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
970.61
Total PnL
-29.39 (-2.94%)
Total Trades (Win/Los)
639 (224/415)
Win Rate
35.05%
Max Drawdown
1085.17 (54.01%)
Total Fees
188.16
Position avg (max), %
91.47 (112.77)
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 -0.64% 19.72% -7.37% 11.75% -0.08% -0.52% 0.15% 4.43% 6.84% 2.24% 24.67% -13.55% 50.71%
2025 10.31% -7.72% -4.28% -5.32% -4.34% -8.72% 5.10% 6.66% 8.05% 1.14% 13.81% -25.12% -15.92%
2026 12.51% -16.00% -7.09% -13.94% 1.44% -0.01% — — — — — — -23.36%
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 970.61
Min balance 913.92
Max balance 2009.09
Monthly Performance
Metric Value
Average monthly return (geometric), % -0.10
Average monthly return (arithmetic), % 0.47
Best month, % 24.67
Worst month, % -25.12
PnL, Volume & Fees
Metric Value
Total PnL -29.39
Total PnL, % -2.94
Gross profit 6034.02
Gross loss 5868.76
Trading volume (USDT) 522697.19
Total transactions (buy/sell) 642
Total fees 188.16
Funding net -6.49
Funding accrued (received) 69.33
Funding paid 75.82
Trades
Metric Value
Total Trades 639
Win Trades 224
Los Trades 415
Win Rate, % 35.05
Expectancy per trade 0.2586
Max consecutive wins 8
Max consecutive losses 26
Risk & Exposure
Metric Value
Position avg, % of margin balance 91.47
Position max, % of margin balance 112.77
Max Drawdown 1085.17
Max Drawdown, % 54.01
Risk-Adjusted Ratios
Metric Value
Profit Factor (gross profit/gross loss) 1.0282
Recovery Factor (Total PnL / Max DD) -0.0271
Sharpe ratio (monthly) 0.1538
Sortino ratio (monthly) 0.2250
CAGR, % -1.23
Calmar ratio (CAGR / Max DD%) -0.0227
Open Positions Size (USDT)
Strategy Charts
SOLUSDT 4h zigzag | PnL: -210.39 | Fee: 63.99 | Vol: 177745.13
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": 3,
    "detection": 11,
    "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
}