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
790.88
Total PnL
-209.12 (-20.91%)
Total Trades (Win/Los)
2414 (727/1687)
Win Rate
30.12%
Max Drawdown
576.72 (42.24%)
Total Fees
532.72
Position avg (max), %
90.92 (105.78)
Profit Factor
1.04
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 -0.85% 5.73% 2.77% -1.87% 2.98% -6.21% 3.85% -2.76% -15.65% -2.92% 26.36% 3.87% 10.82%
2025 -9.13% 12.95% -12.30% -10.19% 0.88% -1.31% 4.05% 19.72% 2.44% 1.14% 0.70% -27.22% -23.87%
2026 3.51% 7.07% 6.25% -12.89% -8.57% 0.02% — — — — — — -6.20%
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 790.88
Min balance 788.46
Max balance 1365.18
Monthly Performance
Metric Value
Average monthly return (geometric), % -0.78
Average monthly return (arithmetic), % -0.25
Best month, % 26.36
Worst month, % -27.22
PnL, Volume & Fees
Metric Value
Total PnL -209.12
Total PnL, % -20.91
Gross profit 8497.86
Gross loss 8171.09
Trading volume (USDT) 1479813.13
Total transactions (buy/sell) 2418
Total fees 532.72
Funding net -3.17
Funding accrued (received) 53.22
Funding paid 56.39
Trades
Metric Value
Total Trades 2414
Win Trades 727
Los Trades 1687
Win Rate, % 30.12
Expectancy per trade 0.1354
Max consecutive wins 9
Max consecutive losses 27
Risk & Exposure
Metric Value
Position avg, % of margin balance 90.92
Position max, % of margin balance 105.78
Max Drawdown 576.72
Max Drawdown, % 42.24
Risk-Adjusted Ratios
Metric Value
Profit Factor (gross profit/gross loss) 1.0400
Recovery Factor (Total PnL / Max DD) -0.3626
Sharpe ratio (monthly) -0.0865
Sortino ratio (monthly) -0.1191
CAGR, % -9.26
Calmar ratio (CAGR / Max DD%) -0.2192
Open Positions Size (USDT)
Strategy Charts
SOLUSDT 4h zigzag | PnL: 65.46 | Fee: 177.19 | Vol: 492213.10
Details
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  "description": "",
  "tg_notification": {
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    "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": 2,
    "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
}