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
1333.22
Total PnL
333.22 (33.32%)
Total Trades (Win/Los)
398 (234/164)
Win Rate
58.79%
Max Drawdown
1000.95 (45.96%)
Total Fees
294.15
Position avg (max), %
38.31 (122.04)
Profit Factor
1.08
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 19.66% -5.60% 25.57% 5.80% 5.65% 14.41% 1.50% 6.87% -5.51% -2.84% 1.59% 1.16% 85.63%
2025 11.03% -0.77% -13.80% 1.28% -27.89% 11.76% 5.84% -11.31% 6.10% -6.17% 7.68% -13.32% -32.39%
2026 7.75% 7.60% 5.24% -13.07% 0.26% -0.04% — — — — — — 6.31%
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 1333.22
Min balance 990.09
Max balance 2178.11
Monthly Performance
Metric Value
Average monthly return (geometric), % 0.97
Average monthly return (arithmetic), % 1.55
Best month, % 25.57
Worst month, % -27.89
PnL, Volume & Fees
Metric Value
Total PnL 333.22
Total PnL, % 33.32
Gross profit 8568.80
Gross loss 7937.72
Trading volume (USDT) 823081.68
Total transactions (buy/sell) 399
Total fees 294.15
Funding net -3.71
Funding accrued (received) 33.94
Funding paid 37.65
Trades
Metric Value
Total Trades 398
Win Trades 234
Los Trades 164
Win Rate, % 58.79
Expectancy per trade 1.5856
Max consecutive wins 7
Max consecutive losses 5
Risk & Exposure
Metric Value
Position avg, % of margin balance 38.31
Position max, % of margin balance 122.04
Max Drawdown 1000.95
Max Drawdown, % 45.96
Risk-Adjusted Ratios
Metric Value
Profit Factor (gross profit/gross loss) 1.0795
Recovery Factor (Total PnL / Max DD) 0.3329
Sharpe ratio (monthly) 0.5046
Sortino ratio (monthly) 0.7450
CAGR, % 12.65
Calmar ratio (CAGR / Max DD%) 0.2752
Open Positions Size (USDT)
Strategy Charts
SOLUSDT 4h zigzag | PnL: 631.07 | Fee: 294.15 | Vol: 823081.68
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": 8,
    "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
}