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
2229.53
Total PnL
1229.53 (122.95%)
Total Trades (Win/Los)
188 (71/117)
Win Rate
37.77%
Max Drawdown
612.11 (36.48%)
Total Fees
58.05
Position avg (max), %
87.92 (121.89)
Profit Factor
1.47
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 -14.77% 22.96% 25.47% -5.12% 1.55% 0.77% 4.53% -4.08% 6.64% 0.57% 18.45% -14.80% 38.55%
2025 -20.41% 8.09% 2.11% 1.76% 23.58% -7.51% 22.49% 5.90% 3.20% -18.19% 20.47% -9.15% 22.48%
2026 13.18% 8.26% -0.34% 5.86% 1.68% 0.01% — — — — — — 31.45%
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 2229.53
Min balance 822.37
Max balance 2348.96
Monthly Performance
Metric Value
Average monthly return (geometric), % 2.71
Average monthly return (arithmetic), % 3.44
Best month, % 25.47
Worst month, % -20.41
PnL, Volume & Fees
Metric Value
Total PnL 1229.53
Total PnL, % 122.95
Gross profit 4040.35
Gross loss 2741.54
Trading volume (USDT) 161288.90
Total transactions (buy/sell) 191
Total fees 58.05
Funding net -11.24
Funding accrued (received) 73.00
Funding paid 84.23
Trades
Metric Value
Total Trades 188
Win Trades 71
Los Trades 117
Win Rate, % 37.77
Expectancy per trade 6.9086
Max consecutive wins 5
Max consecutive losses 13
Risk & Exposure
Metric Value
Position avg, % of margin balance 87.92
Position max, % of margin balance 121.89
Max Drawdown 612.11
Max Drawdown, % 36.48
Risk-Adjusted Ratios
Metric Value
Profit Factor (gross profit/gross loss) 1.4738
Recovery Factor (Total PnL / Max DD) 2.0087
Sharpe ratio (monthly) 0.9755
Sortino ratio (monthly) 1.7647
CAGR, % 39.38
Calmar ratio (CAGR / Max DD%) 1.0795
Open Positions Size (USDT)
Strategy Charts
SOLUSDT 4h zigzag | PnL: 909.08 | Fee: 15.95 | Vol: 44336.28
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": 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
}