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
994.78
Total PnL
-5.22 (-0.52%)
Total Trades (Win/Los)
749 (112/637)
Win Rate
14.95%
Max Drawdown
811.07 (46.00%)
Total Fees
199.76
Position avg (max), %
88.59 (111.92)
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 -13.65% 22.93% 16.47% 4.94% 0.37% 0.58% -1.17% 4.69% 8.44% -1.44% 19.44% -21.86% 35.19%
2025 -16.68% 13.47% -10.99% 2.95% -0.23% -6.06% 19.78% -0.09% 7.95% -13.92% 7.61% -19.54% -21.81%
2026 19.57% -9.81% -11.61% 1.81% -2.98% 0.01% — — — — — — -5.83%
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 994.78
Min balance 823.91
Max balance 1763.38
Monthly Performance
Metric Value
Average monthly return (geometric), % -0.02
Average monthly return (arithmetic), % 0.70
Best month, % 22.93
Worst month, % -21.86
PnL, Volume & Fees
Metric Value
Total PnL -5.22
Total PnL, % -0.52
Gross profit 4360.72
Gross loss 4162.47
Trading volume (USDT) 554936.42
Total transactions (buy/sell) 754
Total fees 199.76
Funding net -3.70
Funding accrued (received) 63.68
Funding paid 67.38
Trades
Metric Value
Total Trades 749
Win Trades 112
Los Trades 637
Win Rate, % 14.95
Expectancy per trade 0.2647
Max consecutive wins 3
Max consecutive losses 41
Risk & Exposure
Metric Value
Position avg, % of margin balance 88.59
Position max, % of margin balance 111.92
Max Drawdown 811.07
Max Drawdown, % 46.00
Risk-Adjusted Ratios
Metric Value
Profit Factor (gross profit/gross loss) 1.0476
Recovery Factor (Total PnL / Max DD) -0.0064
Sharpe ratio (monthly) 0.2029
Sortino ratio (monthly) 0.3033
CAGR, % -0.22
Calmar ratio (CAGR / Max DD%) -0.0047
Open Positions Size (USDT)
Strategy Charts
SOLUSDT 4h zigzag | PnL: 285.66 | Fee: 68.37 | Vol: 189914.80
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": 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
}