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
1601.52
Total PnL
601.52 (60.15%)
Total Trades (Win/Los)
1260 (107/1153)
Win Rate
8.49%
Max Drawdown
829.94 (35.37%)
Total Fees
444.77
Position avg (max), %
88.70 (107.84)
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 -8.68% 30.98% 16.04% 2.18% -2.65% 0.36% 6.81% -6.97% 8.92% -7.43% 25.68% -3.46% 68.44%
2025 -16.37% 17.64% -5.84% 6.42% 12.40% -4.55% 8.53% -2.25% 5.91% -10.12% 15.60% -20.52% -1.86%
2026 13.80% -2.22% -14.59% 4.77% -2.64% 0.01% — — — — — — -3.06%
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 1601.52
Min balance 896.34
Max balance 2346.33
Monthly Performance
Metric Value
Average monthly return (geometric), % 1.58
Average monthly return (arithmetic), % 2.26
Best month, % 30.98
Worst month, % -20.52
PnL, Volume & Fees
Metric Value
Total PnL 601.52
Total PnL, % 60.15
Gross profit 5933.69
Gross loss 4882.35
Trading volume (USDT) 1235596.15
Total transactions (buy/sell) 1269
Total fees 444.77
Funding net -5.04
Funding accrued (received) 82.28
Funding paid 87.32
Trades
Metric Value
Total Trades 1260
Win Trades 107
Los Trades 1153
Win Rate, % 8.49
Expectancy per trade 0.8344
Max consecutive wins 4
Max consecutive losses 154
Risk & Exposure
Metric Value
Position avg, % of margin balance 88.70
Position max, % of margin balance 107.84
Max Drawdown 829.94
Max Drawdown, % 35.37
Risk-Adjusted Ratios
Metric Value
Profit Factor (gross profit/gross loss) 1.2153
Recovery Factor (Total PnL / Max DD) 0.7248
Sharpe ratio (monthly) 0.6613
Sortino ratio (monthly) 1.2005
CAGR, % 21.53
Calmar ratio (CAGR / Max DD%) 0.6088
Open Positions Size (USDT)
Strategy Charts
SOLUSDT 4h zigzag | PnL: 825.93 | Fee: 133.85 | Vol: 371836.64
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": 13,
    "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
}