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
1095.85
Total PnL
95.85 (9.59%)
Total Trades (Win/Los)
1394 (143/1251)
Win Rate
10.26%
Max Drawdown
1065.87 (50.33%)
Total Fees
429.79
Position avg (max), %
89.27 (109.00)
Profit Factor
1.10
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 -15.08% 27.38% 32.35% 1.37% -2.83% 2.24% 14.12% 8.83% 1.08% -9.70% 15.90% -13.27% 64.33%
2025 -16.22% 16.15% -20.64% 8.90% -1.55% -3.52% 11.04% 10.28% 5.72% -19.06% 9.06% -22.01% -28.80%
2026 24.91% -7.42% -14.92% 0.87% -5.57% 0.01% — — — — — — -6.28%
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 1095.85
Min balance 837.73
Max balance 2117.89
Monthly Performance
Metric Value
Average monthly return (geometric), % 0.31
Average monthly return (arithmetic), % 1.28
Best month, % 32.35
Worst month, % -22.01
PnL, Volume & Fees
Metric Value
Total PnL 95.85
Total PnL, % 9.59
Gross profit 6058.98
Gross loss 5525.62
Trading volume (USDT) 1193934.36
Total transactions (buy/sell) 1401
Total fees 429.79
Funding net -7.70
Funding accrued (received) 72.34
Funding paid 80.04
Trades
Metric Value
Total Trades 1394
Win Trades 143
Los Trades 1251
Win Rate, % 10.26
Expectancy per trade 0.3826
Max consecutive wins 4
Max consecutive losses 67
Risk & Exposure
Metric Value
Position avg, % of margin balance 89.27
Position max, % of margin balance 109.00
Max Drawdown 1065.87
Max Drawdown, % 50.33
Risk-Adjusted Ratios
Metric Value
Profit Factor (gross profit/gross loss) 1.0965
Recovery Factor (Total PnL / Max DD) 0.0899
Sharpe ratio (monthly) 0.3151
Sortino ratio (monthly) 0.4999
CAGR, % 3.86
Calmar ratio (CAGR / Max DD%) 0.0768
Open Positions Size (USDT)
Strategy Charts
SOLUSDT 4h zigzag | PnL: 430.21 | Fee: 119.86 | Vol: 332967.80
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": 10,
    "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
}