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
1017.71
Total PnL
17.71 (1.77%)
Total Trades (Win/Los)
303 (181/122)
Win Rate
59.74%
Max Drawdown
877.57 (48.15%)
Total Fees
173.19
Position avg (max), %
36.09 (135.74)
Profit Factor
1.04
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 17.62% -8.51% -1.55% 10.87% 0.83% 10.01% -5.78% 6.08% 6.60% -4.87% 2.14% -9.04% 22.68%
2025 16.18% -2.86% 11.94% -4.21% -16.69% 1.52% -10.56% 6.52% 0.30% -6.35% 5.88% 8.09% 4.83%
2026 -0.23% 4.26% -7.37% -18.67% 1.08% -0.04% — — — — — — -20.82%
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 1017.71
Min balance 935.39
Max balance 1822.67
Monthly Performance
Metric Value
Average monthly return (geometric), % 0.06
Average monthly return (arithmetic), % 0.44
Best month, % 17.62
Worst month, % -18.67
PnL, Volume & Fees
Metric Value
Total PnL 17.71
Total PnL, % 1.77
Gross profit 5511.92
Gross loss 5323.00
Trading volume (USDT) 484945.08
Total transactions (buy/sell) 304
Total fees 173.19
Funding net 1.97
Funding accrued (received) 27.95
Funding paid 25.98
Trades
Metric Value
Total Trades 303
Win Trades 181
Los Trades 122
Win Rate, % 59.74
Expectancy per trade 0.6235
Max consecutive wins 9
Max consecutive losses 5
Risk & Exposure
Metric Value
Position avg, % of margin balance 36.09
Position max, % of margin balance 135.74
Max Drawdown 877.57
Max Drawdown, % 48.15
Risk-Adjusted Ratios
Metric Value
Profit Factor (gross profit/gross loss) 1.0355
Recovery Factor (Total PnL / Max DD) 0.0202
Sharpe ratio (monthly) 0.1760
Sortino ratio (monthly) 0.2549
CAGR, % 0.73
Calmar ratio (CAGR / Max DD%) 0.0152
Open Positions Size (USDT)
Strategy Charts
SOLUSDT 4h zigzag | PnL: 188.92 | Fee: 173.19 | Vol: 484945.08
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": 12,
    "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
}