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
997.96
Total PnL
-2.04 (-0.20%)
Total Trades (Win/Los)
659 (228/431)
Win Rate
34.60%
Max Drawdown
840.73 (47.70%)
Total Fees
180.91
Position avg (max), %
90.84 (108.60)
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 -2.20% 29.25% 0.14% 10.49% -2.67% -3.51% -4.34% 4.03% 2.63% -2.64% 24.65% -16.33% 36.20%
2025 6.80% -0.69% -8.96% -10.35% -3.06% -15.29% 6.82% 4.42% 4.36% 9.45% 16.93% -22.30% -17.72%
2026 17.05% -1.57% -11.45% -12.40% -0.30% 0.02% — — — — — — -10.89%
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 997.96
Min balance 877.77
Max balance 1762.72
Monthly Performance
Metric Value
Average monthly return (geometric), % 0.00
Average monthly return (arithmetic), % 0.63
Best month, % 29.25
Worst month, % -22.30
PnL, Volume & Fees
Metric Value
Total PnL -2.04
Total PnL, % -0.20
Gross profit 5735.72
Gross loss 5553.02
Trading volume (USDT) 502541.91
Total transactions (buy/sell) 662
Total fees 180.91
Funding net -3.82
Funding accrued (received) 65.62
Funding paid 69.44
Trades
Metric Value
Total Trades 659
Win Trades 228
Los Trades 431
Win Rate, % 34.60
Expectancy per trade 0.2772
Max consecutive wins 9
Max consecutive losses 21
Risk & Exposure
Metric Value
Position avg, % of margin balance 90.84
Position max, % of margin balance 108.60
Max Drawdown 840.73
Max Drawdown, % 47.70
Risk-Adjusted Ratios
Metric Value
Profit Factor (gross profit/gross loss) 1.0329
Recovery Factor (Total PnL / Max DD) -0.0024
Sharpe ratio (monthly) 0.1916
Sortino ratio (monthly) 0.3061
CAGR, % -0.08
Calmar ratio (CAGR / Max DD%) -0.0018
Open Positions Size (USDT)
Strategy Charts
SOLUSDT 4h zigzag | PnL: -213.70 | Fee: 63.08 | Vol: 175234.72
Details
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  "is_runing": true,
  "description": "",
  "tg_notification": {
    "id_chat": 0,
    "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": 4,
    "detection": 9,
    "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
}