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
822.50
Total PnL
-177.50 (-17.75%)
Total Trades (Win/Los)
375 (140/235)
Win Rate
37.33%
Max Drawdown
717.03 (52.86%)
Total Fees
68.45
Position avg (max), %
87.66 (109.39)
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 -9.10% 33.22% -19.50% -15.76% -2.69% 1.53% -1.01% -3.80% 6.86% -6.38% 20.60% -11.39% -17.40%
2025 4.43% 6.65% -7.90% -1.98% -2.24% -14.91% 10.70% 7.86% 2.99% -1.82% 3.13% -11.96% -8.31%
2026 24.45% 3.59% -16.44% -1.27% 2.16% 0.01% — — — — — — 8.67%
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 822.50
Min balance 639.39
Max balance 1356.42
Monthly Performance
Metric Value
Average monthly return (geometric), % -0.65
Average monthly return (arithmetic), % 0.00
Best month, % 33.22
Worst month, % -19.50
PnL, Volume & Fees
Metric Value
Total PnL -177.50
Total PnL, % -17.75
Gross profit 2988.96
Gross loss 3088.79
Trading volume (USDT) 190169.79
Total transactions (buy/sell) 378
Total fees 68.45
Funding net -9.22
Funding accrued (received) 40.14
Funding paid 49.35
Trades
Metric Value
Total Trades 375
Win Trades 140
Los Trades 235
Win Rate, % 37.33
Expectancy per trade -0.2662
Max consecutive wins 12
Max consecutive losses 18
Risk & Exposure
Metric Value
Position avg, % of margin balance 87.66
Position max, % of margin balance 109.39
Max Drawdown 717.03
Max Drawdown, % 52.86
Risk-Adjusted Ratios
Metric Value
Profit Factor (gross profit/gross loss) 0.9677
Recovery Factor (Total PnL / Max DD) -0.2475
Sharpe ratio (monthly) 0.0004
Sortino ratio (monthly) 0.0006
CAGR, % -7.77
Calmar ratio (CAGR / Max DD%) -0.1470
Open Positions Size (USDT)
Strategy Charts
SOLUSDT 4h zigzag | PnL: -373.97 | Fee: 26.17 | Vol: 72694.20
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": 14,
    "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
}