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
928.75
Total PnL
-71.25 (-7.13%)
Total Trades (Win/Los)
374 (128/246)
Win Rate
34.22%
Max Drawdown
414.06 (35.15%)
Total Fees
75.07
Position avg (max), %
88.10 (112.11)
Profit Factor
1.00
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 -25.42% 35.38% 5.08% -11.49% -0.04% 3.60% -2.98% 3.25% -1.88% 1.46% 5.33% -19.87% -18.14%
2025 9.40% 6.48% -7.93% -4.46% 6.39% -7.92% 8.42% 10.85% 4.61% -10.16% 8.58% -10.66% 9.99%
2026 21.10% 3.55% -15.78% -4.10% 1.89% 0.01% — — — — — — 3.21%
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 928.75
Min balance 729.06
Max balance 1285.95
Monthly Performance
Metric Value
Average monthly return (geometric), % -0.24
Average monthly return (arithmetic), % 0.42
Best month, % 35.38
Worst month, % -25.42
PnL, Volume & Fees
Metric Value
Total PnL -71.25
Total PnL, % -7.13
Gross profit 3193.21
Gross loss 3178.50
Trading volume (USDT) 208550.12
Total transactions (buy/sell) 377
Total fees 75.07
Funding net -10.89
Funding accrued (received) 44.31
Funding paid 55.19
Trades
Metric Value
Total Trades 374
Win Trades 128
Los Trades 246
Win Rate, % 34.22
Expectancy per trade 0.0393
Max consecutive wins 12
Max consecutive losses 20
Risk & Exposure
Metric Value
Position avg, % of margin balance 88.10
Position max, % of margin balance 112.11
Max Drawdown 414.06
Max Drawdown, % 35.15
Risk-Adjusted Ratios
Metric Value
Profit Factor (gross profit/gross loss) 1.0046
Recovery Factor (Total PnL / Max DD) -0.1721
Sharpe ratio (monthly) 0.1262
Sortino ratio (monthly) 0.1887
CAGR, % -3.01
Calmar ratio (CAGR / Max DD%) -0.0858
Open Positions Size (USDT)
Strategy Charts
SOLUSDT 4h zigzag | PnL: -178.73 | Fee: 25.88 | Vol: 71909.20
Details
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  "description": "",
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    "notification_position": true,
    "notification_zz_new_level": false,
    "report": false
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  "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": {
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      "signal_symbol": ""
    }
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  "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
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  "options": null,
  "filter": null,
  "rebalance": null,
  "hd": null,
  "zz": null,
  "zigzag": {
    "length": 7,
    "detection": 9,
    "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
}