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
1302.47
Total PnL
302.47 (30.25%)
Total Trades (Win/Los)
437 (254/183)
Win Rate
58.12%
Max Drawdown
1476.46 (55.78%)
Total Fees
338.91
Position avg (max), %
39.87 (122.66)
Profit Factor
1.07
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 29.93% -13.81% 27.16% 11.02% -6.87% 22.03% -0.25% 6.56% -7.44% -6.97% 3.97% 3.62% 77.19%
2025 12.87% 15.50% -5.35% -8.21% -26.66% 7.71% 0.32% -8.79% 6.90% -13.35% 1.40% -2.59% -25.11%
2026 8.36% 11.92% -1.16% -19.37% 1.68% -0.04% — — — — — — -1.78%
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 1302.47
Min balance 990.09
Max balance 2646.95
Monthly Performance
Metric Value
Average monthly return (geometric), % 0.89
Average monthly return (arithmetic), % 1.67
Best month, % 29.93
Worst month, % -26.66
PnL, Volume & Fees
Metric Value
Total PnL 302.47
Total PnL, % 30.25
Gross profit 9281.35
Gross loss 8636.05
Trading volume (USDT) 947891.83
Total transactions (buy/sell) 438
Total fees 338.91
Funding net -3.92
Funding accrued (received) 36.42
Funding paid 40.34
Trades
Metric Value
Total Trades 437
Win Trades 254
Los Trades 183
Win Rate, % 58.12
Expectancy per trade 1.4767
Max consecutive wins 8
Max consecutive losses 6
Risk & Exposure
Metric Value
Position avg, % of margin balance 39.87
Position max, % of margin balance 122.66
Max Drawdown 1476.46
Max Drawdown, % 55.78
Risk-Adjusted Ratios
Metric Value
Profit Factor (gross profit/gross loss) 1.0747
Recovery Factor (Total PnL / Max DD) 0.2049
Sharpe ratio (monthly) 0.4597
Sortino ratio (monthly) 0.7491
CAGR, % 11.56
Calmar ratio (CAGR / Max DD%) 0.2073
Open Positions Size (USDT)
Strategy Charts
SOLUSDT 4h zigzag | PnL: 645.30 | Fee: 338.91 | Vol: 947891.83
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": 6,
    "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
}