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
1998.98
Total PnL
998.98 (99.90%)
Total Trades (Win/Los)
482 (291/191)
Win Rate
60.37%
Max Drawdown
857.50 (38.94%)
Total Fees
369.25
Position avg (max), %
41.17 (142.93)
Profit Factor
1.15
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 3.29% 13.18% 28.92% -26.16% 4.79% 18.28% 6.84% 16.60% -18.51% 14.42% -14.09% 2.52% 41.13%
2025 12.89% 2.87% 11.16% 6.21% -25.84% 9.21% 0.55% 11.76% 13.98% -5.83% -10.98% 1.06% 20.48%
2026 13.29% 17.96% 3.93% -15.14% -0.22% 0.04% — — — — — — 17.65%
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 1998.98
Min balance 925.80
Max balance 2645.75
Monthly Performance
Metric Value
Average monthly return (geometric), % 2.34
Average monthly return (arithmetic), % 3.23
Best month, % 28.92
Worst month, % -26.16
PnL, Volume & Fees
Metric Value
Total PnL 998.98
Total PnL, % 99.90
Gross profit 10300.57
Gross loss 8929.58
Trading volume (USDT) 1032928.84
Total transactions (buy/sell) 483
Total fees 369.25
Funding net -2.75
Funding accrued (received) 38.98
Funding paid 41.73
Trades
Metric Value
Total Trades 482
Win Trades 291
Los Trades 191
Win Rate, % 60.37
Expectancy per trade 2.8444
Max consecutive wins 9
Max consecutive losses 5
Risk & Exposure
Metric Value
Position avg, % of margin balance 41.17
Position max, % of margin balance 142.93
Max Drawdown 857.50
Max Drawdown, % 38.94
Risk-Adjusted Ratios
Metric Value
Profit Factor (gross profit/gross loss) 1.1535
Recovery Factor (Total PnL / Max DD) 1.1650
Sharpe ratio (monthly) 0.8547
Sortino ratio (monthly) 1.2854
CAGR, % 33.22
Calmar ratio (CAGR / Max DD%) 0.8530
Open Positions Size (USDT)
Strategy Charts
SOLUSDT 4h zigzag | PnL: 1370.99 | Fee: 369.25 | Vol: 1032928.84
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": 7,
    "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
}