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
3089.78
Total PnL
2089.78 (208.98%)
Total Trades (Win/Los)
340 (209/131)
Win Rate
61.47%
Max Drawdown
1755.14 (48.56%)
Total Fees
370.63
Position avg (max), %
36.03 (122.71)
Profit Factor
1.25
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 33.61% 9.57% 13.94% 10.86% 10.23% 11.88% 0.30% 7.04% 5.16% 3.18% 2.04% -8.82% 147.14%
2025 15.51% -0.28% 8.05% -2.90% -32.75% 9.98% -0.37% 2.51% 4.98% -6.43% 6.12% 17.88% 12.19%
2026 0.65% 16.18% 3.86% -8.92% 0.85% -0.04% — — — — — — 11.51%
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 3089.78
Min balance 990.09
Max balance 3759.62
Monthly Performance
Metric Value
Average monthly return (geometric), % 3.83
Average monthly return (arithmetic), % 4.46
Best month, % 33.61
Worst month, % -32.75
PnL, Volume & Fees
Metric Value
Total PnL 2089.78
Total PnL, % 208.98
Gross profit 12274.90
Gross loss 9810.14
Trading volume (USDT) 1038166.17
Total transactions (buy/sell) 341
Total fees 370.63
Funding net -4.35
Funding accrued (received) 52.48
Funding paid 56.83
Trades
Metric Value
Total Trades 340
Win Trades 209
Los Trades 131
Win Rate, % 61.47
Expectancy per trade 7.2493
Max consecutive wins 9
Max consecutive losses 5
Risk & Exposure
Metric Value
Position avg, % of margin balance 36.03
Position max, % of margin balance 122.71
Max Drawdown 1755.14
Max Drawdown, % 48.56
Risk-Adjusted Ratios
Metric Value
Profit Factor (gross profit/gross loss) 1.2512
Recovery Factor (Total PnL / Max DD) 1.1907
Sharpe ratio (monthly) 1.4067
Sortino ratio (monthly) 2.3666
CAGR, % 59.54
Calmar ratio (CAGR / Max DD%) 1.2262
Open Positions Size (USDT)
Strategy Charts
SOLUSDT 4h zigzag | PnL: 2464.76 | Fee: 370.63 | Vol: 1038166.17
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": 12,
    "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
}