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
903.73
Total PnL
-96.27 (-9.63%)
Total Trades (Win/Los)
1509 (124/1385)
Win Rate
8.22%
Max Drawdown
658.55 (42.77%)
Total Fees
379.39
Position avg (max), %
87.21 (105.11)
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 -10.21% 25.19% 9.60% 2.23% -6.14% 3.37% 4.55% -8.09% 6.59% -8.21% 20.72% -7.13% 28.81%
2025 -14.50% 13.45% -6.19% 5.26% 2.97% -6.90% 4.36% 5.86% 4.12% -12.00% 2.02% -19.02% -23.21%
2026 20.66% -6.33% -18.12% 0.36% -1.58% 0.01% — — — — — — -8.58%
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 903.73
Min balance 869.72
Max balance 1539.91
Monthly Performance
Metric Value
Average monthly return (geometric), % -0.33
Average monthly return (arithmetic), % 0.23
Best month, % 25.19
Worst month, % -19.02
PnL, Volume & Fees
Metric Value
Total PnL -96.27
Total PnL, % -9.63
Gross profit 4639.28
Gross loss 4351.07
Trading volume (USDT) 1053957.34
Total transactions (buy/sell) 1522
Total fees 379.39
Funding net -5.09
Funding accrued (received) 58.79
Funding paid 63.88
Trades
Metric Value
Total Trades 1509
Win Trades 124
Los Trades 1385
Win Rate, % 8.22
Expectancy per trade 0.1910
Max consecutive wins 3
Max consecutive losses 84
Risk & Exposure
Metric Value
Position avg, % of margin balance 87.21
Position max, % of margin balance 105.11
Max Drawdown 658.55
Max Drawdown, % 42.77
Risk-Adjusted Ratios
Metric Value
Profit Factor (gross profit/gross loss) 1.0662
Recovery Factor (Total PnL / Max DD) -0.1462
Sharpe ratio (monthly) 0.0744
Sortino ratio (monthly) 0.1130
CAGR, % -4.11
Calmar ratio (CAGR / Max DD%) -0.0960
Open Positions Size (USDT)
Strategy Charts
SOLUSDT 4h zigzag | PnL: 596.25 | Fee: 127.53 | Vol: 354282.32
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": 12,
    "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
}