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
1340.14
Total PnL
340.14 (34.01%)
Total Trades (Win/Los)
1044 (100/944)
Win Rate
9.58%
Max Drawdown
772.44 (39.34%)
Total Fees
301.14
Position avg (max), %
87.93 (111.81)
Profit Factor
1.16
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 -2.38% 30.86% 17.29% -7.65% -5.81% 1.59% 9.46% -18.95% 9.01% -10.18% 30.83% -5.39% 42.38%
2025 -17.39% 19.45% -14.90% 8.06% 11.97% -6.23% 15.72% 3.88% 6.86% -11.67% 17.22% -19.46% 2.03%
2026 7.34% -0.12% -20.68% 9.22% -0.63% 0.01% — — — — — — -7.69%
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 1340.14
Min balance 935.43
Max balance 1963.31
Monthly Performance
Metric Value
Average monthly return (geometric), % 0.98
Average monthly return (arithmetic), % 1.91
Best month, % 30.86
Worst month, % -20.68
PnL, Volume & Fees
Metric Value
Total PnL 340.14
Total PnL, % 34.01
Gross profit 4725.30
Gross loss 4079.79
Trading volume (USDT) 836583.25
Total transactions (buy/sell) 1052
Total fees 301.14
Funding net -4.24
Funding accrued (received) 70.19
Funding paid 74.42
Trades
Metric Value
Total Trades 1044
Win Trades 100
Los Trades 944
Win Rate, % 9.58
Expectancy per trade 0.6183
Max consecutive wins 5
Max consecutive losses 160
Risk & Exposure
Metric Value
Position avg, % of margin balance 87.93
Position max, % of margin balance 111.81
Max Drawdown 772.44
Max Drawdown, % 39.34
Risk-Adjusted Ratios
Metric Value
Profit Factor (gross profit/gross loss) 1.1582
Recovery Factor (Total PnL / Max DD) 0.4403
Sharpe ratio (monthly) 0.4804
Sortino ratio (monthly) 0.7918
CAGR, % 12.89
Calmar ratio (CAGR / Max DD%) 0.3276
Open Positions Size (USDT)
Strategy Charts
SOLUSDT 4h zigzag | PnL: 485.05 | Fee: 74.21 | Vol: 206167.93
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": 14,
    "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
}