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
2517.66
Total PnL
1517.66 (151.77%)
Total Trades (Win/Los)
370 (224/146)
Win Rate
60.54%
Max Drawdown
1552.68 (49.22%)
Total Fees
370.57
Position avg (max), %
37.13 (123.25)
Profit Factor
1.19
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 32.51% 10.91% 11.02% 11.54% 12.83% 12.04% 2.43% 7.95% 4.95% 4.11% -2.85% -7.55% 149.69%
2025 15.19% -9.40% -0.45% -1.68% -32.12% 3.07% 3.35% 4.58% 5.22% -6.00% 7.74% 7.62% -11.39%
2026 1.41% 15.84% 10.74% -15.12% 3.17% -0.04% — — — — — — 13.88%
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 2517.66
Min balance 990.09
Max balance 3154.34
Monthly Performance
Metric Value
Average monthly return (geometric), % 3.13
Average monthly return (arithmetic), % 3.77
Best month, % 32.51
Worst month, % -32.12
PnL, Volume & Fees
Metric Value
Total PnL 1517.66
Total PnL, % 151.77
Gross profit 11887.24
Gross loss 9993.77
Trading volume (USDT) 1037717.58
Total transactions (buy/sell) 371
Total fees 370.57
Funding net -5.24
Funding accrued (received) 47.81
Funding paid 53.05
Trades
Metric Value
Total Trades 370
Win Trades 224
Los Trades 146
Win Rate, % 60.54
Expectancy per trade 5.1175
Max consecutive wins 9
Max consecutive losses 5
Risk & Exposure
Metric Value
Position avg, % of margin balance 37.13
Position max, % of margin balance 123.25
Max Drawdown 1552.68
Max Drawdown, % 49.22
Risk-Adjusted Ratios
Metric Value
Profit Factor (gross profit/gross loss) 1.1895
Recovery Factor (Total PnL / Max DD) 0.9774
Sharpe ratio (monthly) 1.1797
Sortino ratio (monthly) 1.8762
CAGR, % 46.57
Calmar ratio (CAGR / Max DD%) 0.9462
Open Positions Size (USDT)
Strategy Charts
SOLUSDT 4h zigzag | PnL: 1893.47 | Fee: 370.57 | Vol: 1037717.58
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": 11,
    "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
}