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
832.09
Total PnL
-167.91 (-16.79%)
Total Trades (Win/Los)
899 (89/810)
Win Rate
9.90%
Max Drawdown
496.30 (44.67%)
Total Fees
152.64
Position avg (max), %
85.99 (107.11)
Profit Factor
1.00
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 -26.69% 20.21% 25.60% -17.68% -4.61% -2.65% 1.78% -18.86% 11.87% -5.96% 24.89% -10.96% -18.24%
2025 -15.13% 6.17% -11.72% 2.84% 18.19% -9.49% 22.06% 2.73% 7.02% -11.19% 18.78% -19.49% -0.27%
2026 16.77% 1.22% -12.94% 4.31% -4.89% 0.01% — — — — — — 2.11%
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 832.09
Min balance 614.75
Max balance 1148.33
Monthly Performance
Metric Value
Average monthly return (geometric), % -0.61
Average monthly return (arithmetic), % 0.41
Best month, % 25.60
Worst month, % -26.69
PnL, Volume & Fees
Metric Value
Total PnL -167.91
Total PnL, % -16.79
Gross profit 2346.95
Gross loss 2354.78
Trading volume (USDT) 424043.16
Total transactions (buy/sell) 907
Total fees 152.64
Funding net -7.45
Funding accrued (received) 39.00
Funding paid 46.45
Trades
Metric Value
Total Trades 899
Win Trades 89
Los Trades 810
Win Rate, % 9.90
Expectancy per trade -0.0087
Max consecutive wins 3
Max consecutive losses 59
Risk & Exposure
Metric Value
Position avg, % of margin balance 85.99
Position max, % of margin balance 107.11
Max Drawdown 496.30
Max Drawdown, % 44.67
Risk-Adjusted Ratios
Metric Value
Profit Factor (gross profit/gross loss) 0.9967
Recovery Factor (Total PnL / Max DD) -0.3383
Sharpe ratio (monthly) 0.0988
Sortino ratio (monthly) 0.1482
CAGR, % -7.33
Calmar ratio (CAGR / Max DD%) -0.1641
Open Positions Size (USDT)
Strategy Charts
SOLUSDT 4h zigzag | PnL: -131.89 | Fee: 47.82 | Vol: 132847.29
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": 17,
    "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
}