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
920.92
Total PnL
-79.08 (-7.91%)
Total Trades (Win/Los)
421 (130/291)
Win Rate
30.88%
Max Drawdown
759.21 (45.94%)
Total Fees
108.27
Position avg (max), %
88.77 (126.41)
Profit Factor
1.01
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 -18.38% 25.70% 17.23% -0.63% 2.38% 6.73% 1.93% -1.32% 1.80% 2.12% 2.58% -20.78% 10.96%
2025 1.34% 10.54% -7.03% -2.39% 4.71% -1.91% 9.32% 12.39% 6.53% -21.88% 8.90% -15.61% -1.89%
2026 24.45% -8.51% -17.92% -5.76% -3.90% 0.01% — — — — — — -15.35%
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 920.92
Min balance 785.94
Max balance 1652.77
Monthly Performance
Metric Value
Average monthly return (geometric), % -0.27
Average monthly return (arithmetic), % 0.42
Best month, % 25.70
Worst month, % -21.88
PnL, Volume & Fees
Metric Value
Total PnL -79.08
Total PnL, % -7.91
Gross profit 4270.92
Gross loss 4235.39
Trading volume (USDT) 300783.06
Total transactions (buy/sell) 424
Total fees 108.27
Funding net -6.33
Funding accrued (received) 60.88
Funding paid 67.22
Trades
Metric Value
Total Trades 421
Win Trades 130
Los Trades 291
Win Rate, % 30.88
Expectancy per trade 0.0844
Max consecutive wins 5
Max consecutive losses 14
Risk & Exposure
Metric Value
Position avg, % of margin balance 88.77
Position max, % of margin balance 126.41
Max Drawdown 759.21
Max Drawdown, % 45.94
Risk-Adjusted Ratios
Metric Value
Profit Factor (gross profit/gross loss) 1.0084
Recovery Factor (Total PnL / Max DD) -0.1042
Sharpe ratio (monthly) 0.1245
Sortino ratio (monthly) 0.1788
CAGR, % -3.35
Calmar ratio (CAGR / Max DD%) -0.0730
Open Positions Size (USDT)
Strategy Charts
SOLUSDT 4h zigzag | PnL: 20.11 | Fee: 33.85 | Vol: 94040.75
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": 8,
    "detection": 4,
    "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
}