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
980.12
Total PnL
-19.88 (-1.99%)
Total Trades (Win/Los)
625 (216/409)
Win Rate
34.56%
Max Drawdown
910.23 (49.05%)
Total Fees
179.63
Position avg (max), %
91.44 (121.49)
Profit Factor
1.03
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 -1.63% 19.50% -8.75% 7.11% 5.72% -2.16% 6.66% 7.04% 0.27% 3.20% 21.42% -16.75% 41.92%
2025 13.71% -6.72% -3.09% -1.31% -9.56% -7.27% 3.19% 2.04% 6.18% -2.70% 13.89% -17.86% -13.43%
2026 11.79% -16.98% -7.91% -6.78% 0.20% -0.01% — — — — — — -20.18%
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 980.12
Min balance 903.71
Max balance 1855.59
Monthly Performance
Metric Value
Average monthly return (geometric), % -0.06
Average monthly return (arithmetic), % 0.41
Best month, % 21.42
Worst month, % -17.86
PnL, Volume & Fees
Metric Value
Total PnL -19.88
Total PnL, % -1.99
Gross profit 5795.21
Gross loss 5627.10
Trading volume (USDT) 498984.84
Total transactions (buy/sell) 628
Total fees 179.63
Funding net -8.37
Funding accrued (received) 66.60
Funding paid 74.97
Trades
Metric Value
Total Trades 625
Win Trades 216
Los Trades 409
Win Rate, % 34.56
Expectancy per trade 0.2690
Max consecutive wins 8
Max consecutive losses 24
Risk & Exposure
Metric Value
Position avg, % of margin balance 91.44
Position max, % of margin balance 121.49
Max Drawdown 910.23
Max Drawdown, % 49.05
Risk-Adjusted Ratios
Metric Value
Profit Factor (gross profit/gross loss) 1.0299
Recovery Factor (Total PnL / Max DD) -0.0218
Sharpe ratio (monthly) 0.1465
Sortino ratio (monthly) 0.2191
CAGR, % -0.83
Calmar ratio (CAGR / Max DD%) -0.0169
Open Positions Size (USDT)
Strategy Charts
SOLUSDT 4h zigzag | PnL: 63.78 | Fee: 60.07 | Vol: 166864.05
Details
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  "is_runing": true,
  "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": 13,
    "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
}