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
1813.75
Total PnL
813.75 (81.37%)
Total Trades (Win/Los)
1027 (101/926)
Win Rate
9.83%
Max Drawdown
870.82 (34.70%)
Total Fees
358.19
Position avg (max), %
87.43 (105.18)
Profit Factor
1.27
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 -11.11% 20.34% 12.09% -1.73% -1.25% 0.41% 7.41% 4.65% 10.66% -5.95% 29.33% -0.35% 76.16%
2025 -15.35% 17.59% -9.32% 3.93% 15.40% -8.76% 13.90% 0.27% 11.04% -11.87% 19.43% -23.50% 0.86%
2026 10.92% 0.95% -14.70% 5.61% 1.25% 0.01% — — — — — — 2.15%
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 1813.75
Min balance 840.18
Max balance 2509.39
Monthly Performance
Metric Value
Average monthly return (geometric), % 2.01
Average monthly return (arithmetic), % 2.71
Best month, % 29.33
Worst month, % -23.50
PnL, Volume & Fees
Metric Value
Total PnL 813.75
Total PnL, % 81.37
Gross profit 5524.94
Gross loss 4343.87
Trading volume (USDT) 995069.39
Total transactions (buy/sell) 1035
Total fees 358.19
Funding net -9.13
Funding accrued (received) 79.42
Funding paid 88.55
Trades
Metric Value
Total Trades 1027
Win Trades 101
Los Trades 926
Win Rate, % 9.83
Expectancy per trade 1.1500
Max consecutive wins 3
Max consecutive losses 87
Risk & Exposure
Metric Value
Position avg, % of margin balance 87.43
Position max, % of margin balance 105.18
Max Drawdown 870.82
Max Drawdown, % 34.70
Risk-Adjusted Ratios
Metric Value
Profit Factor (gross profit/gross loss) 1.2719
Recovery Factor (Total PnL / Max DD) 0.9345
Sharpe ratio (monthly) 0.7870
Sortino ratio (monthly) 1.3403
CAGR, % 27.96
Calmar ratio (CAGR / Max DD%) 0.8057
Open Positions Size (USDT)
Strategy Charts
SOLUSDT 4h zigzag | PnL: 446.88 | Fee: 108.92 | Vol: 302599.34
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": 16,
    "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
}