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
1907.88
Total PnL
907.88 (90.79%)
Total Trades (Win/Los)
1092 (390/702)
Win Rate
35.71%
Max Drawdown
831.17 (34.52%)
Total Fees
407.86
Position avg (max), %
92.09 (116.09)
Profit Factor
1.15
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 10.39% 13.54% -5.06% 2.58% 4.35% -1.52% -1.32% 20.01% -12.00% 6.31% 18.17% 0.31% 64.74%
2025 12.52% 17.39% -9.06% -5.08% -11.29% -1.36% 4.84% 6.10% 1.56% 0.24% 15.43% -25.32% -2.61%
2026 18.69% 5.19% 12.47% -14.02% -1.44% 0.02% — — — — — — 19.00%
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 1907.88
Min balance 971.63
Max balance 2497.58
Monthly Performance
Metric Value
Average monthly return (geometric), % 2.18
Average monthly return (arithmetic), % 2.75
Best month, % 20.01
Worst month, % -25.32
PnL, Volume & Fees
Metric Value
Total PnL 907.88
Total PnL, % 90.79
Gross profit 10148.64
Gross loss 8825.76
Trading volume (USDT) 1133003.08
Total transactions (buy/sell) 1095
Total fees 407.86
Funding net -7.13
Funding accrued (received) 87.84
Funding paid 94.97
Trades
Metric Value
Total Trades 1092
Win Trades 390
Los Trades 702
Win Rate, % 35.71
Expectancy per trade 1.2114
Max consecutive wins 10
Max consecutive losses 34
Risk & Exposure
Metric Value
Position avg, % of margin balance 92.09
Position max, % of margin balance 116.09
Max Drawdown 831.17
Max Drawdown, % 34.52
Risk-Adjusted Ratios
Metric Value
Profit Factor (gross profit/gross loss) 1.1499
Recovery Factor (Total PnL / Max DD) 1.0923
Sharpe ratio (monthly) 0.8958
Sortino ratio (monthly) 1.4775
CAGR, % 30.67
Calmar ratio (CAGR / Max DD%) 0.8886
Open Positions Size (USDT)
Strategy Charts
SOLUSDT 4h zigzag | PnL: 229.17 | Fee: 139.39 | Vol: 387222.48
Details
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  "name": "1",
  "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": 3,
    "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
}