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
846.21
Total PnL
-153.79 (-15.38%)
Total Trades (Win/Los)
317 (92/225)
Win Rate
29.02%
Max Drawdown
700.50 (47.73%)
Total Fees
67.71
Position avg (max), %
87.43 (118.19)
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 -20.18% 24.97% 16.45% 0.47% 0.26% 0.01% -1.16% 0.11% 7.67% -5.52% 18.94% -28.04% 0.82%
2025 -18.29% 10.56% -4.03% -1.55% 6.77% -9.04% 16.50% 8.23% 4.58% -19.29% 16.05% -14.13% -12.06%
2026 16.23% -6.25% -13.39% 8.65% -6.86% 0.01% — — — — — — -4.50%
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 846.21
Min balance 767.14
Max balance 1467.63
Monthly Performance
Metric Value
Average monthly return (geometric), % -0.55
Average monthly return (arithmetic), % 0.29
Best month, % 24.97
Worst month, % -28.04
PnL, Volume & Fees
Metric Value
Total PnL -153.79
Total PnL, % -15.38
Gross profit 3123.32
Gross loss 3205.27
Trading volume (USDT) 188102.53
Total transactions (buy/sell) 320
Total fees 67.71
Funding net -4.13
Funding accrued (received) 51.18
Funding paid 55.31
Trades
Metric Value
Total Trades 317
Win Trades 92
Los Trades 225
Win Rate, % 29.02
Expectancy per trade -0.2585
Max consecutive wins 5
Max consecutive losses 15
Risk & Exposure
Metric Value
Position avg, % of margin balance 87.43
Position max, % of margin balance 118.19
Max Drawdown 700.50
Max Drawdown, % 47.73
Risk-Adjusted Ratios
Metric Value
Profit Factor (gross profit/gross loss) 0.9744
Recovery Factor (Total PnL / Max DD) -0.2195
Sharpe ratio (monthly) 0.0789
Sortino ratio (monthly) 0.1107
CAGR, % -6.68
Calmar ratio (CAGR / Max DD%) -0.1400
Open Positions Size (USDT)
Strategy Charts
SOLUSDT 4h zigzag | PnL: 230.70 | Fee: 20.57 | Vol: 57159.27
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": 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
}