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
1052.49
Total PnL
52.49 (5.25%)
Total Trades (Win/Los)
696 (391/305)
Win Rate
56.18%
Max Drawdown
1788.59 (67.02%)
Total Fees
538.64
Position avg (max), %
48.20 (133.51)
Profit Factor
1.05
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 27.17% -7.97% 26.93% 10.25% -5.03% 20.36% 8.78% -0.46% -17.92% 16.90% 6.61% -11.14% 84.26%
2025 -3.12% 18.29% -1.94% -11.03% -25.38% 3.57% 5.67% -6.36% 13.20% -11.42% -13.28% -12.32% -41.71%
2026 1.82% 7.34% -3.26% -10.69% 3.80% 0.04% — — — — — — -1.94%
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 1052.49
Min balance 879.97
Max balance 2668.56
Monthly Performance
Metric Value
Average monthly return (geometric), % 0.17
Average monthly return (arithmetic), % 0.98
Best month, % 27.17
Worst month, % -25.38
PnL, Volume & Fees
Metric Value
Total PnL 52.49
Total PnL, % 5.25
Gross profit 13036.83
Gross loss 12444.48
Trading volume (USDT) 1505336.47
Total transactions (buy/sell) 697
Total fees 538.64
Funding net -1.23
Funding accrued (received) 43.80
Funding paid 45.02
Trades
Metric Value
Total Trades 696
Win Trades 391
Los Trades 305
Win Rate, % 56.18
Expectancy per trade 0.8511
Max consecutive wins 13
Max consecutive losses 8
Risk & Exposure
Metric Value
Position avg, % of margin balance 48.20
Position max, % of margin balance 133.51
Max Drawdown 1788.59
Max Drawdown, % 67.02
Risk-Adjusted Ratios
Metric Value
Profit Factor (gross profit/gross loss) 1.0476
Recovery Factor (Total PnL / Max DD) 0.0293
Sharpe ratio (monthly) 0.2651
Sortino ratio (monthly) 0.4226
CAGR, % 2.14
Calmar ratio (CAGR / Max DD%) 0.0319
Open Positions Size (USDT)
Strategy Charts
SOLUSDT 4h zigzag | PnL: 592.36 | Fee: 538.64 | Vol: 1505336.47
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": 4,
    "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
}