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
1597.82
Total PnL
597.82 (59.78%)
Total Trades (Win/Los)
506 (289/217)
Win Rate
57.11%
Max Drawdown
2156.13 (62.91%)
Total Fees
444.51
Position avg (max), %
39.70 (123.94)
Profit Factor
1.10
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 30.50% -8.67% 16.85% 14.30% 2.92% 19.94% 7.24% 8.10% -7.42% -7.04% 7.56% 4.92% 121.24%
2025 1.79% 22.71% -4.50% -0.35% -40.26% 9.37% 2.06% -11.69% 3.73% -9.07% -6.41% -1.01% -38.83%
2026 6.28% 20.97% 6.10% -16.88% 4.24% -0.04% — — — — — — 18.15%
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 1597.82
Min balance 991.52
Max balance 3427.31
Monthly Performance
Metric Value
Average monthly return (geometric), % 1.58
Average monthly return (arithmetic), % 2.54
Best month, % 30.50
Worst month, % -40.26
PnL, Volume & Fees
Metric Value
Total PnL 597.82
Total PnL, % 59.78
Gross profit 11479.85
Gross loss 10436.35
Trading volume (USDT) 1242783.46
Total transactions (buy/sell) 507
Total fees 444.51
Funding net -1.17
Funding accrued (received) 42.64
Funding paid 43.82
Trades
Metric Value
Total Trades 506
Win Trades 289
Los Trades 217
Win Rate, % 57.11
Expectancy per trade 2.0623
Max consecutive wins 8
Max consecutive losses 7
Risk & Exposure
Metric Value
Position avg, % of margin balance 39.70
Position max, % of margin balance 123.94
Max Drawdown 2156.13
Max Drawdown, % 62.91
Risk-Adjusted Ratios
Metric Value
Profit Factor (gross profit/gross loss) 1.1000
Recovery Factor (Total PnL / Max DD) 0.2773
Sharpe ratio (monthly) 0.6589
Sortino ratio (monthly) 0.9912
CAGR, % 21.42
Calmar ratio (CAGR / Max DD%) 0.3404
Open Positions Size (USDT)
Strategy Charts
SOLUSDT 4h zigzag | PnL: 1043.50 | Fee: 444.51 | Vol: 1242783.46
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": 4,
    "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
}