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
1059.36
Total PnL
59.36 (5.94%)
Total Trades (Win/Los)
1477 (155/1322)
Win Rate
10.49%
Max Drawdown
960.08 (48.65%)
Total Fees
434.82
Position avg (max), %
88.83 (109.55)
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 -15.18% 28.79% 17.48% 7.62% 0.20% 4.07% 6.87% 10.26% -0.36% -10.99% 8.37% -16.31% 36.50%
2025 -6.94% 15.34% -18.03% 3.59% 3.76% -7.86% 15.35% 14.45% 7.07% -13.61% 8.45% -17.75% -5.07%
2026 21.07% -17.12% -11.86% 0.52% -7.97% -0.01% — — — — — — -18.19%
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 1059.36
Min balance 830.07
Max balance 1973.64
Monthly Performance
Metric Value
Average monthly return (geometric), % 0.19
Average monthly return (arithmetic), % 0.98
Best month, % 28.79
Worst month, % -18.03
PnL, Volume & Fees
Metric Value
Total PnL 59.36
Total PnL, % 5.94
Gross profit 6072.68
Gross loss 5573.20
Trading volume (USDT) 1207920.17
Total transactions (buy/sell) 1485
Total fees 434.82
Funding net -5.30
Funding accrued (received) 70.01
Funding paid 75.31
Trades
Metric Value
Total Trades 1477
Win Trades 155
Los Trades 1322
Win Rate, % 10.49
Expectancy per trade 0.3382
Max consecutive wins 4
Max consecutive losses 54
Risk & Exposure
Metric Value
Position avg, % of margin balance 88.83
Position max, % of margin balance 109.55
Max Drawdown 960.08
Max Drawdown, % 48.65
Risk-Adjusted Ratios
Metric Value
Profit Factor (gross profit/gross loss) 1.0896
Recovery Factor (Total PnL / Max DD) 0.0618
Sharpe ratio (monthly) 0.2694
Sortino ratio (monthly) 0.4090
CAGR, % 2.42
Calmar ratio (CAGR / Max DD%) 0.0497
Open Positions Size (USDT)
Strategy Charts
SOLUSDT 4h zigzag | PnL: 208.11 | Fee: 158.87 | Vol: 441321.27
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": 9,
    "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
}