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
2698.62
Total PnL
1698.62 (169.86%)
Total Trades (Win/Los)
1170 (415/755)
Win Rate
35.47%
Max Drawdown
928.79 (29.02%)
Total Fees
527.38
Position avg (max), %
92.61 (108.52)
Profit Factor
1.22
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 6.34% 11.60% -4.15% 3.88% 7.26% -0.85% 1.78% 20.71% -11.75% 8.11% 19.22% 4.16% 82.90%
2025 13.48% 19.93% -11.16% -2.79% -5.03% 1.68% 5.53% 9.50% 2.26% 2.81% 18.07% -23.26% 24.94%
2026 17.49% 3.50% 14.01% -13.36% -1.64% 0.02% — — — — — — 18.17%
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 2698.62
Min balance 946.72
Max balance 3416.99
Monthly Performance
Metric Value
Average monthly return (geometric), % 3.37
Average monthly return (arithmetic), % 3.91
Best month, % 20.71
Worst month, % -23.26
PnL, Volume & Fees
Metric Value
Total PnL 1698.62
Total PnL, % 169.86
Gross profit 12557.12
Gross loss 10324.57
Trading volume (USDT) 1465021.98
Total transactions (buy/sell) 1173
Total fees 527.38
Funding net -6.55
Funding accrued (received) 107.30
Funding paid 113.85
Trades
Metric Value
Total Trades 1170
Win Trades 415
Los Trades 755
Win Rate, % 35.47
Expectancy per trade 1.9082
Max consecutive wins 10
Max consecutive losses 22
Risk & Exposure
Metric Value
Position avg, % of margin balance 92.61
Position max, % of margin balance 108.52
Max Drawdown 928.79
Max Drawdown, % 29.02
Risk-Adjusted Ratios
Metric Value
Profit Factor (gross profit/gross loss) 1.2162
Recovery Factor (Total PnL / Max DD) 1.8288
Sharpe ratio (monthly) 1.2998
Sortino ratio (monthly) 2.3062
CAGR, % 50.85
Calmar ratio (CAGR / Max DD%) 1.7523
Open Positions Size (USDT)
Strategy Charts
SOLUSDT 4h zigzag | PnL: 726.62 | Fee: 174.52 | Vol: 484794.62
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": 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
}