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
950.90
Total PnL
-49.10 (-4.91%)
Total Trades (Win/Los)
373 (102/271)
Win Rate
27.35%
Max Drawdown
828.44 (47.36%)
Total Fees
99.42
Position avg (max), %
88.91 (116.23)
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 -13.00% 24.14% 21.57% 4.40% -2.80% 1.17% 1.22% 7.04% 8.64% -2.74% 6.51% -19.95% 31.57%
2025 -18.93% 12.04% -3.43% -1.61% 6.13% -9.40% 17.07% 11.80% 8.14% -24.61% 9.35% -16.10% -18.75%
2026 23.07% -8.66% -19.14% 5.19% -6.92% 0.01% — — — — — — -10.99%
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 950.90
Min balance 854.96
Max balance 1749.34
Monthly Performance
Metric Value
Average monthly return (geometric), % -0.17
Average monthly return (arithmetic), % 0.67
Best month, % 24.14
Worst month, % -24.61
PnL, Volume & Fees
Metric Value
Total PnL -49.10
Total PnL, % -4.91
Gross profit 4151.72
Gross loss 4092.13
Trading volume (USDT) 276177.26
Total transactions (buy/sell) 376
Total fees 99.42
Funding net -9.27
Funding accrued (received) 62.06
Funding paid 71.33
Trades
Metric Value
Total Trades 373
Win Trades 102
Los Trades 271
Win Rate, % 27.35
Expectancy per trade 0.1598
Max consecutive wins 5
Max consecutive losses 17
Risk & Exposure
Metric Value
Position avg, % of margin balance 88.91
Position max, % of margin balance 116.23
Max Drawdown 828.44
Max Drawdown, % 47.36
Risk-Adjusted Ratios
Metric Value
Profit Factor (gross profit/gross loss) 1.0146
Recovery Factor (Total PnL / Max DD) -0.0593
Sharpe ratio (monthly) 0.1818
Sortino ratio (monthly) 0.2611
CAGR, % -2.06
Calmar ratio (CAGR / Max DD%) -0.0436
Open Positions Size (USDT)
Strategy Charts
SOLUSDT 4h zigzag | PnL: 183.18 | Fee: 31.18 | Vol: 86626.21
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": 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
}