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
2195.96
Total PnL
1195.96 (119.60%)
Total Trades (Win/Los)
197 (73/124)
Win Rate
37.06%
Max Drawdown
659.32 (36.48%)
Total Fees
64.97
Position avg (max), %
88.37 (117.63)
Profit Factor
1.42
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 -10.85% 29.23% 26.08% -2.74% 2.27% 1.02% 0.22% -4.63% 6.52% -1.27% 18.72% -16.23% 45.90%
2025 -20.69% 10.08% 2.13% 0.42% 23.60% -8.48% 19.69% 5.87% 2.55% -18.54% 20.29% -9.13% 17.18%
2026 12.92% 8.75% -0.33% 6.44% -1.37% 0.01% — — — — — — 28.52%
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 2195.96
Min balance 860.10
Max balance 2369.08
Monthly Performance
Metric Value
Average monthly return (geometric), % 2.66
Average monthly return (arithmetic), % 3.42
Best month, % 29.23
Worst month, % -20.69
PnL, Volume & Fees
Metric Value
Total PnL 1195.96
Total PnL, % 119.60
Gross profit 4278.60
Gross loss 3009.19
Trading volume (USDT) 180511.29
Total transactions (buy/sell) 200
Total fees 64.97
Funding net -8.48
Funding accrued (received) 78.64
Funding paid 87.12
Trades
Metric Value
Total Trades 197
Win Trades 73
Los Trades 124
Win Rate, % 37.06
Expectancy per trade 6.4437
Max consecutive wins 4
Max consecutive losses 8
Risk & Exposure
Metric Value
Position avg, % of margin balance 88.37
Position max, % of margin balance 117.63
Max Drawdown 659.32
Max Drawdown, % 36.48
Risk-Adjusted Ratios
Metric Value
Profit Factor (gross profit/gross loss) 1.4218
Recovery Factor (Total PnL / Max DD) 1.8139
Sharpe ratio (monthly) 0.9448
Sortino ratio (monthly) 1.7711
CAGR, % 38.51
Calmar ratio (CAGR / Max DD%) 1.0556
Open Positions Size (USDT)
Strategy Charts
SOLUSDT 4h zigzag | PnL: 987.83 | Fee: 18.02 | Vol: 50070.21
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": 9,
    "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
}