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
996.94
Total PnL
-3.06 (-0.31%)
Total Trades (Win/Los)
271 (82/189)
Win Rate
30.26%
Max Drawdown
605.34 (44.33%)
Total Fees
59.02
Position avg (max), %
88.06 (125.11)
Profit Factor
1.02
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 -23.31% 20.48% 25.61% -2.38% -0.53% -1.52% -2.34% -3.30% 7.42% -6.73% 15.14% -23.13% -7.06%
2025 -15.32% 12.38% 2.39% -1.08% 18.93% -11.53% 18.25% 7.19% 4.42% -22.78% 18.31% -13.06% 6.60%
2026 15.30% -7.61% -7.02% 6.07% -4.16% 0.01% — — — — — — 0.69%
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 996.94
Min balance 744.82
Max balance 1365.38
Monthly Performance
Metric Value
Average monthly return (geometric), % -0.01
Average monthly return (arithmetic), % 0.87
Best month, % 25.61
Worst month, % -23.31
PnL, Volume & Fees
Metric Value
Total PnL -3.06
Total PnL, % -0.31
Gross profit 3039.49
Gross loss 2980.39
Trading volume (USDT) 163963.82
Total transactions (buy/sell) 274
Total fees 59.02
Funding net -3.14
Funding accrued (received) 53.03
Funding paid 56.17
Trades
Metric Value
Total Trades 271
Win Trades 82
Los Trades 189
Win Rate, % 30.26
Expectancy per trade 0.2181
Max consecutive wins 5
Max consecutive losses 13
Risk & Exposure
Metric Value
Position avg, % of margin balance 88.06
Position max, % of margin balance 125.11
Max Drawdown 605.34
Max Drawdown, % 44.33
Risk-Adjusted Ratios
Metric Value
Profit Factor (gross profit/gross loss) 1.0198
Recovery Factor (Total PnL / Max DD) -0.0051
Sharpe ratio (monthly) 0.2288
Sortino ratio (monthly) 0.3415
CAGR, % -0.13
Calmar ratio (CAGR / Max DD%) -0.0029
Open Positions Size (USDT)
Strategy Charts
SOLUSDT 4h zigzag | PnL: 233.36 | Fee: 17.53 | Vol: 48698.18
Details
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  "name": "1",
  "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": 6,
    "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
}