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
898.25
Total PnL
-101.75 (-10.18%)
Total Trades (Win/Los)
1266 (125/1141)
Win Rate
9.87%
Max Drawdown
981.07 (53.35%)
Total Fees
321.07
Position avg (max), %
87.52 (104.17)
Profit Factor
1.05
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 -11.09% 26.47% 17.55% -0.59% -3.65% 2.52% 4.39% 3.70% 7.50% -1.53% 17.86% -19.60% 40.94%
2025 -13.65% 7.01% -22.46% 8.67% -0.37% -4.00% 11.86% 1.75% 7.16% -13.54% 8.83% -21.04% -32.52%
2026 17.11% -7.37% -13.16% 3.70% -3.27% 0.01% — — — — — — -5.50%
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 898.25
Min balance 858.00
Max balance 1839.07
Monthly Performance
Metric Value
Average monthly return (geometric), % -0.36
Average monthly return (arithmetic), % 0.36
Best month, % 26.47
Worst month, % -22.46
PnL, Volume & Fees
Metric Value
Total PnL -101.75
Total PnL, % -10.18
Gross profit 4565.51
Gross loss 4341.54
Trading volume (USDT) 892000.31
Total transactions (buy/sell) 1280
Total fees 321.07
Funding net -4.65
Funding accrued (received) 60.25
Funding paid 64.91
Trades
Metric Value
Total Trades 1266
Win Trades 125
Los Trades 1141
Win Rate, % 9.87
Expectancy per trade 0.1769
Max consecutive wins 3
Max consecutive losses 130
Risk & Exposure
Metric Value
Position avg, % of margin balance 87.52
Position max, % of margin balance 104.17
Max Drawdown 981.07
Max Drawdown, % 53.35
Risk-Adjusted Ratios
Metric Value
Profit Factor (gross profit/gross loss) 1.0516
Recovery Factor (Total PnL / Max DD) -0.1037
Sharpe ratio (monthly) 0.1049
Sortino ratio (monthly) 0.1488
CAGR, % -4.35
Calmar ratio (CAGR / Max DD%) -0.0815
Open Positions Size (USDT)
Strategy Charts
SOLUSDT 4h zigzag | PnL: 329.15 | Fee: 106.45 | Vol: 295747.77
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": 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
}