USDT) 279531.67
Total transactions (buy/sell) 370
Total fees 100.62
Funding net -9.87
Funding accrued (received) 62.87
Funding paid 72.75
Trades
Metric Value
Total Trades 367
Win Trades 112
Los Trades 255
Win Rate, % 30.52
Expectancy per trade 0.1753
Max consecutive wins 5
Max consecutive losses 17
Risk & Exposure
Metric Value
Position avg, % of margin balance 89.07
Position max, % of margin balance 122.86
Max Drawdown 930.27
Max Drawdown, % 50.20
Risk-Adjusted Ratios
Metric Value
Profit Factor (gross profit/gross loss) 1.0153
Recovery Factor (Total PnL / Max DD) -0.0496
Sharpe ratio (monthly) 0.1706
Sortino ratio (monthly) 0.2491
CAGR, % -1.94
Calmar ratio (CAGR / Max DD%) -0.0386
Open Positions Size (USDT)
Strategy Charts
SOLUSDT 4h zigzag | PnL: -44.27 | Fee: 32.47 | Vol: 90201.15
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": 4,
    "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
}