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
946.88
Total PnL
-53.12 (-5.31%)
Total Trades (Win/Los)
714 (77/637)
Win Rate
10.78%
Max Drawdown
689.64 (51.57%)
Total Fees
142.32
Position avg (max), %
86.10 (104.35)
Profit Factor
1.04
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 -15.97% 26.50% 25.62% -15.87% -4.96% 0.51% -2.27% -15.77% 10.35% -8.47% 31.24% -24.43% -11.50%
2025 -17.91% 5.45% -2.54% 0.67% 15.64% -11.30% 21.58% 1.64% 7.72% -13.34% 18.51% -24.14% -9.66%
2026 22.80% 5.90% -10.76% 2.93% -0.81% 0.01% — — — — — — 18.50%
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 946.88
Min balance 647.69
Max balance 1337.33
Monthly Performance
Metric Value
Average monthly return (geometric), % -0.18
Average monthly return (arithmetic), % 0.95
Best month, % 31.24
Worst month, % -24.43
PnL, Volume & Fees
Metric Value
Total PnL -53.12
Total PnL, % -5.31
Gross profit 2708.62
Gross loss 2612.93
Trading volume (USDT) 395375.29
Total transactions (buy/sell) 718
Total fees 142.32
Funding net -6.49
Funding accrued (received) 45.25
Funding paid 51.73
Trades
Metric Value
Total Trades 714
Win Trades 77
Los Trades 637
Win Rate, % 10.78
Expectancy per trade 0.1340
Max consecutive wins 4
Max consecutive losses 51
Risk & Exposure
Metric Value
Position avg, % of margin balance 86.10
Position max, % of margin balance 104.35
Max Drawdown 689.64
Max Drawdown, % 51.57
Risk-Adjusted Ratios
Metric Value
Profit Factor (gross profit/gross loss) 1.0366
Recovery Factor (Total PnL / Max DD) -0.0770
Sharpe ratio (monthly) 0.2171
Sortino ratio (monthly) 0.3420
CAGR, % -2.23
Calmar ratio (CAGR / Max DD%) -0.0433
Open Positions Size (USDT)
Strategy Charts
SOLUSDT 4h zigzag | PnL: -123.40 | Fee: 49.96 | Vol: 138780.51
Details
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  "description": "",
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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": 19,
    "detection": 3,
    "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
}