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
2045.78
Total PnL
1045.78 (104.58%)
Total Trades (Win/Los)
183 (66/117)
Win Rate
36.07%
Max Drawdown
728.71 (40.86%)
Total Fees
55.96
Position avg (max), %
88.02 (116.99)
Profit Factor
1.41
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 -10.89% 26.91% 25.21% -6.93% 2.22% 2.19% 4.40% -5.53% 6.60% -2.11% 15.03% -15.87% 37.11%
2025 -20.39% 7.87% 1.82% 0.86% 21.75% -8.88% 20.45% 5.83% 3.12% -17.80% 19.49% -9.21% 14.67%
2026 12.55% 8.56% -0.31% 5.75% 1.06% 0.01% — — — — — — 30.19%
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 2045.78
Min balance 862.58
Max balance 2165.58
Monthly Performance
Metric Value
Average monthly return (geometric), % 2.42
Average monthly return (arithmetic), % 3.13
Best month, % 26.91
Worst month, % -20.39
PnL, Volume & Fees
Metric Value
Total PnL 1045.78
Total PnL, % 104.58
Gross profit 3850.12
Gross loss 2736.93
Trading volume (USDT) 155500.08
Total transactions (buy/sell) 186
Total fees 55.96
Funding net -11.44
Funding accrued (received) 71.44
Funding paid 82.88
Trades
Metric Value
Total Trades 183
Win Trades 66
Los Trades 117
Win Rate, % 36.07
Expectancy per trade 6.0830
Max consecutive wins 4
Max consecutive losses 13
Risk & Exposure
Metric Value
Position avg, % of margin balance 88.02
Position max, % of margin balance 116.99
Max Drawdown 728.71
Max Drawdown, % 40.86
Risk-Adjusted Ratios
Metric Value
Profit Factor (gross profit/gross loss) 1.4067
Recovery Factor (Total PnL / Max DD) 1.4351
Sharpe ratio (monthly) 0.8979
Sortino ratio (monthly) 1.6139
CAGR, % 34.50
Calmar ratio (CAGR / Max DD%) 0.8443
Open Positions Size (USDT)
Strategy Charts
SOLUSDT 4h zigzag | PnL: 859.94 | Fee: 15.14 | Vol: 42078.23
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": 11,
    "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
}