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
1410.30
Total PnL
410.30 (41.03%)
Total Trades (Win/Los)
335 (198/137)
Win Rate
59.10%
Max Drawdown
656.10 (38.28%)
Total Fees
206.94
Position avg (max), %
35.67 (123.67)
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 16.15% -7.02% 9.73% 11.10% 2.98% 3.71% -2.60% 5.20% 4.11% -5.34% 3.66% -8.60% 34.52%
2025 16.25% -14.39% 9.01% -5.67% -16.80% 3.32% 3.14% 7.60% 4.66% -5.83% 7.58% -2.17% 1.27%
2026 2.79% 5.03% 12.52% -17.15% 2.97% -0.04% — — — — — — 3.60%
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 1410.30
Min balance 957.09
Max balance 1758.60
Monthly Performance
Metric Value
Average monthly return (geometric), % 1.15
Average monthly return (arithmetic), % 1.53
Best month, % 16.25
Worst month, % -17.15
PnL, Volume & Fees
Metric Value
Total PnL 410.30
Total PnL, % 41.03
Gross profit 6569.78
Gross loss 5953.38
Trading volume (USDT) 579459.99
Total transactions (buy/sell) 336
Total fees 206.94
Funding net 0.84
Funding accrued (received) 29.41
Funding paid 28.57
Trades
Metric Value
Total Trades 335
Win Trades 198
Los Trades 137
Win Rate, % 59.10
Expectancy per trade 1.8400
Max consecutive wins 8
Max consecutive losses 5
Risk & Exposure
Metric Value
Position avg, % of margin balance 35.67
Position max, % of margin balance 123.67
Max Drawdown 656.10
Max Drawdown, % 38.28
Risk-Adjusted Ratios
Metric Value
Profit Factor (gross profit/gross loss) 1.1035
Recovery Factor (Total PnL / Max DD) 0.6254
Sharpe ratio (monthly) 0.6185
Sortino ratio (monthly) 0.9123
CAGR, % 15.30
Calmar ratio (CAGR / Max DD%) 0.3997
Open Positions Size (USDT)
Strategy Charts
SOLUSDT 4h zigzag | PnL: 616.40 | Fee: 206.94 | Vol: 579459.99
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": 11,
    "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
}