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
910.99
Total PnL
-89.01 (-8.90%)
Total Trades (Win/Los)
773 (75/698)
Win Rate
9.70%
Max Drawdown
630.52 (53.11%)
Total Fees
137.97
Position avg (max), %
85.36 (107.08)
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 -19.63% 32.03% 2.07% -15.50% -7.86% 1.82% -2.99% -17.81% 8.98% -7.24% 32.57% -13.26% -20.42%
2025 -21.27% 4.92% -2.34% 2.62% 24.87% -11.45% 24.28% 2.47% 6.49% -11.35% 20.74% -13.25% 15.26%
2026 8.60% 4.04% -11.56% 1.78% -2.31% 0.01% — — — — — — -0.62%
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 910.99
Min balance 556.59
Max balance 1203.13
Monthly Performance
Metric Value
Average monthly return (geometric), % -0.31
Average monthly return (arithmetic), % 0.68
Best month, % 32.57
Worst month, % -21.27
PnL, Volume & Fees
Metric Value
Total PnL -89.01
Total PnL, % -8.90
Gross profit 2405.07
Gross loss 2349.30
Trading volume (USDT) 383296.41
Total transactions (buy/sell) 779
Total fees 137.97
Funding net -6.81
Funding accrued (received) 39.86
Funding paid 46.66
Trades
Metric Value
Total Trades 773
Win Trades 75
Los Trades 698
Win Rate, % 9.70
Expectancy per trade 0.0721
Max consecutive wins 3
Max consecutive losses 80
Risk & Exposure
Metric Value
Position avg, % of margin balance 85.36
Position max, % of margin balance 107.08
Max Drawdown 630.52
Max Drawdown, % 53.11
Risk-Adjusted Ratios
Metric Value
Profit Factor (gross profit/gross loss) 1.0237
Recovery Factor (Total PnL / Max DD) -0.1412
Sharpe ratio (monthly) 0.1638
Sortino ratio (monthly) 0.2715
CAGR, % -3.79
Calmar ratio (CAGR / Max DD%) -0.0713
Open Positions Size (USDT)
Strategy Charts
SOLUSDT 4h zigzag | PnL: -227.00 | Fee: 40.58 | Vol: 112744.07
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": 19,
    "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
}