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
856.76
Total PnL
-143.24 (-14.32%)
Total Trades (Win/Los)
1177 (119/1058)
Win Rate
10.11%
Max Drawdown
1041.20 (55.79%)
Total Fees
309.10
Position avg (max), %
88.30 (107.04)
Profit Factor
1.04
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 -12.55% 27.45% 20.19% 0.31% -0.10% -1.29% 0.03% 4.06% 6.57% 0.53% 24.29% -13.14% 59.55%
2025 -19.31% 9.73% -19.41% 2.94% 1.49% -6.32% 13.98% -1.40% 7.20% -20.37% 13.86% -20.25% -39.17%
2026 18.70% -5.84% -19.01% -2.16% -0.29% 0.01% — — — — — — -11.68%
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 856.76
Min balance 825.03
Max balance 1866.23
Monthly Performance
Metric Value
Average monthly return (geometric), % -0.51
Average monthly return (arithmetic), % 0.33
Best month, % 27.45
Worst month, % -20.37
PnL, Volume & Fees
Metric Value
Total PnL -143.24
Total PnL, % -14.32
Gross profit 4662.04
Gross loss 4490.60
Trading volume (USDT) 858705.29
Total transactions (buy/sell) 1187
Total fees 309.10
Funding net -5.59
Funding accrued (received) 62.45
Funding paid 68.03
Trades
Metric Value
Total Trades 1177
Win Trades 119
Los Trades 1058
Win Rate, % 10.11
Expectancy per trade 0.1457
Max consecutive wins 3
Max consecutive losses 61
Risk & Exposure
Metric Value
Position avg, % of margin balance 88.30
Position max, % of margin balance 107.04
Max Drawdown 1041.20
Max Drawdown, % 55.79
Risk-Adjusted Ratios
Metric Value
Profit Factor (gross profit/gross loss) 1.0382
Recovery Factor (Total PnL / Max DD) -0.1376
Sharpe ratio (monthly) 0.0882
Sortino ratio (monthly) 0.1293
CAGR, % -6.20
Calmar ratio (CAGR / Max DD%) -0.1112
Open Positions Size (USDT)
Strategy Charts
SOLUSDT 4h zigzag | PnL: 233.30 | Fee: 114.21 | Vol: 317313.38
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": 13,
    "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
}