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
1310.47
Total PnL
310.47 (31.05%)
Total Trades (Win/Los)
308 (185/123)
Win Rate
60.06%
Max Drawdown
608.57 (35.41%)
Total Fees
190.46
Position avg (max), %
36.10 (135.10)
Profit Factor
1.09
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 15.60% -4.06% -0.39% 10.67% 10.48% 10.41% -6.66% 3.49% 1.92% 3.16% 1.42% -27.17% 11.86%
2025 16.46% -3.03% 16.45% 6.48% -20.58% 8.66% -0.38% 6.78% 1.11% -6.34% 5.71% 7.18% 37.91%
2026 -0.61% 1.01% -1.51% -14.09% 0.11% -0.04% — — — — — — -15.00%
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 1310.47
Min balance 986.10
Max balance 1718.85
Monthly Performance
Metric Value
Average monthly return (geometric), % 0.91
Average monthly return (arithmetic), % 1.41
Best month, % 16.46
Worst month, % -27.17
PnL, Volume & Fees
Metric Value
Total PnL 310.47
Total PnL, % 31.05
Gross profit 6278.48
Gross loss 5780.44
Trading volume (USDT) 533467.75
Total transactions (buy/sell) 309
Total fees 190.46
Funding net 2.89
Funding accrued (received) 31.12
Funding paid 28.23
Trades
Metric Value
Total Trades 308
Win Trades 185
Los Trades 123
Win Rate, % 60.06
Expectancy per trade 1.6170
Max consecutive wins 9
Max consecutive losses 5
Risk & Exposure
Metric Value
Position avg, % of margin balance 36.10
Position max, % of margin balance 135.10
Max Drawdown 608.57
Max Drawdown, % 35.41
Risk-Adjusted Ratios
Metric Value
Profit Factor (gross profit/gross loss) 1.0862
Recovery Factor (Total PnL / Max DD) 0.5102
Sharpe ratio (monthly) 0.5038
Sortino ratio (monthly) 0.6955
CAGR, % 11.85
Calmar ratio (CAGR / Max DD%) 0.3346
Open Positions Size (USDT)
Strategy Charts
SOLUSDT 4h zigzag | PnL: 498.04 | Fee: 190.46 | Vol: 533467.75
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": 15,
    "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
}