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
1313.54
Total PnL
313.54 (31.35%)
Total Trades (Win/Los)
420 (251/169)
Win Rate
59.76%
Max Drawdown
965.35 (51.39%)
Total Fees
252.79
Position avg (max), %
39.84 (143.60)
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 3.60% 10.33% 15.73% -18.13% 7.25% 13.69% 9.23% 14.94% -9.76% 16.41% -2.09% -12.74% 48.77%
2025 17.38% -3.62% -15.07% -0.59% -27.57% 5.21% -4.80% -4.26% 6.10% -5.31% 4.98% 2.01% -28.61%
2026 6.45% 18.12% 15.15% -16.27% 2.04% 0.04% — — — — — — 23.77%
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 1313.54
Min balance 867.49
Max balance 1878.62
Monthly Performance
Metric Value
Average monthly return (geometric), % 0.92
Average monthly return (arithmetic), % 1.62
Best month, % 18.12
Worst month, % -27.57
PnL, Volume & Fees
Metric Value
Total PnL 313.54
Total PnL, % 31.35
Gross profit 7590.48
Gross loss 7021.20
Trading volume (USDT) 707533.36
Total transactions (buy/sell) 421
Total fees 252.79
Funding net -2.96
Funding accrued (received) 29.55
Funding paid 32.50
Trades
Metric Value
Total Trades 420
Win Trades 251
Los Trades 169
Win Rate, % 59.76
Expectancy per trade 1.3554
Max consecutive wins 7
Max consecutive losses 5
Risk & Exposure
Metric Value
Position avg, % of margin balance 39.84
Position max, % of margin balance 143.60
Max Drawdown 965.35
Max Drawdown, % 51.39
Risk-Adjusted Ratios
Metric Value
Profit Factor (gross profit/gross loss) 1.0811
Recovery Factor (Total PnL / Max DD) 0.3248
Sharpe ratio (monthly) 0.4828
Sortino ratio (monthly) 0.6986
CAGR, % 11.96
Calmar ratio (CAGR / Max DD%) 0.2327
Open Positions Size (USDT)
Strategy Charts
SOLUSDT 4h zigzag | PnL: 569.29 | Fee: 252.79 | Vol: 707533.36
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": 9,
    "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
}