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
845.27
Total PnL
-154.73 (-15.47%)
Total Trades (Win/Los)
427 (143/284)
Win Rate
33.49%
Max Drawdown
575.72 (44.16%)
Total Fees
85.52
Position avg (max), %
89.50 (110.00)
Profit Factor
0.98
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 -8.74% 32.02% -14.22% -9.07% -0.65% -3.38% -5.19% -3.66% 3.66% -3.85% 23.86% -12.92% -11.42%
2025 8.11% 3.71% -5.15% -3.65% 0.68% -14.15% 7.18% 9.53% 2.02% -4.58% 9.24% -13.41% -4.26%
2026 22.60% 1.57% -14.74% -8.26% 2.38% 0.01% — — — — — — -0.28%
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 845.27
Min balance 728.06
Max balance 1303.78
Monthly Performance
Metric Value
Average monthly return (geometric), % -0.56
Average monthly return (arithmetic), % 0.03
Best month, % 32.02
Worst month, % -14.74
PnL, Volume & Fees
Metric Value
Total PnL -154.73
Total PnL, % -15.47
Gross profit 3444.94
Gross loss 3504.11
Trading volume (USDT) 237584.76
Total transactions (buy/sell) 430
Total fees 85.52
Funding net -10.03
Funding accrued (received) 44.51
Funding paid 54.55
Trades
Metric Value
Total Trades 427
Win Trades 143
Los Trades 284
Win Rate, % 33.49
Expectancy per trade -0.1386
Max consecutive wins 11
Max consecutive losses 22
Risk & Exposure
Metric Value
Position avg, % of margin balance 89.50
Position max, % of margin balance 110.00
Max Drawdown 575.72
Max Drawdown, % 44.16
Risk-Adjusted Ratios
Metric Value
Profit Factor (gross profit/gross loss) 0.9831
Recovery Factor (Total PnL / Max DD) -0.2688
Sharpe ratio (monthly) 0.0099
Sortino ratio (monthly) 0.0166
CAGR, % -6.72
Calmar ratio (CAGR / Max DD%) -0.1523
Open Positions Size (USDT)
Strategy Charts
SOLUSDT 4h zigzag | PnL: -307.19 | Fee: 30.91 | Vol: 85878.18
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": 6,
    "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
}