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
1064.25
Total PnL
64.25 (6.42%)
Total Trades (Win/Los)
1457 (506/951)
Win Rate
34.73%
Max Drawdown
483.67 (35.46%)
Total Fees
332.40
Position avg (max), %
90.50 (108.41)
Profit Factor
1.06
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 -3.56% 3.32% -4.71% -8.27% -1.35% 1.83% 3.63% 12.14% -11.00% 10.56% 18.30% -6.79% 10.32%
2025 0.45% 5.33% -5.54% -1.48% -14.95% 1.72% 2.82% 9.85% 2.72% 4.86% 9.49% -27.72% -17.98%
2026 14.16% 12.63% 7.85% -12.50% -3.01% 0.02% — — — — — — 17.70%
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 1064.25
Min balance 803.31
Max balance 1395.01
Monthly Performance
Metric Value
Average monthly return (geometric), % 0.21
Average monthly return (arithmetic), % 0.69
Best month, % 18.30
Worst month, % -27.72
PnL, Volume & Fees
Metric Value
Total PnL 64.25
Total PnL, % 6.42
Gross profit 7250.73
Gross loss 6849.33
Trading volume (USDT) 923368.58
Total transactions (buy/sell) 1460
Total fees 332.40
Funding net -4.74
Funding accrued (received) 54.13
Funding paid 58.87
Trades
Metric Value
Total Trades 1457
Win Trades 506
Los Trades 951
Win Rate, % 34.73
Expectancy per trade 0.2755
Max consecutive wins 8
Max consecutive losses 20
Risk & Exposure
Metric Value
Position avg, % of margin balance 90.50
Position max, % of margin balance 108.41
Max Drawdown 483.67
Max Drawdown, % 35.46
Risk-Adjusted Ratios
Metric Value
Profit Factor (gross profit/gross loss) 1.0586
Recovery Factor (Total PnL / Max DD) 0.1328
Sharpe ratio (monthly) 0.2508
Sortino ratio (monthly) 0.3439
CAGR, % 2.61
Calmar ratio (CAGR / Max DD%) 0.0737
Open Positions Size (USDT)
Strategy Charts
SOLUSDT 4h zigzag | PnL: -66.10 | Fee: 115.89 | Vol: 321938.83
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": 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
}