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
838.66
Total PnL
-161.34 (-16.13%)
Total Trades (Win/Los)
318 (93/225)
Win Rate
29.25%
Max Drawdown
661.55 (45.01%)
Total Fees
71.12
Position avg (max), %
88.54 (118.43)
Profit Factor
0.97
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 -21.68% 23.30% 21.40% -0.72% -0.58% 0.38% 1.61% -1.48% 8.95% -8.16% 13.78% -20.29% 5.52%
2025 -14.41% 8.32% 2.18% -3.28% 3.79% -9.15% 15.79% 9.11% 4.85% -21.30% 14.00% -12.31% -9.95%
2026 15.65% -9.42% -14.77% 3.94% -4.85% 0.01% — — — — — — -11.69%
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 838.66
Min balance 773.07
Max balance 1469.75
Monthly Performance
Metric Value
Average monthly return (geometric), % -0.58
Average monthly return (arithmetic), % 0.16
Best month, % 23.30
Worst month, % -21.68
PnL, Volume & Fees
Metric Value
Total PnL -161.34
Total PnL, % -16.13
Gross profit 3261.13
Gross loss 3347.09
Trading volume (USDT) 197568.95
Total transactions (buy/sell) 321
Total fees 71.12
Funding net -4.25
Funding accrued (received) 53.55
Funding paid 57.80
Trades
Metric Value
Total Trades 318
Win Trades 93
Los Trades 225
Win Rate, % 29.25
Expectancy per trade -0.2703
Max consecutive wins 4
Max consecutive losses 13
Risk & Exposure
Metric Value
Position avg, % of margin balance 88.54
Position max, % of margin balance 118.43
Max Drawdown 661.55
Max Drawdown, % 45.01
Risk-Adjusted Ratios
Metric Value
Profit Factor (gross profit/gross loss) 0.9743
Recovery Factor (Total PnL / Max DD) -0.2439
Sharpe ratio (monthly) 0.0448
Sortino ratio (monthly) 0.0633
CAGR, % -7.03
Calmar ratio (CAGR / Max DD%) -0.1561
Open Positions Size (USDT)
Strategy Charts
SOLUSDT 4h zigzag | PnL: 27.54 | Fee: 23.47 | Vol: 65214.13
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": 5,
    "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
}