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
1051.25
Total PnL
51.25 (5.13%)
Total Trades (Win/Los)
734 (355/379)
Win Rate
48.37%
Max Drawdown
661.07 (46.23%)
Total Fees
396.35
Position avg (max), %
42.30 (119.84)
Profit Factor
1.06
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 8.17% 7.10% -16.43% 18.92% -4.90% 4.15% 12.18% 5.82% -8.52% -14.42% 10.49% -10.73% 4.52%
2025 -0.81% 10.88% -20.71% -8.89% 2.74% 17.18% -7.29% 4.68% 2.57% -8.55% -6.14% 2.35% -16.34%
2026 13.93% 11.29% 3.38% -7.58% -0.73% 0.04% — — — — — — 20.31%
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 1051.25
Min balance 768.95
Max balance 1430.01
Monthly Performance
Metric Value
Average monthly return (geometric), % 0.17
Average monthly return (arithmetic), % 0.67
Best month, % 18.92
Worst month, % -20.71
PnL, Volume & Fees
Metric Value
Total PnL 51.25
Total PnL, % 5.13
Gross profit 8158.13
Gross loss 7709.80
Trading volume (USDT) 1106611.96
Total transactions (buy/sell) 735
Total fees 396.35
Funding net -0.73
Funding accrued (received) 25.83
Funding paid 26.56
Trades
Metric Value
Total Trades 734
Win Trades 355
Los Trades 379
Win Rate, % 48.37
Expectancy per trade 0.6108
Max consecutive wins 9
Max consecutive losses 11
Risk & Exposure
Metric Value
Position avg, % of margin balance 42.30
Position max, % of margin balance 119.84
Max Drawdown 661.07
Max Drawdown, % 46.23
Risk-Adjusted Ratios
Metric Value
Profit Factor (gross profit/gross loss) 1.0582
Recovery Factor (Total PnL / Max DD) 0.0775
Sharpe ratio (monthly) 0.2338
Sortino ratio (monthly) 0.3386
CAGR, % 2.09
Calmar ratio (CAGR / Max DD%) 0.0452
Open Positions Size (USDT)
Strategy Charts
SOLUSDT 4h zigzag | PnL: 448.33 | Fee: 396.35 | Vol: 1106611.96
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": 3,
    "detection": 1,
    "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
}