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
1083.08
Total PnL
83.08 (8.31%)
Total Trades (Win/Los)
1138 (95/1043)
Win Rate
8.35%
Max Drawdown
437.04 (34.64%)
Total Fees
245.89
Position avg (max), %
86.85 (104.30)
Profit Factor
1.11
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 -13.65% 30.62% 2.95% -9.57% -4.40% -4.28% 0.74% -9.93% 10.04% -3.77% 23.91% -0.26% 14.11%
2025 -15.79% 4.28% -11.30% 3.91% 23.64% -16.21% 22.53% 1.51% 4.52% -13.79% 22.33% -21.72% -10.02%
2026 15.62% 0.24% -7.70% 0.97% -2.30% 0.01% — — — — — — 5.54%
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 1083.08
Min balance 824.51
Max balance 1416.55
Monthly Performance
Metric Value
Average monthly return (geometric), % 0.27
Average monthly return (arithmetic), % 1.11
Best month, % 30.62
Worst month, % -21.72
PnL, Volume & Fees
Metric Value
Total PnL 83.08
Total PnL, % 8.31
Gross profit 3269.81
Gross loss 2934.29
Trading volume (USDT) 683116.12
Total transactions (buy/sell) 1147
Total fees 245.89
Funding net -6.55
Funding accrued (received) 51.19
Funding paid 57.74
Trades
Metric Value
Total Trades 1138
Win Trades 95
Los Trades 1043
Win Rate, % 8.35
Expectancy per trade 0.2948
Max consecutive wins 3
Max consecutive losses 87
Risk & Exposure
Metric Value
Position avg, % of margin balance 86.85
Position max, % of margin balance 104.30
Max Drawdown 437.04
Max Drawdown, % 34.64
Risk-Adjusted Ratios
Metric Value
Profit Factor (gross profit/gross loss) 1.1143
Recovery Factor (Total PnL / Max DD) 0.1901
Sharpe ratio (monthly) 0.2896
Sortino ratio (monthly) 0.4950
CAGR, % 3.36
Calmar ratio (CAGR / Max DD%) 0.0970
Open Positions Size (USDT)
Strategy Charts
SOLUSDT 4h zigzag | PnL: -27.57 | Fee: 78.40 | Vol: 217809.02
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": 17,
    "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
}