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
3384.19
Total PnL
2384.19 (238.42%)
Total Trades (Win/Los)
549 (315/234)
Win Rate
57.38%
Max Drawdown
1193.01 (36.16%)
Total Fees
639.36
Position avg (max), %
39.22 (121.27)
Profit Factor
1.23
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 20.79% -3.84% 5.79% 19.75% 8.17% 21.30% 7.73% 15.16% -10.55% -0.30% 7.42% 8.41% 148.80%
2025 1.93% 23.32% -4.51% -10.02% -16.34% 10.86% 1.73% -3.86% 4.96% 6.39% -7.83% 1.16% 1.98%
2026 9.14% 26.31% 8.34% -13.93% 3.80% 0.04% — — — — — — 33.48%
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 3384.19
Min balance 962.22
Max balance 4057.58
Monthly Performance
Metric Value
Average monthly return (geometric), % 4.15
Average monthly return (arithmetic), % 4.71
Best month, % 26.31
Worst month, % -16.34
PnL, Volume & Fees
Metric Value
Total PnL 2384.19
Total PnL, % 238.42
Gross profit 15899.49
Gross loss 12877.13
Trading volume (USDT) 1787079.71
Total transactions (buy/sell) 550
Total fees 639.36
Funding net 1.19
Funding accrued (received) 57.77
Funding paid 56.59
Trades
Metric Value
Total Trades 549
Win Trades 315
Los Trades 234
Win Rate, % 57.38
Expectancy per trade 5.5052
Max consecutive wins 9
Max consecutive losses 6
Risk & Exposure
Metric Value
Position avg, % of margin balance 39.22
Position max, % of margin balance 121.27
Max Drawdown 1193.01
Max Drawdown, % 36.16
Risk-Adjusted Ratios
Metric Value
Profit Factor (gross profit/gross loss) 1.2347
Recovery Factor (Total PnL / Max DD) 1.9985
Sharpe ratio (monthly) 1.5095
Sortino ratio (monthly) 3.1909
CAGR, % 65.67
Calmar ratio (CAGR / Max DD%) 1.8162
Open Positions Size (USDT)
Strategy Charts
SOLUSDT 4h zigzag | PnL: 3022.36 | Fee: 639.36 | Vol: 1787079.71
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": 2,
    "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
}