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
2216.92
Total PnL
1216.92 (121.69%)
Total Trades (Win/Los)
191 (69/122)
Win Rate
36.13%
Max Drawdown
788.55 (39.96%)
Total Fees
65.88
Position avg (max), %
88.63 (123.66)
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% 34.15% 25.75% -3.91% 2.74% 7.67% 0.44% -6.01% 6.66% -2.11% 15.33% -16.36% 51.97%
2025 -21.40% 9.91% 1.85% 0.44% 23.22% -8.78% 18.65% 5.83% 2.74% -18.82% 20.28% -9.20% 13.62%
2026 13.03% 8.82% -0.30% 6.44% -1.60% 0.01% — — — — — — 28.47%
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 2216.92
Min balance 862.96
Max balance 2396.29
Monthly Performance
Metric Value
Average monthly return (geometric), % 2.69
Average monthly return (arithmetic), % 3.49
Best month, % 34.15
Worst month, % -21.40
PnL, Volume & Fees
Metric Value
Total PnL 1216.92
Total PnL, % 121.69
Gross profit 4356.55
Gross loss 3064.27
Trading volume (USDT) 183040.33
Total transactions (buy/sell) 194
Total fees 65.88
Funding net -9.48
Funding accrued (received) 81.01
Funding paid 90.49
Trades
Metric Value
Total Trades 191
Win Trades 69
Los Trades 122
Win Rate, % 36.13
Expectancy per trade 6.7658
Max consecutive wins 5
Max consecutive losses 8
Risk & Exposure
Metric Value
Position avg, % of margin balance 88.63
Position max, % of margin balance 123.66
Max Drawdown 788.55
Max Drawdown, % 39.96
Risk-Adjusted Ratios
Metric Value
Profit Factor (gross profit/gross loss) 1.4217
Recovery Factor (Total PnL / Max DD) 1.5432
Sharpe ratio (monthly) 0.9396
Sortino ratio (monthly) 1.7574
CAGR, % 39.05
Calmar ratio (CAGR / Max DD%) 0.9772
Open Positions Size (USDT)
Strategy Charts
SOLUSDT 4h zigzag | PnL: 1074.73 | Fee: 17.64 | Vol: 49029.08
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": 10,
    "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
}