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
959.90
Total PnL
-40.10 (-4.01%)
Total Trades (Win/Los)
821 (78/743)
Win Rate
9.50%
Max Drawdown
565.71 (47.66%)
Total Fees
151.09
Position avg (max), %
85.06 (105.71)
Profit Factor
1.05
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 -18.59% 30.31% 2.07% -18.80% -7.90% 2.12% -1.11% -16.07% 9.19% -6.30% 26.46% -11.70% -21.59%
2025 -11.57% 6.56% -2.47% 3.54% 24.97% -11.02% 24.63% 2.57% 6.42% -13.03% 18.57% -19.60% 19.34%
2026 16.27% 3.85% -13.42% 2.38% -4.12% 0.01% — — — — — — 2.63%
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 959.90
Min balance 621.19
Max balance 1302.62
Monthly Performance
Metric Value
Average monthly return (geometric), % -0.13
Average monthly return (arithmetic), % 0.81
Best month, % 30.31
Worst month, % -19.60
PnL, Volume & Fees
Metric Value
Total PnL -40.10
Total PnL, % -4.01
Gross profit 2586.87
Gross loss 2468.19
Trading volume (USDT) 419759.75
Total transactions (buy/sell) 830
Total fees 151.09
Funding net -7.69
Funding accrued (received) 41.64
Funding paid 49.33
Trades
Metric Value
Total Trades 821
Win Trades 78
Los Trades 743
Win Rate, % 9.50
Expectancy per trade 0.1446
Max consecutive wins 3
Max consecutive losses 78
Risk & Exposure
Metric Value
Position avg, % of margin balance 85.06
Position max, % of margin balance 105.71
Max Drawdown 565.71
Max Drawdown, % 47.66
Risk-Adjusted Ratios
Metric Value
Profit Factor (gross profit/gross loss) 1.0481
Recovery Factor (Total PnL / Max DD) -0.0709
Sharpe ratio (monthly) 0.2000
Sortino ratio (monthly) 0.3259
CAGR, % -1.68
Calmar ratio (CAGR / Max DD%) -0.0353
Open Positions Size (USDT)
Strategy Charts
SOLUSDT 4h zigzag | PnL: -179.45 | Fee: 38.00 | Vol: 105574.55
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": 18,
    "detection": 2,
    "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
}