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
1721.56
Total PnL
721.56 (72.16%)
Total Trades (Win/Los)
523 (311/212)
Win Rate
59.46%
Max Drawdown
852.54 (35.19%)
Total Fees
386.29
Position avg (max), %
42.74 (142.36)
Profit Factor
1.12
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 7.81% 1.95% 29.45% -23.65% 0.41% 20.54% 18.32% 17.61% -18.66% 15.73% -11.75% -8.78% 38.66%
2025 -12.25% 17.38% 14.16% -2.14% -15.62% 10.59% 2.33% 2.30% 15.21% -4.73% -6.75% 1.13% 16.35%
2026 6.46% 21.17% 0.85% -17.82% -0.16% 0.04% — — — — — — 6.79%
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 1721.56
Min balance 929.09
Max balance 2422.60
Monthly Performance
Metric Value
Average monthly return (geometric), % 1.83
Average monthly return (arithmetic), % 2.70
Best month, % 29.45
Worst month, % -23.65
PnL, Volume & Fees
Metric Value
Total PnL 721.56
Total PnL, % 72.16
Gross profit 10329.44
Gross loss 9221.19
Trading volume (USDT) 1080268.71
Total transactions (buy/sell) 524
Total fees 386.29
Funding net -0.40
Funding accrued (received) 39.56
Funding paid 39.96
Trades
Metric Value
Total Trades 523
Win Trades 311
Los Trades 212
Win Rate, % 59.46
Expectancy per trade 2.1190
Max consecutive wins 12
Max consecutive losses 6
Risk & Exposure
Metric Value
Position avg, % of margin balance 42.74
Position max, % of margin balance 142.36
Max Drawdown 852.54
Max Drawdown, % 35.19
Risk-Adjusted Ratios
Metric Value
Profit Factor (gross profit/gross loss) 1.1202
Recovery Factor (Total PnL / Max DD) 0.8464
Sharpe ratio (monthly) 0.7060
Sortino ratio (monthly) 1.1752
CAGR, % 25.23
Calmar ratio (CAGR / Max DD%) 0.7169
Open Positions Size (USDT)
Strategy Charts
SOLUSDT 4h zigzag | PnL: 1108.25 | Fee: 386.29 | Vol: 1080268.71
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": 6,
    "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
}