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
2150.91
Total PnL
1150.91 (115.09%)
Total Trades (Win/Los)
413 (249/164)
Win Rate
60.29%
Max Drawdown
1338.34 (42.66%)
Total Fees
430.97
Position avg (max), %
38.01 (123.80)
Profit Factor
1.14
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 30.27% -5.77% 26.70% 11.07% 14.26% 21.45% 0.15% 6.31% -2.93% -7.88% 3.57% 1.62% 140.22%
2025 11.75% 8.18% -10.71% 2.44% -27.75% 12.50% 7.20% -9.97% 12.97% -6.50% 3.07% -5.98% -11.20%
2026 6.94% 7.55% 3.29% -16.16% 1.36% -0.04% — — — — — — 0.90%
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 2150.91
Min balance 990.09
Max balance 3137.58
Monthly Performance
Metric Value
Average monthly return (geometric), % 2.59
Average monthly return (arithmetic), % 3.30
Best month, % 30.27
Worst month, % -27.75
PnL, Volume & Fees
Metric Value
Total PnL 1150.91
Total PnL, % 115.09
Gross profit 12543.80
Gross loss 10959.35
Trading volume (USDT) 1205941.57
Total transactions (buy/sell) 414
Total fees 430.97
Funding net -2.56
Funding accrued (received) 49.00
Funding paid 51.56
Trades
Metric Value
Total Trades 413
Win Trades 249
Los Trades 164
Win Rate, % 60.29
Expectancy per trade 3.8364
Max consecutive wins 7
Max consecutive losses 5
Risk & Exposure
Metric Value
Position avg, % of margin balance 38.01
Position max, % of margin balance 123.80
Max Drawdown 1338.34
Max Drawdown, % 42.66
Risk-Adjusted Ratios
Metric Value
Profit Factor (gross profit/gross loss) 1.1446
Recovery Factor (Total PnL / Max DD) 0.8600
Sharpe ratio (monthly) 0.9561
Sortino ratio (monthly) 1.6569
CAGR, % 37.32
Calmar ratio (CAGR / Max DD%) 0.8750
Open Positions Size (USDT)
Strategy Charts
SOLUSDT 4h zigzag | PnL: 1584.45 | Fee: 430.97 | Vol: 1205941.57
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": 7,
    "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
}