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
2261.94
Total PnL
1261.94 (126.19%)
Total Trades (Win/Los)
183 (67/116)
Win Rate
36.61%
Max Drawdown
697.09 (37.96%)
Total Fees
59.99
Position avg (max), %
88.48 (115.89)
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 -10.85% 27.73% 25.71% -5.47% 1.82% 3.38% 4.30% -5.19% 6.51% -1.29% 16.30% -14.57% 47.15%
2025 -19.78% 7.44% 1.80% 0.27% 23.16% -8.76% 21.58% 6.48% 2.87% -18.55% 20.32% -9.22% 17.14%
2026 13.05% 8.82% -0.30% 5.76% 1.20% 0.01% — — — — — — 31.30%
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 2261.94
Min balance 862.96
Max balance 2394.44
Monthly Performance
Metric Value
Average monthly return (geometric), % 2.76
Average monthly return (arithmetic), % 3.49
Best month, % 27.73
Worst month, % -19.78
PnL, Volume & Fees
Metric Value
Total PnL 1261.94
Total PnL, % 126.19
Gross profit 4188.69
Gross loss 2855.01
Trading volume (USDT) 166699.15
Total transactions (buy/sell) 186
Total fees 59.99
Funding net -11.74
Funding accrued (received) 77.18
Funding paid 88.92
Trades
Metric Value
Total Trades 183
Win Trades 67
Los Trades 116
Win Rate, % 36.61
Expectancy per trade 7.2879
Max consecutive wins 4
Max consecutive losses 13
Risk & Exposure
Metric Value
Position avg, % of margin balance 88.48
Position max, % of margin balance 115.89
Max Drawdown 697.09
Max Drawdown, % 37.96
Risk-Adjusted Ratios
Metric Value
Profit Factor (gross profit/gross loss) 1.4671
Recovery Factor (Total PnL / Max DD) 1.8103
Sharpe ratio (monthly) 0.9859
Sortino ratio (monthly) 1.8445
CAGR, % 40.21
Calmar ratio (CAGR / Max DD%) 1.0595
Open Positions Size (USDT)
Strategy Charts
SOLUSDT 4h zigzag | PnL: 959.83 | Fee: 16.22 | Vol: 45078.11
Details
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  "name": "1",
  "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": 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
}