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
819.09
Total PnL
-180.91 (-18.09%)
Total Trades (Win/Los)
407 (138/269)
Win Rate
33.91%
Max Drawdown
663.85 (51.12%)
Total Fees
73.80
Position avg (max), %
87.93 (108.30)
Profit Factor
0.97
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 -9.26% 32.20% -17.68% -13.61% -1.64% -2.42% -3.27% -3.39% 6.20% -4.51% 20.84% -14.22% -19.59%
2025 9.99% 4.18% -6.68% -5.60% -1.29% -14.49% 10.13% 8.13% 1.99% -4.47% 7.03% -9.74% -4.51%
2026 24.55% 3.99% -15.59% -4.78% 2.51% 0.01% — — — — — — 6.73%
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 819.09
Min balance 634.72
Max balance 1298.58
Monthly Performance
Metric Value
Average monthly return (geometric), % -0.66
Average monthly return (arithmetic), % -0.03
Best month, % 32.20
Worst month, % -17.68
PnL, Volume & Fees
Metric Value
Total PnL -180.91
Total PnL, % -18.09
Gross profit 3096.26
Gross loss 3194.28
Trading volume (USDT) 205028.68
Total transactions (buy/sell) 410
Total fees 73.80
Funding net -9.09
Funding accrued (received) 40.27
Funding paid 49.37
Trades
Metric Value
Total Trades 407
Win Trades 138
Los Trades 269
Win Rate, % 33.91
Expectancy per trade -0.2408
Max consecutive wins 11
Max consecutive losses 20
Risk & Exposure
Metric Value
Position avg, % of margin balance 87.93
Position max, % of margin balance 108.30
Max Drawdown 663.85
Max Drawdown, % 51.12
Risk-Adjusted Ratios
Metric Value
Profit Factor (gross profit/gross loss) 0.9693
Recovery Factor (Total PnL / Max DD) -0.2725
Sharpe ratio (monthly) -0.0092
Sortino ratio (monthly) -0.0150
CAGR, % -7.93
Calmar ratio (CAGR / Max DD%) -0.1552
Open Positions Size (USDT)
Strategy Charts
SOLUSDT 4h zigzag | PnL: -309.91 | Fee: 27.30 | Vol: 75836.87
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": 12,
    "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
}