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
1805.92
Total PnL
805.92 (80.59%)
Total Trades (Win/Los)
529 (300/229)
Win Rate
56.71%
Max Drawdown
1662.78 (53.82%)
Total Fees
501.23
Position avg (max), %
39.31 (121.62)
Profit Factor
1.12
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 28.76% -7.00% 16.77% 16.09% 6.07% 19.52% 6.43% 10.45% -11.66% -2.59% 7.32% 5.06% 134.69%
2025 1.72% 22.61% -4.72% -13.79% -24.89% 9.16% 1.96% -9.50% 6.74% -9.06% -13.90% -0.03% -35.25%
2026 7.09% 21.47% 6.54% -15.86% 1.94% 0.04% — — — — — — 18.92%
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 1805.92
Min balance 960.55
Max balance 3089.46
Monthly Performance
Metric Value
Average monthly return (geometric), % 1.99
Average monthly return (arithmetic), % 2.76
Best month, % 28.76
Worst month, % -24.89
PnL, Volume & Fees
Metric Value
Total PnL 805.92
Total PnL, % 80.59
Gross profit 12590.03
Gross loss 11284.82
Trading volume (USDT) 1401124.39
Total transactions (buy/sell) 530
Total fees 501.23
Funding net 1.93
Funding accrued (received) 46.98
Funding paid 45.05
Trades
Metric Value
Total Trades 529
Win Trades 300
Los Trades 229
Win Rate, % 56.71
Expectancy per trade 2.4673
Max consecutive wins 8
Max consecutive losses 6
Risk & Exposure
Metric Value
Position avg, % of margin balance 39.31
Position max, % of margin balance 121.62
Max Drawdown 1662.78
Max Drawdown, % 53.82
Risk-Adjusted Ratios
Metric Value
Profit Factor (gross profit/gross loss) 1.1157
Recovery Factor (Total PnL / Max DD) 0.4847
Sharpe ratio (monthly) 0.7687
Sortino ratio (monthly) 1.2916
CAGR, % 27.73
Calmar ratio (CAGR / Max DD%) 0.5153
Open Positions Size (USDT)
Strategy Charts
SOLUSDT 4h zigzag | PnL: 1305.22 | Fee: 501.23 | Vol: 1401124.39
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": 3,
    "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
}