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
1542.64
Total PnL
542.64 (54.26%)
Total Trades (Win/Los)
467 (270/197)
Win Rate
57.82%
Max Drawdown
1767.88 (59.01%)
Total Fees
363.31
Position avg (max), %
39.15 (121.24)
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 30.44% -11.60% 15.09% 8.38% -5.73% 21.98% -7.23% 6.48% -2.71% -2.23% 6.84% 5.13% 74.53%
2025 13.48% 22.92% -4.53% -1.32% -34.99% 9.71% 1.61% -12.91% 7.05% -10.54% -3.98% -1.77% -25.07%
2026 11.11% 20.95% 6.10% -18.98% 2.23% -0.04% — — — — — — 18.04%
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 1542.64
Min balance 990.28
Max balance 2995.66
Monthly Performance
Metric Value
Average monthly return (geometric), % 1.46
Average monthly return (arithmetic), % 2.36
Best month, % 30.44
Worst month, % -34.99
PnL, Volume & Fees
Metric Value
Total PnL 542.64
Total PnL, % 54.26
Gross profit 9900.08
Gross loss 8992.71
Trading volume (USDT) 1016105.52
Total transactions (buy/sell) 468
Total fees 363.31
Funding net -1.42
Funding accrued (received) 37.51
Funding paid 38.93
Trades
Metric Value
Total Trades 467
Win Trades 270
Los Trades 197
Win Rate, % 57.82
Expectancy per trade 1.9430
Max consecutive wins 8
Max consecutive losses 7
Risk & Exposure
Metric Value
Position avg, % of margin balance 39.15
Position max, % of margin balance 121.24
Max Drawdown 1767.88
Max Drawdown, % 59.01
Risk-Adjusted Ratios
Metric Value
Profit Factor (gross profit/gross loss) 1.1009
Recovery Factor (Total PnL / Max DD) 0.3069
Sharpe ratio (monthly) 0.6193
Sortino ratio (monthly) 0.9708
CAGR, % 19.66
Calmar ratio (CAGR / Max DD%) 0.3332
Open Positions Size (USDT)
Strategy Charts
SOLUSDT 4h zigzag | PnL: 907.37 | Fee: 363.31 | Vol: 1016105.52
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": 5,
    "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
}