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
976.87
Total PnL
-23.13 (-2.31%)
Total Trades (Win/Los)
388 (139/249)
Win Rate
35.82%
Max Drawdown
591.06 (42.10%)
Total Fees
88.90
Position avg (max), %
88.77 (110.94)
Profit Factor
1.02
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 -6.78% 30.91% -13.19% -1.26% -6.82% 6.00% 0.52% 1.54% 5.33% -1.82% 18.75% -16.26% 8.45%
2025 6.98% 7.54% -11.01% -14.33% 2.68% -10.57% 7.69% 6.10% 4.17% 2.45% 13.21% -20.09% -11.16%
2026 27.12% 4.23% -15.88% -10.31% 1.48% 0.01% — — — — — — 1.46%
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 976.87
Min balance 812.94
Max balance 1453.69
Monthly Performance
Metric Value
Average monthly return (geometric), % -0.08
Average monthly return (arithmetic), % 0.61
Best month, % 30.91
Worst month, % -20.09
PnL, Volume & Fees
Metric Value
Total PnL -23.13
Total PnL, % -2.31
Gross profit 3740.47
Gross loss 3666.58
Trading volume (USDT) 246960.31
Total transactions (buy/sell) 391
Total fees 88.90
Funding net -8.12
Funding accrued (received) 52.24
Funding paid 60.36
Trades
Metric Value
Total Trades 388
Win Trades 139
Los Trades 249
Win Rate, % 35.82
Expectancy per trade 0.1904
Max consecutive wins 9
Max consecutive losses 16
Risk & Exposure
Metric Value
Position avg, % of margin balance 88.77
Position max, % of margin balance 110.94
Max Drawdown 591.06
Max Drawdown, % 42.10
Risk-Adjusted Ratios
Metric Value
Profit Factor (gross profit/gross loss) 1.0202
Recovery Factor (Total PnL / Max DD) -0.0391
Sharpe ratio (monthly) 0.1781
Sortino ratio (monthly) 0.2791
CAGR, % -0.96
Calmar ratio (CAGR / Max DD%) -0.0229
Open Positions Size (USDT)
Strategy Charts
SOLUSDT 4h zigzag | PnL: 60.29 | Fee: 30.63 | Vol: 85089.28
Details
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  "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": 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
}