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
1087.12
Total PnL
87.12 (8.71%)
Total Trades (Win/Los)
219 (139/80)
Win Rate
63.47%
Max Drawdown
1172.45 (54.29%)
Total Fees
144.13
Position avg (max), %
28.69 (125.64)
Profit Factor
1.05
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 2.71% -8.77% 8.91% 12.63% -7.01% 8.17% 4.05% 9.97% 2.30% 8.94% 10.35% -10.64% 45.35%
2025 21.85% -6.11% 13.02% 9.71% -15.94% 11.92% -12.85% 11.90% -7.55% 2.79% 5.26% -4.01% 24.94%
2026 0.73% -12.05% -14.61% -24.75% 5.16% 0.00% — — — — — — -40.14%
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 1087.12
Min balance 829.54
Max balance 2159.78
Monthly Performance
Metric Value
Average monthly return (geometric), % 0.28
Average monthly return (arithmetic), % 0.87
Best month, % 21.85
Worst month, % -24.75
PnL, Volume & Fees
Metric Value
Total PnL 87.12
Total PnL, % 8.71
Gross profit 5001.57
Gross loss 4771.87
Trading volume (USDT) 403823.63
Total transactions (buy/sell) 220
Total fees 144.13
Funding net 1.55
Funding accrued (received) 25.94
Funding paid 24.39
Trades
Metric Value
Total Trades 219
Win Trades 139
Los Trades 80
Win Rate, % 63.47
Expectancy per trade 1.0489
Max consecutive wins 10
Max consecutive losses 5
Risk & Exposure
Metric Value
Position avg, % of margin balance 28.69
Position max, % of margin balance 125.64
Max Drawdown 1172.45
Max Drawdown, % 54.29
Risk-Adjusted Ratios
Metric Value
Profit Factor (gross profit/gross loss) 1.0481
Recovery Factor (Total PnL / Max DD) 0.0743
Sharpe ratio (monthly) 0.2814
Sortino ratio (monthly) 0.3948
CAGR, % 3.52
Calmar ratio (CAGR / Max DD%) 0.0648
Open Positions Size (USDT)
Strategy Charts
SOLUSDT 4h zigzag | PnL: 229.70 | Fee: 144.13 | Vol: 403823.63
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": 19,
    "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
}