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
1155.53
Total PnL
155.53 (15.55%)
Total Trades (Win/Los)
1669 (480/1189)
Win Rate
28.76%
Max Drawdown
494.53 (35.61%)
Total Fees
402.60
Position avg (max), %
90.44 (111.55)
Profit Factor
1.08
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 -1.35% 11.04% -11.80% 9.49% -2.61% -7.81% -4.11% 19.23% -8.06% -3.05% 19.53% -0.23% 15.44%
2025 -6.58% 8.14% -15.39% -1.19% -1.08% 5.30% 1.52% 13.23% -0.12% 0.54% 16.84% -20.81% -6.04%
2026 16.98% 0.64% 4.72% -11.45% -2.36% 0.01% — — — — — — 6.60%
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 1155.53
Min balance 856.44
Max balance 1542.40
Monthly Performance
Metric Value
Average monthly return (geometric), % 0.49
Average monthly return (arithmetic), % 0.97
Best month, % 19.53
Worst month, % -20.81
PnL, Volume & Fees
Metric Value
Total PnL 155.53
Total PnL, % 15.55
Gross profit 7549.49
Gross loss 6987.92
Trading volume (USDT) 1118358.22
Total transactions (buy/sell) 1672
Total fees 402.60
Funding net -3.44
Funding accrued (received) 57.54
Funding paid 60.98
Trades
Metric Value
Total Trades 1669
Win Trades 480
Los Trades 1189
Win Rate, % 28.76
Expectancy per trade 0.3365
Max consecutive wins 7
Max consecutive losses 24
Risk & Exposure
Metric Value
Position avg, % of margin balance 90.44
Position max, % of margin balance 111.55
Max Drawdown 494.53
Max Drawdown, % 35.61
Risk-Adjusted Ratios
Metric Value
Profit Factor (gross profit/gross loss) 1.0804
Recovery Factor (Total PnL / Max DD) 0.3145
Sharpe ratio (monthly) 0.3400
Sortino ratio (monthly) 0.5444
CAGR, % 6.17
Calmar ratio (CAGR / Max DD%) 0.1732
Open Positions Size (USDT)
Strategy Charts
SOLUSDT 4h zigzag | PnL: -30.74 | Fee: 133.34 | Vol: 370407.55
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": 3,
    "detection": 1,
    "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
}