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
1619.19
Total PnL
619.19 (61.92%)
Total Trades (Win/Los)
397 (239/158)
Win Rate
60.20%
Max Drawdown
924.94 (47.33%)
Total Fees
256.58
Position avg (max), %
38.43 (143.73)
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 -1.29% 11.32% 14.82% -16.89% 7.81% 3.61% 8.11% 15.58% 5.02% 18.55% -2.71% -16.70% 47.66%
2025 17.24% -4.34% 0.58% -2.26% -31.65% 4.87% 3.62% 5.17% 6.20% -7.07% 3.93% 9.33% -3.43%
2026 4.50% 16.13% 10.50% -17.79% 3.12% -0.04% — — — — — — 13.63%
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 1619.19
Min balance 831.19
Max balance 2054.53
Monthly Performance
Metric Value
Average monthly return (geometric), % 1.62
Average monthly return (arithmetic), % 2.31
Best month, % 18.55
Worst month, % -31.65
PnL, Volume & Fees
Metric Value
Total PnL 619.19
Total PnL, % 61.92
Gross profit 8069.48
Gross loss 7190.40
Trading volume (USDT) 718357.23
Total transactions (buy/sell) 398
Total fees 256.58
Funding net -3.30
Funding accrued (received) 31.15
Funding paid 34.46
Trades
Metric Value
Total Trades 397
Win Trades 239
Los Trades 158
Win Rate, % 60.20
Expectancy per trade 2.2143
Max consecutive wins 7
Max consecutive losses 5
Risk & Exposure
Metric Value
Position avg, % of margin balance 38.43
Position max, % of margin balance 143.73
Max Drawdown 924.94
Max Drawdown, % 47.33
Risk-Adjusted Ratios
Metric Value
Profit Factor (gross profit/gross loss) 1.1223
Recovery Factor (Total PnL / Max DD) 0.6694
Sharpe ratio (monthly) 0.7098
Sortino ratio (monthly) 0.9879
CAGR, % 22.09
Calmar ratio (CAGR / Max DD%) 0.4667
Open Positions Size (USDT)
Strategy Charts
SOLUSDT 4h zigzag | PnL: 879.08 | Fee: 256.58 | Vol: 718357.23
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": 10,
    "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
}