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
1292.97
Total PnL
292.97 (29.30%)
Total Trades (Win/Los)
450 (261/189)
Win Rate
58.00%
Max Drawdown
886.02 (46.10%)
Total Fees
289.02
Position avg (max), %
41.19 (142.95)
Profit Factor
1.08
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 9.58% 12.18% 20.19% -22.40% 3.92% 12.74% 9.59% 16.31% -11.83% 17.39% -17.29% -4.48% 40.01%
2025 11.05% 0.18% 7.86% 0.38% -26.96% -0.14% -7.93% -1.15% 7.66% -5.50% 2.53% -6.46% -21.98%
2026 11.42% 17.62% 5.73% -12.78% -2.03% 0.04% — — — — — — 18.45%
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 1292.97
Min balance 938.79
Max balance 1921.87
Monthly Performance
Metric Value
Average monthly return (geometric), % 0.86
Average monthly return (arithmetic), % 1.58
Best month, % 20.19
Worst month, % -26.96
PnL, Volume & Fees
Metric Value
Total PnL 292.97
Total PnL, % 29.30
Gross profit 8285.85
Gross loss 7699.80
Trading volume (USDT) 808653.29
Total transactions (buy/sell) 451
Total fees 289.02
Funding net -4.06
Funding accrued (received) 31.41
Funding paid 35.47
Trades
Metric Value
Total Trades 450
Win Trades 261
Los Trades 189
Win Rate, % 58.00
Expectancy per trade 1.3023
Max consecutive wins 7
Max consecutive losses 5
Risk & Exposure
Metric Value
Position avg, % of margin balance 41.19
Position max, % of margin balance 142.95
Max Drawdown 886.02
Max Drawdown, % 46.10
Risk-Adjusted Ratios
Metric Value
Profit Factor (gross profit/gross loss) 1.0761
Recovery Factor (Total PnL / Max DD) 0.3307
Sharpe ratio (monthly) 0.4670
Sortino ratio (monthly) 0.6722
CAGR, % 11.23
Calmar ratio (CAGR / Max DD%) 0.2435
Open Positions Size (USDT)
Strategy Charts
SOLUSDT 4h zigzag | PnL: 586.06 | Fee: 289.02 | Vol: 808653.29
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": 8,
    "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
}