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
1855.49
Total PnL
855.49 (85.55%)
Total Trades (Win/Los)
1035 (374/661)
Win Rate
36.14%
Max Drawdown
893.18 (35.76%)
Total Fees
388.99
Position avg (max), %
92.08 (113.80)
Profit Factor
1.14
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 8.89% 17.24% -5.85% 0.95% 4.45% -0.91% -3.27% 19.39% -9.97% 4.43% 21.68% 1.36% 68.18%
2025 15.06% 13.78% -6.85% 0.56% -16.21% -2.24% 2.63% 3.71% 1.30% 0.47% 21.36% -27.24% -3.90%
2026 17.39% 4.72% 10.75% -15.33% -0.33% -0.01% — — — — — — 14.87%
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 1855.49
Min balance 969.23
Max balance 2497.61
Monthly Performance
Metric Value
Average monthly return (geometric), % 2.08
Average monthly return (arithmetic), % 2.73
Best month, % 21.68
Worst month, % -27.24
PnL, Volume & Fees
Metric Value
Total PnL 855.49
Total PnL, % 85.55
Gross profit 10001.70
Gross loss 8748.00
Trading volume (USDT) 1080570.34
Total transactions (buy/sell) 1038
Total fees 388.99
Funding net -9.23
Funding accrued (received) 87.32
Funding paid 96.54
Trades
Metric Value
Total Trades 1035
Win Trades 374
Los Trades 661
Win Rate, % 36.14
Expectancy per trade 1.2113
Max consecutive wins 10
Max consecutive losses 32
Risk & Exposure
Metric Value
Position avg, % of margin balance 92.08
Position max, % of margin balance 113.80
Max Drawdown 893.18
Max Drawdown, % 35.76
Risk-Adjusted Ratios
Metric Value
Profit Factor (gross profit/gross loss) 1.1433
Recovery Factor (Total PnL / Max DD) 0.9578
Sharpe ratio (monthly) 0.8390
Sortino ratio (monthly) 1.3670
CAGR, % 29.17
Calmar ratio (CAGR / Max DD%) 0.8158
Open Positions Size (USDT)
Strategy Charts
SOLUSDT 4h zigzag | PnL: 216.30 | Fee: 133.32 | Vol: 370340.49
Details
{
  "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": 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
}