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
1652.03
Total PnL
652.03 (65.20%)
Total Trades (Win/Los)
1154 (102/1052)
Win Rate
8.84%
Max Drawdown
671.12 (30.24%)
Total Fees
360.93
Position avg (max), %
87.87 (108.45)
Profit Factor
1.25
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 -2.42% 27.24% 10.86% -2.54% -4.38% 0.17% 0.79% -18.18% 10.32% -4.13% 28.27% -4.56% 37.19%
2025 -16.49% 16.78% -4.62% 2.65% 19.59% -7.66% 19.21% 6.32% 1.69% -8.19% 17.92% -18.40% 20.06%
2026 13.90% 0.59% -13.89% 0.60% 1.11% 0.01% — — — — — — 0.36%
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 1652.03
Min balance 919.31
Max balance 2219.24
Monthly Performance
Metric Value
Average monthly return (geometric), % 1.69
Average monthly return (arithmetic), % 2.42
Best month, % 28.27
Worst month, % -18.40
PnL, Volume & Fees
Metric Value
Total PnL 652.03
Total PnL, % 65.20
Gross profit 5095.84
Gross loss 4075.95
Trading volume (USDT) 1002703.26
Total transactions (buy/sell) 1165
Total fees 360.93
Funding net -6.94
Funding accrued (received) 72.25
Funding paid 79.19
Trades
Metric Value
Total Trades 1154
Win Trades 102
Los Trades 1052
Win Rate, % 8.84
Expectancy per trade 0.8838
Max consecutive wins 4
Max consecutive losses 142
Risk & Exposure
Metric Value
Position avg, % of margin balance 87.87
Position max, % of margin balance 108.45
Max Drawdown 671.12
Max Drawdown, % 30.24
Risk-Adjusted Ratios
Metric Value
Profit Factor (gross profit/gross loss) 1.2502
Recovery Factor (Total PnL / Max DD) 0.9716
Sharpe ratio (monthly) 0.6809
Sortino ratio (monthly) 1.2486
CAGR, % 23.11
Calmar ratio (CAGR / Max DD%) 0.7641
Open Positions Size (USDT)
Strategy Charts
SOLUSDT 4h zigzag | PnL: 539.44 | Fee: 112.92 | Vol: 313717.66
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": 15,
    "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
}