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
1368.48
Total PnL
368.48 (36.85%)
Total Trades (Win/Los)
1015 (85/930)
Win Rate
8.37%
Max Drawdown
487.28 (27.93%)
Total Fees
274.31
Position avg (max), %
88.05 (107.61)
Profit Factor
1.20
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 -4.84% 23.30% 24.95% -11.52% -7.73% 1.13% -0.56% -15.37% 8.32% -3.31% 23.80% -5.52% 24.79%
2025 -11.85% 4.50% -4.19% 3.42% 22.90% -13.36% 24.02% 0.09% 7.24% -17.28% 22.80% -18.15% 7.57%
2026 8.54% 4.37% -7.62% -2.13% -0.43% 0.01% — — — — — — 2.00%
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 1368.48
Min balance 911.71
Max balance 1752.82
Monthly Performance
Metric Value
Average monthly return (geometric), % 1.05
Average monthly return (arithmetic), % 1.85
Best month, % 24.95
Worst month, % -18.15
PnL, Volume & Fees
Metric Value
Total PnL 368.48
Total PnL, % 36.85
Gross profit 3944.28
Gross loss 3290.91
Trading volume (USDT) 762044.23
Total transactions (buy/sell) 1022
Total fees 274.31
Funding net -10.58
Funding accrued (received) 62.00
Funding paid 72.58
Trades
Metric Value
Total Trades 1015
Win Trades 85
Los Trades 930
Win Rate, % 8.37
Expectancy per trade 0.6437
Max consecutive wins 4
Max consecutive losses 93
Risk & Exposure
Metric Value
Position avg, % of margin balance 88.05
Position max, % of margin balance 107.61
Max Drawdown 487.28
Max Drawdown, % 27.93
Risk-Adjusted Ratios
Metric Value
Profit Factor (gross profit/gross loss) 1.1985
Recovery Factor (Total PnL / Max DD) 0.7562
Sharpe ratio (monthly) 0.4959
Sortino ratio (monthly) 0.9007
CAGR, % 13.87
Calmar ratio (CAGR / Max DD%) 0.4966
Open Positions Size (USDT)
Strategy Charts
SOLUSDT 4h zigzag | PnL: 245.96 | Fee: 88.21 | Vol: 245074.90
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": 18,
    "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
}