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
1331.16
Total PnL
331.16 (33.12%)
Total Trades (Win/Los)
604 (347/257)
Win Rate
57.45%
Max Drawdown
1160.51 (54.64%)
Total Fees
415.55
Position avg (max), %
45.41 (129.34)
Profit Factor
1.07
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 23.17% -5.48% 17.67% -2.72% 2.40% 22.04% -7.29% 9.80% -14.00% 19.24% 5.69% -9.97% 65.44%
2025 -19.46% 19.56% 3.91% -12.27% -22.78% 12.10% -1.45% -11.91% 20.54% -7.84% -4.14% 1.46% -28.73%
2026 10.18% 16.12% 0.84% -12.85% 0.45% 0.04% — — — — — — 12.98%
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 1331.16
Min balance 963.47
Max balance 2123.98
Monthly Performance
Metric Value
Average monthly return (geometric), % 0.96
Average monthly return (arithmetic), % 1.77
Best month, % 23.17
Worst month, % -22.78
PnL, Volume & Fees
Metric Value
Total PnL 331.16
Total PnL, % 33.12
Gross profit 10713.07
Gross loss 9965.99
Trading volume (USDT) 1161824.05
Total transactions (buy/sell) 605
Total fees 415.55
Funding net -0.36
Funding accrued (received) 38.41
Funding paid 38.77
Trades
Metric Value
Total Trades 604
Win Trades 347
Los Trades 257
Win Rate, % 57.45
Expectancy per trade 1.2369
Max consecutive wins 14
Max consecutive losses 7
Risk & Exposure
Metric Value
Position avg, % of margin balance 45.41
Position max, % of margin balance 129.34
Max Drawdown 1160.51
Max Drawdown, % 54.64
Risk-Adjusted Ratios
Metric Value
Profit Factor (gross profit/gross loss) 1.0750
Recovery Factor (Total PnL / Max DD) 0.2854
Sharpe ratio (monthly) 0.4793
Sortino ratio (monthly) 0.7860
CAGR, % 12.58
Calmar ratio (CAGR / Max DD%) 0.2302
Open Positions Size (USDT)
Strategy Charts
SOLUSDT 4h zigzag | PnL: 747.07 | Fee: 415.55 | Vol: 1161824.05
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": 5,
    "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
}