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
646.53
Total PnL
-353.47 (-35.35%)
Total Trades (Win/Los)
792 (115/677)
Win Rate
14.52%
Max Drawdown
983.96 (61.07%)
Total Fees
163.76
Position avg (max), %
87.20 (107.90)
Profit Factor
0.95
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 -13.53% 24.00% 15.87% 4.20% -4.89% 0.37% 2.06% 1.41% 9.16% -3.10% 11.41% -23.78% 14.88%
2025 -25.35% 11.42% -11.91% -1.74% -4.96% -9.54% 18.30% 14.03% 7.51% -14.75% 3.00% -17.77% -35.19%
2026 16.84% -5.50% -17.52% 4.07% -8.33% 0.01% — — — — — — -13.12%
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 646.53
Min balance 627.33
Max balance 1611.29
Monthly Performance
Metric Value
Average monthly return (geometric), % -1.44
Average monthly return (arithmetic), % -0.63
Best month, % 24.00
Worst month, % -25.35
PnL, Volume & Fees
Metric Value
Total PnL -353.47
Total PnL, % -35.35
Gross profit 3585.18
Gross loss 3770.54
Trading volume (USDT) 454924.71
Total transactions (buy/sell) 797
Total fees 163.76
Funding net -4.35
Funding accrued (received) 50.52
Funding paid 54.86
Trades
Metric Value
Total Trades 792
Win Trades 115
Los Trades 677
Win Rate, % 14.52
Expectancy per trade -0.2340
Max consecutive wins 5
Max consecutive losses 97
Risk & Exposure
Metric Value
Position avg, % of margin balance 87.20
Position max, % of margin balance 107.90
Max Drawdown 983.96
Max Drawdown, % 61.07
Risk-Adjusted Ratios
Metric Value
Profit Factor (gross profit/gross loss) 0.9508
Recovery Factor (Total PnL / Max DD) -0.3592
Sharpe ratio (monthly) -0.1754
Sortino ratio (monthly) -0.2348
CAGR, % -16.52
Calmar ratio (CAGR / Max DD%) -0.2706
Open Positions Size (USDT)
Strategy Charts
SOLUSDT 4h zigzag | PnL: 14.14 | Fee: 55.74 | Vol: 154850.26
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": 3,
    "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
}