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
759.29
Total PnL
-240.71 (-24.07%)
Total Trades (Win/Los)
1159 (133/1026)
Win Rate
11.48%
Max Drawdown
1130.65 (60.56%)
Total Fees
286.21
Position avg (max), %
87.98 (109.37)
Profit Factor
1.01
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 -9.77% 23.42% 22.02% 5.15% -0.35% 2.46% -4.20% 3.74% 7.75% 0.29% 13.63% -17.12% 47.55%
2025 -22.41% 8.29% -20.34% 7.83% -4.47% -6.35% 12.30% 8.13% 7.21% -19.52% 13.54% -19.14% -37.89%
2026 19.67% -6.39% -16.53% -2.62% -8.96% 0.01% — — — — — — -17.09%
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 759.29
Min balance 736.24
Max balance 1866.89
Monthly Performance
Metric Value
Average monthly return (geometric), % -0.91
Average monthly return (arithmetic), % -0.09
Best month, % 23.42
Worst month, % -22.41
PnL, Volume & Fees
Metric Value
Total PnL -240.71
Total PnL, % -24.07
Gross profit 4546.84
Gross loss 4498.59
Trading volume (USDT) 795070.56
Total transactions (buy/sell) 1165
Total fees 286.21
Funding net -2.75
Funding accrued (received) 61.31
Funding paid 64.07
Trades
Metric Value
Total Trades 1159
Win Trades 133
Los Trades 1026
Win Rate, % 11.48
Expectancy per trade 0.0416
Max consecutive wins 4
Max consecutive losses 69
Risk & Exposure
Metric Value
Position avg, % of margin balance 87.98
Position max, % of margin balance 109.37
Max Drawdown 1130.65
Max Drawdown, % 60.56
Risk-Adjusted Ratios
Metric Value
Profit Factor (gross profit/gross loss) 1.0107
Recovery Factor (Total PnL / Max DD) -0.2129
Sharpe ratio (monthly) -0.0248
Sortino ratio (monthly) -0.0343
CAGR, % -10.78
Calmar ratio (CAGR / Max DD%) -0.1780
Open Positions Size (USDT)
Strategy Charts
SOLUSDT 4h zigzag | PnL: 165.99 | Fee: 85.69 | Vol: 238041.36
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": 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
}