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
1127.83
Total PnL
127.83 (12.78%)
Total Trades (Win/Los)
324 (193/131)
Win Rate
59.57%
Max Drawdown
1202.04 (54.12%)
Total Fees
207.23
Position avg (max), %
38.22 (133.82)
Profit Factor
1.05
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 18.07% 1.23% 3.40% 11.41% 10.41% 11.87% -7.34% 5.29% 4.06% 2.58% 1.72% -17.81% 48.08%
2025 16.41% -2.92% 15.93% -5.34% -37.11% -0.30% -2.36% 4.78% 1.07% -6.43% 5.72% 6.84% -15.01%
2026 0.58% 2.75% -0.88% -12.81% 0.44% -0.04% — — — — — — -10.32%
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 1127.83
Min balance 986.10
Max balance 2220.88
Monthly Performance
Metric Value
Average monthly return (geometric), % 0.40
Average monthly return (arithmetic), % 1.04
Best month, % 18.07
Worst month, % -37.11
PnL, Volume & Fees
Metric Value
Total PnL 127.83
Total PnL, % 12.78
Gross profit 6699.71
Gross loss 6364.62
Trading volume (USDT) 580318.04
Total transactions (buy/sell) 325
Total fees 207.23
Funding net -0.04
Funding accrued (received) 31.96
Funding paid 32.00
Trades
Metric Value
Total Trades 324
Win Trades 193
Los Trades 131
Win Rate, % 59.57
Expectancy per trade 1.0342
Max consecutive wins 9
Max consecutive losses 5
Risk & Exposure
Metric Value
Position avg, % of margin balance 38.22
Position max, % of margin balance 133.82
Max Drawdown 1202.04
Max Drawdown, % 54.12
Risk-Adjusted Ratios
Metric Value
Profit Factor (gross profit/gross loss) 1.0526
Recovery Factor (Total PnL / Max DD) 0.1063
Sharpe ratio (monthly) 0.3403
Sortino ratio (monthly) 0.4422
CAGR, % 5.11
Calmar ratio (CAGR / Max DD%) 0.0944
Open Positions Size (USDT)
Strategy Charts
SOLUSDT 4h zigzag | PnL: 335.09 | Fee: 207.23 | Vol: 580318.04
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": 14,
    "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
}