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
1218.47
Total PnL
218.47 (21.85%)
Total Trades (Win/Los)
288 (175/113)
Win Rate
60.76%
Max Drawdown
760.00 (41.32%)
Total Fees
180.94
Position avg (max), %
36.01 (134.26)
Profit Factor
1.07
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 13.86% -4.83% 12.64% 10.93% 10.54% 11.92% -9.81% 8.01% 1.54% -4.43% 1.50% -28.28% 15.28%
2025 16.09% -3.18% 15.49% 4.22% -12.72% 11.75% -0.75% 6.22% -7.40% -20.45% 5.83% 6.78% 15.81%
2026 -0.72% 9.20% 1.96% -15.97% -1.64% -0.04% — — — — — — -8.67%
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 1218.47
Min balance 964.62
Max balance 1839.17
Monthly Performance
Metric Value
Average monthly return (geometric), % 0.66
Average monthly return (arithmetic), % 1.28
Best month, % 16.09
Worst month, % -28.28
PnL, Volume & Fees
Metric Value
Total PnL 218.47
Total PnL, % 21.85
Gross profit 5921.50
Gross loss 5523.16
Trading volume (USDT) 506801.24
Total transactions (buy/sell) 289
Total fees 180.94
Funding net 1.07
Funding accrued (received) 30.52
Funding paid 29.45
Trades
Metric Value
Total Trades 288
Win Trades 175
Los Trades 113
Win Rate, % 60.76
Expectancy per trade 1.3831
Max consecutive wins 9
Max consecutive losses 6
Risk & Exposure
Metric Value
Position avg, % of margin balance 36.01
Position max, % of margin balance 134.26
Max Drawdown 760.00
Max Drawdown, % 41.32
Risk-Adjusted Ratios
Metric Value
Profit Factor (gross profit/gross loss) 1.0721
Recovery Factor (Total PnL / Max DD) 0.2875
Sharpe ratio (monthly) 0.4123
Sortino ratio (monthly) 0.5641
CAGR, % 8.53
Calmar ratio (CAGR / Max DD%) 0.2063
Open Positions Size (USDT)
Strategy Charts
SOLUSDT 4h zigzag | PnL: 398.34 | Fee: 180.94 | Vol: 506801.24
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": 16,
    "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
}