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
939.73
Total PnL
-60.27 (-6.03%)
Total Trades (Win/Los)
390 (140/250)
Win Rate
35.90%
Max Drawdown
716.94 (44.72%)
Total Fees
98.49
Position avg (max), %
89.89 (110.49)
Profit Factor
1.01
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 -3.84% 26.96% -4.93% 0.13% -2.81% 1.43% 2.81% -1.80% 6.10% 2.72% 17.85% -18.43% 21.16%
2025 3.33% 6.93% -6.58% -6.18% -5.18% -11.95% 4.70% 7.13% 4.75% 4.25% 12.38% -22.27% -13.48%
2026 16.48% 1.57% -19.64% -7.30% 1.77% 0.01% — — — — — — -10.29%
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 939.73
Min balance 868.63
Max balance 1603.28
Monthly Performance
Metric Value
Average monthly return (geometric), % -0.20
Average monthly return (arithmetic), % 0.35
Best month, % 26.96
Worst month, % -22.27
PnL, Volume & Fees
Metric Value
Total PnL -60.27
Total PnL, % -6.03
Gross profit 4200.91
Gross loss 4154.29
Trading volume (USDT) 273611.34
Total transactions (buy/sell) 393
Total fees 98.49
Funding net -8.39
Funding accrued (received) 57.84
Funding paid 66.22
Trades
Metric Value
Total Trades 390
Win Trades 140
Los Trades 250
Win Rate, % 35.90
Expectancy per trade 0.1195
Max consecutive wins 10
Max consecutive losses 14
Risk & Exposure
Metric Value
Position avg, % of margin balance 89.89
Position max, % of margin balance 110.49
Max Drawdown 716.94
Max Drawdown, % 44.72
Risk-Adjusted Ratios
Metric Value
Profit Factor (gross profit/gross loss) 1.0112
Recovery Factor (Total PnL / Max DD) -0.0841
Sharpe ratio (monthly) 0.1148
Sortino ratio (monthly) 0.1655
CAGR, % -2.54
Calmar ratio (CAGR / Max DD%) -0.0568
Open Positions Size (USDT)
Strategy Charts
SOLUSDT 4h zigzag | PnL: 218.72 | Fee: 33.21 | Vol: 92270.49
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": 3,
    "detection": 20,
    "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
}