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
936.43
Total PnL
-63.57 (-6.36%)
Total Trades (Win/Los)
1365 (124/1241)
Win Rate
9.08%
Max Drawdown
1016.53 (53.00%)
Total Fees
411.40
Position avg (max), %
89.76 (108.39)
Profit Factor
1.07
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 -3.99% 24.85% 17.97% 1.61% -2.24% 3.95% -0.72% 5.30% 5.22% -4.96% 19.77% -11.11% 62.51%
2025 -18.01% 12.54% -10.42% 9.86% 2.82% -3.97% 5.40% 3.05% 2.92% -19.62% 9.08% -22.09% -31.52%
2026 24.67% -1.59% -26.41% -2.54% -4.33% 0.01% — — — — — — -15.81%
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 936.43
Min balance 901.47
Max balance 1918.00
Monthly Performance
Metric Value
Average monthly return (geometric), % -0.22
Average monthly return (arithmetic), % 0.57
Best month, % 24.85
Worst month, % -26.41
PnL, Volume & Fees
Metric Value
Total PnL -63.57
Total PnL, % -6.36
Gross profit 5496.69
Gross loss 5141.40
Trading volume (USDT) 1142852.74
Total transactions (buy/sell) 1372
Total fees 411.40
Funding net -7.45
Funding accrued (received) 71.13
Funding paid 78.58
Trades
Metric Value
Total Trades 1365
Win Trades 124
Los Trades 1241
Win Rate, % 9.08
Expectancy per trade 0.2603
Max consecutive wins 3
Max consecutive losses 76
Risk & Exposure
Metric Value
Position avg, % of margin balance 89.76
Position max, % of margin balance 108.39
Max Drawdown 1016.53
Max Drawdown, % 53.00
Risk-Adjusted Ratios
Metric Value
Profit Factor (gross profit/gross loss) 1.0691
Recovery Factor (Total PnL / Max DD) -0.0625
Sharpe ratio (monthly) 0.1587
Sortino ratio (monthly) 0.2289
CAGR, % -2.68
Calmar ratio (CAGR / Max DD%) -0.0506
Open Positions Size (USDT)
Strategy Charts
SOLUSDT 4h zigzag | PnL: 563.14 | Fee: 142.29 | Vol: 395272.63
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": 11,
    "detection": 1,
    "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
}