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
989.86
Total PnL
-10.14 (-1.01%)
Total Trades (Win/Los)
248 (86/162)
Win Rate
34.68%
Max Drawdown
679.37 (42.56%)
Total Fees
61.15
Position avg (max), %
88.73 (114.82)
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 -26.70% 25.08% 24.53% -2.78% 5.91% 7.99% 0.35% -2.41% 3.18% -0.87% 9.30% -14.23% 19.20%
2025 -14.69% 9.34% 2.54% -4.31% 8.84% -6.24% 17.37% 3.50% 7.41% -32.34% 8.01% -12.48% -22.05%
2026 23.74% 1.10% -11.88% -1.57% -1.77% 0.01% — — — — — — 6.60%
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 989.86
Min balance 716.24
Max balance 1596.32
Monthly Performance
Metric Value
Average monthly return (geometric), % -0.03
Average monthly return (arithmetic), % 0.86
Best month, % 25.08
Worst month, % -32.34
PnL, Volume & Fees
Metric Value
Total PnL -10.14
Total PnL, % -1.01
Gross profit 3295.29
Gross loss 3229.24
Trading volume (USDT) 169893.90
Total transactions (buy/sell) 251
Total fees 61.15
Funding net -15.03
Funding accrued (received) 53.20
Funding paid 68.23
Trades
Metric Value
Total Trades 248
Win Trades 86
Los Trades 162
Win Rate, % 34.68
Expectancy per trade 0.2663
Max consecutive wins 4
Max consecutive losses 15
Risk & Exposure
Metric Value
Position avg, % of margin balance 88.73
Position max, % of margin balance 114.82
Max Drawdown 679.37
Max Drawdown, % 42.56
Risk-Adjusted Ratios
Metric Value
Profit Factor (gross profit/gross loss) 1.0205
Recovery Factor (Total PnL / Max DD) -0.0149
Sharpe ratio (monthly) 0.2290
Sortino ratio (monthly) 0.3246
CAGR, % -0.42
Calmar ratio (CAGR / Max DD%) -0.0099
Open Positions Size (USDT)
Strategy Charts
SOLUSDT 4h zigzag | PnL: -64.72 | Fee: 21.22 | Vol: 58961.41
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": 14,
    "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
}