hb/tester/ver.2026/05/18/backtest_results: 2024-01-01 - 2026-06-01 | zz-sol | exchange: Bybit

Pairs
1
Initial Balance
1000.00
Final Balance
1146.17
Total PnL
146.17 (14.62%)
Total Trades (Win/Los)
851 (465/386)
Win Rate
54.64%
Max Drawdown
2206.33 (67.47%)
Total Fees
834.58
Position avg (max), %
49.54 (124.71)
Profit Factor
1.06
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 59.77% 7.07% 29.11% 11.17% 3.46% 8.21% 14.17% -13.27% -13.45% 14.77% 2.40% -7.98% 154.76%
2025 -0.70% 9.92% -27.35% -28.24% -5.64% 3.99% 3.61% 0.46% 14.72% -12.10% -9.00% -7.11% -50.46%
2026 2.08% 1.05% 1.70% -9.48% -4.33% 0.04% — — — — — — -9.12%
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 1
Balance & Equity
Metric Value
Initial balance 1000.00
Final balance 1146.17
Min balance 962.22
Max balance 3270.10
Monthly Performance
Metric Value
Average monthly return (geometric), % 0.46
Average monthly return (arithmetic), % 1.63
Best month, % 59.77
Worst month, % -28.24
PnL, Volume & Fees
Metric Value
Total PnL 146.17
Total PnL, % 14.62
Gross profit 18146.55
Gross loss 17163.35
Trading volume (USDT) 2330888.91
Total transactions (buy/sell) 852
Total fees 834.58
Funding net -2.45
Funding accrued (received) 54.22
Funding paid 56.66
Trades
Metric Value
Total Trades 851
Win Trades 465
Los Trades 386
Win Rate, % 54.64
Expectancy per trade 1.1553
Max consecutive wins 13
Max consecutive losses 10
Risk & Exposure
Metric Value
Position avg, % of margin balance 49.54
Position max, % of margin balance 124.71
Max Drawdown 2206.33
Max Drawdown, % 67.47
Risk-Adjusted Ratios
Metric Value
Profit Factor (gross profit/gross loss) 1.0573
Recovery Factor (Total PnL / Max DD) 0.0663
Sharpe ratio (monthly) 0.3522
Sortino ratio (monthly) 0.6351
CAGR, % 5.81
Calmar ratio (CAGR / Max DD%) 0.0861
Open Positions Size (USDT)
Strategy Charts
SOLUSDT 4h zigzag | PnL: 983.20 | Fee: 834.58 | Vol: 2330888.91
Details
{
  "name": "T4 SUI",
  "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": 100.0,
    "balance_percentage_short": 100.0,
    "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": 2,
    "detection": 2,
    "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
}