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
807.06
Total PnL
-192.94 (-19.29%)
Total Trades (Win/Los)
578 (201/377)
Win Rate
34.78%
Max Drawdown
910.70 (54.88%)
Total Fees
142.30
Position avg (max), %
90.19 (113.47)
Profit Factor
0.99
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 -3.36% 29.45% -7.38% 5.27% -1.87% -3.42% -8.07% 1.50% 11.02% -2.18% 28.17% -15.97% 26.17%
2025 12.67% -6.52% -6.26% -7.48% -6.03% -13.58% 5.66% 4.55% 5.32% 4.64% 12.40% -26.03% -24.92%
2026 17.88% -12.25% -11.92% -10.23% 4.21% 0.01% — — — — — — -14.75%
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 807.06
Min balance 748.72
Max balance 1659.42
Monthly Performance
Metric Value
Average monthly return (geometric), % -0.71
Average monthly return (arithmetic), % 0.01
Best month, % 29.45
Worst month, % -26.03
PnL, Volume & Fees
Metric Value
Total PnL -192.94
Total PnL, % -19.29
Gross profit 4867.16
Gross loss 4912.62
Trading volume (USDT) 395303.74
Total transactions (buy/sell) 581
Total fees 142.30
Funding net -5.17
Funding accrued (received) 57.80
Funding paid 62.97
Trades
Metric Value
Total Trades 578
Win Trades 201
Los Trades 377
Win Rate, % 34.78
Expectancy per trade -0.0787
Max consecutive wins 9
Max consecutive losses 22
Risk & Exposure
Metric Value
Position avg, % of margin balance 90.19
Position max, % of margin balance 113.47
Max Drawdown 910.70
Max Drawdown, % 54.88
Risk-Adjusted Ratios
Metric Value
Profit Factor (gross profit/gross loss) 0.9907
Recovery Factor (Total PnL / Max DD) -0.2119
Sharpe ratio (monthly) 0.0020
Sortino ratio (monthly) 0.0031
CAGR, % -8.49
Calmar ratio (CAGR / Max DD%) -0.1548
Open Positions Size (USDT)
Strategy Charts
SOLUSDT 4h zigzag | PnL: -192.89 | Fee: 48.73 | Vol: 135373.07
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": 4,
    "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
}