hb/tester/ver.2026/05/18/backtest_results: 2024-01-01 - 2026-06-01 | zz-3-4h | exchange: Bybit

Pairs
3
Initial Balance
1000.00
Final Balance
495.62
Total PnL
-504.38 (-50.44%)
Total Trades (Win/Los)
2350 (433/1917)
Win Rate
18.43%
Max Drawdown
761.06 (61.37%)
Total Fees
336.19
Position avg (max), %
45.03 (101.73)
Profit Factor
0.95
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 2.22% -1.34% 9.05% 4.95% 0.97% -2.87% -6.45% 5.97% -7.91% -3.51% 2.56% -17.30% -15.43%
2025 -14.74% -3.26% -16.56% -3.34% -3.45% 3.62% -2.47% 11.55% 3.68% -1.51% 3.33% -9.53% -30.87%
2026 9.31% -10.42% -7.58% -5.07% -1.27% -0.01% — — — — — — -15.19%
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 495.62
Min balance 479.05
Max balance 1240.12
Monthly Performance
Metric Value
Average monthly return (geometric), % -2.31
Average monthly return (arithmetic), % -2.05
Best month, % 11.55
Worst month, % -17.30
PnL, Volume & Fees
Metric Value
Total PnL -504.38
Total PnL, % -50.44
Gross profit 3193.43
Gross loss 3362.72
Trading volume (USDT) 935484.59
Total transactions (buy/sell) 2361
Total fees 336.19
Funding net 1.11
Funding accrued (received) 21.21
Funding paid 20.10
Trades
Metric Value
Total Trades 2350
Win Trades 433
Los Trades 1917
Win Rate, % 18.43
Expectancy per trade -0.0720
Max consecutive wins 9
Max consecutive losses 119
Risk & Exposure
Metric Value
Position avg, % of margin balance 45.03
Position max, % of margin balance 101.73
Max Drawdown 761.06
Max Drawdown, % 61.37
Risk-Adjusted Ratios
Metric Value
Profit Factor (gross profit/gross loss) 0.9497
Recovery Factor (Total PnL / Max DD) -0.6627
Sharpe ratio (monthly) -0.9924
Sortino ratio (monthly) -1.1008
CAGR, % -25.22
Calmar ratio (CAGR / Max DD%) -0.4110
Open Positions Size (USDT)
Strategy Charts
SOLUSDT 4h zigzag | PnL: -16.28 | Fee: 117.13 | Vol: 326005.89
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": 8,
    "detection": 1,
    "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
}