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
1375.00
Total PnL
375.00 (37.50%)
Total Trades (Win/Los)
1892 (636/1256)
Win Rate
33.62%
Max Drawdown
711.82 (36.85%)
Total Fees
604.26
Position avg (max), %
92.42 (107.33)
Profit Factor
1.10
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 1.53% 9.10% 9.27% -1.75% 5.98% -1.89% 9.37% -2.63% -11.85% 5.47% 25.42% -4.19% 47.13%
2025 3.56% 11.91% -10.42% -9.57% -4.88% -3.09% 7.08% 20.57% 2.80% 2.54% 10.26% -24.50% -1.96%
2026 6.97% 4.59% 7.04% -14.25% -7.11% 0.02% — — — — — — -4.61%
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 1375.00
Min balance 918.35
Max balance 2039.51
Monthly Performance
Metric Value
Average monthly return (geometric), % 1.07
Average monthly return (arithmetic), % 1.58
Best month, % 25.42
Worst month, % -24.50
PnL, Volume & Fees
Metric Value
Total PnL 375.00
Total PnL, % 37.50
Gross profit 11349.41
Gross loss 10364.51
Trading volume (USDT) 1678537.93
Total transactions (buy/sell) 1895
Total fees 604.26
Funding net -5.64
Funding accrued (received) 76.51
Funding paid 82.15
Trades
Metric Value
Total Trades 1892
Win Trades 636
Los Trades 1256
Win Rate, % 33.62
Expectancy per trade 0.5206
Max consecutive wins 9
Max consecutive losses 24
Risk & Exposure
Metric Value
Position avg, % of margin balance 92.42
Position max, % of margin balance 107.33
Max Drawdown 711.82
Max Drawdown, % 36.85
Risk-Adjusted Ratios
Metric Value
Profit Factor (gross profit/gross loss) 1.0950
Recovery Factor (Total PnL / Max DD) 0.5268
Sharpe ratio (monthly) 0.5446
Sortino ratio (monthly) 0.8438
CAGR, % 14.10
Calmar ratio (CAGR / Max DD%) 0.3826
Open Positions Size (USDT)
Strategy Charts
SOLUSDT 4h zigzag | PnL: 210.15 | Fee: 203.37 | Vol: 564921.44
Details
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  "is_runing": true,
  "description": "",
  "tg_notification": {
    "id_chat": 0,
    "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": 2,
    "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
}