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
1117.64
Total PnL
117.64 (11.76%)
Total Trades (Win/Los)
1035 (101/934)
Win Rate
9.76%
Max Drawdown
761.23 (41.26%)
Total Fees
312.65
Position avg (max), %
88.43 (106.79)
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 -15.83% 38.77% 18.18% -0.74% -2.52% 0.06% 1.26% -3.71% 8.12% -0.79% 24.85% -12.28% 53.06%
2025 -11.12% 17.63% -10.18% 4.19% 3.82% -5.45% 12.71% 2.27% -5.87% -11.58% 17.55% -19.69% -13.01%
2026 11.20% -2.05% -22.44% 1.66% -2.21% 0.01% — — — — — — -16.01%
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 1117.64
Min balance 832.69
Max balance 1844.77
Monthly Performance
Metric Value
Average monthly return (geometric), % 0.37
Average monthly return (arithmetic), % 1.19
Best month, % 38.77
Worst month, % -22.44
PnL, Volume & Fees
Metric Value
Total PnL 117.64
Total PnL, % 11.76
Gross profit 4930.77
Gross loss 4493.88
Trading volume (USDT) 868552.11
Total transactions (buy/sell) 1043
Total fees 312.65
Funding net -6.60
Funding accrued (received) 70.54
Funding paid 77.15
Trades
Metric Value
Total Trades 1035
Win Trades 101
Los Trades 934
Win Rate, % 9.76
Expectancy per trade 0.4221
Max consecutive wins 3
Max consecutive losses 87
Risk & Exposure
Metric Value
Position avg, % of margin balance 88.43
Position max, % of margin balance 106.79
Max Drawdown 761.23
Max Drawdown, % 41.26
Risk-Adjusted Ratios
Metric Value
Profit Factor (gross profit/gross loss) 1.0972
Recovery Factor (Total PnL / Max DD) 0.1545
Sharpe ratio (monthly) 0.3150
Sortino ratio (monthly) 0.5416
CAGR, % 4.71
Calmar ratio (CAGR / Max DD%) 0.1142
Open Positions Size (USDT)
Strategy Charts
SOLUSDT 4h zigzag | PnL: 453.64 | Fee: 105.49 | Vol: 293081.03
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": 2,
    "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
}