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
619.37
Total PnL
-380.63 (-38.06%)
Total Trades (Win/Los)
483 (171/312)
Win Rate
35.40%
Max Drawdown
758.27 (55.70%)
Total Fees
95.59
Position avg (max), %
89.72 (125.11)
Profit Factor
0.93
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 -11.17% 26.42% -14.82% 5.00% 3.57% 2.84% -2.72% 7.89% -1.12% -3.69% 12.77% -27.53% -12.62%
2025 3.79% 2.22% -8.22% -3.39% -3.43% -6.02% 4.42% 7.02% 0.99% 7.29% 14.26% -26.21% -12.82%
2026 13.22% -12.14% -9.67% -8.37% -1.17% -0.01% — — — — — — -18.65%
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 619.37
Min balance 602.99
Max balance 1361.26
Monthly Performance
Metric Value
Average monthly return (geometric), % -1.58
Average monthly return (arithmetic), % -0.93
Best month, % 26.42
Worst month, % -27.53
PnL, Volume & Fees
Metric Value
Total PnL -380.63
Total PnL, % -38.06
Gross profit 3484.23
Gross loss 3762.74
Trading volume (USDT) 265551.40
Total transactions (buy/sell) 486
Total fees 95.59
Funding net -6.53
Funding accrued (received) 45.63
Funding paid 52.17
Trades
Metric Value
Total Trades 483
Win Trades 171
Los Trades 312
Win Rate, % 35.40
Expectancy per trade -0.5766
Max consecutive wins 9
Max consecutive losses 18
Risk & Exposure
Metric Value
Position avg, % of margin balance 89.72
Position max, % of margin balance 125.11
Max Drawdown 758.27
Max Drawdown, % 55.70
Risk-Adjusted Ratios
Metric Value
Profit Factor (gross profit/gross loss) 0.9260
Recovery Factor (Total PnL / Max DD) -0.5020
Sharpe ratio (monthly) -0.2903
Sortino ratio (monthly) -0.3729
CAGR, % -17.99
Calmar ratio (CAGR / Max DD%) -0.3230
Open Positions Size (USDT)
Strategy Charts
SOLUSDT 4h zigzag | PnL: -280.36 | Fee: 35.33 | Vol: 98132.12
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": {
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      "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": 18,
    "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
}