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
990.43
Total PnL
-9.57 (-0.96%)
Total Trades (Win/Los)
244 (86/158)
Win Rate
35.25%
Max Drawdown
670.79 (42.33%)
Total Fees
60.83
Position avg (max), %
89.06 (117.90)
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 -26.87% 24.96% 24.61% -2.79% 5.32% 8.31% 0.41% -2.55% 3.10% -0.80% 9.36% -15.59% 16.63%
2025 -10.93% 8.85% 2.50% -3.65% 9.57% -6.65% 16.47% 3.65% 6.95% -33.25% 8.04% -12.93% -20.61%
2026 27.10% 1.05% -11.82% -2.71% -2.89% 0.01% — — — — — — 7.02%
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 990.43
Min balance 714.51
Max balance 1584.58
Monthly Performance
Metric Value
Average monthly return (geometric), % -0.03
Average monthly return (arithmetic), % 0.89
Best month, % 27.10
Worst month, % -33.25
PnL, Volume & Fees
Metric Value
Total PnL -9.57
Total PnL, % -0.96
Gross profit 3308.80
Gross loss 3241.65
Trading volume (USDT) 169001.83
Total transactions (buy/sell) 247
Total fees 60.83
Funding net -15.89
Funding accrued (received) 53.35
Funding paid 69.25
Trades
Metric Value
Total Trades 244
Win Trades 86
Los Trades 158
Win Rate, % 35.25
Expectancy per trade 0.2752
Max consecutive wins 4
Max consecutive losses 15
Risk & Exposure
Metric Value
Position avg, % of margin balance 89.06
Position max, % of margin balance 117.90
Max Drawdown 670.79
Max Drawdown, % 42.33
Risk-Adjusted Ratios
Metric Value
Profit Factor (gross profit/gross loss) 1.0207
Recovery Factor (Total PnL / Max DD) -0.0143
Sharpe ratio (monthly) 0.2331
Sortino ratio (monthly) 0.3336
CAGR, % -0.40
Calmar ratio (CAGR / Max DD%) -0.0094
Open Positions Size (USDT)
Strategy Charts
SOLUSDT 4h zigzag | PnL: -92.43 | Fee: 21.33 | Vol: 59261.47
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": 15,
    "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
}