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
1263.42
Total PnL
263.42 (26.34%)
Total Trades (Win/Los)
1103 (395/708)
Win Rate
35.81%
Max Drawdown
469.01 (31.56%)
Total Fees
262.36
Position avg (max), %
90.37 (110.79)
Profit Factor
1.09
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 -0.79% 8.76% -8.07% -10.35% -1.84% -1.78% 0.78% 12.18% -5.24% 9.30% 6.47% -4.93% 1.61%
2025 2.06% 14.21% -8.27% -2.91% -7.97% 4.53% 2.65% 4.65% 4.87% 7.69% 11.68% -25.83% 0.36%
2026 18.09% 11.44% 5.91% -12.12% 1.20% 0.02% — — — — — — 23.97%
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 1263.42
Min balance 818.51
Max balance 1591.74
Monthly Performance
Metric Value
Average monthly return (geometric), % 0.78
Average monthly return (arithmetic), % 1.21
Best month, % 18.09
Worst month, % -25.83
PnL, Volume & Fees
Metric Value
Total PnL 263.42
Total PnL, % 26.34
Gross profit 6500.03
Gross loss 5970.93
Trading volume (USDT) 728806.51
Total transactions (buy/sell) 1106
Total fees 262.36
Funding net -3.33
Funding accrued (received) 56.93
Funding paid 60.26
Trades
Metric Value
Total Trades 1103
Win Trades 395
Los Trades 708
Win Rate, % 35.81
Expectancy per trade 0.4797
Max consecutive wins 7
Max consecutive losses 22
Risk & Exposure
Metric Value
Position avg, % of margin balance 90.37
Position max, % of margin balance 110.79
Max Drawdown 469.01
Max Drawdown, % 31.56
Risk-Adjusted Ratios
Metric Value
Profit Factor (gross profit/gross loss) 1.0886
Recovery Factor (Total PnL / Max DD) 0.5616
Sharpe ratio (monthly) 0.4635
Sortino ratio (monthly) 0.6682
CAGR, % 10.17
Calmar ratio (CAGR / Max DD%) 0.3222
Open Positions Size (USDT)
Strategy Charts
SOLUSDT 4h zigzag | PnL: 236.11 | Fee: 86.74 | Vol: 240963.75
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": 6,
    "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
}