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
1181.73
Total PnL
181.73 (18.17%)
Total Trades (Win/Los)
211 (134/77)
Win Rate
63.51%
Max Drawdown
904.87 (45.75%)
Total Fees
134.12
Position avg (max), %
28.06 (123.74)
Profit Factor
1.07
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% -8.93% 8.86% 12.38% -7.56% 7.92% 3.60% 9.67% 2.18% 8.45% 10.31% -10.60% 41.75%
2025 21.78% -3.21% 3.10% 9.26% -15.89% 11.97% -12.98% 11.87% 1.26% 2.89% 5.36% -4.17% 28.05%
2026 0.48% -12.02% -14.94% -17.67% 5.17% 0.00% — — — — — — -34.89%
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 1181.73
Min balance 827.91
Max balance 1977.98
Monthly Performance
Metric Value
Average monthly return (geometric), % 0.56
Average monthly return (arithmetic), % 1.04
Best month, % 21.78
Worst month, % -17.67
PnL, Volume & Fees
Metric Value
Total PnL 181.73
Total PnL, % 18.17
Gross profit 4729.27
Gross loss 4414.43
Trading volume (USDT) 375830.28
Total transactions (buy/sell) 212
Total fees 134.12
Funding net 1.01
Funding accrued (received) 24.50
Funding paid 23.48
Trades
Metric Value
Total Trades 211
Win Trades 134
Los Trades 77
Win Rate, % 63.51
Expectancy per trade 1.4921
Max consecutive wins 10
Max consecutive losses 4
Risk & Exposure
Metric Value
Position avg, % of margin balance 28.06
Position max, % of margin balance 123.74
Max Drawdown 904.87
Max Drawdown, % 45.75
Risk-Adjusted Ratios
Metric Value
Profit Factor (gross profit/gross loss) 1.0713
Recovery Factor (Total PnL / Max DD) 0.2008
Sharpe ratio (monthly) 0.3698
Sortino ratio (monthly) 0.5324
CAGR, % 7.16
Calmar ratio (CAGR / Max DD%) 0.1565
Open Positions Size (USDT)
Strategy Charts
SOLUSDT 4h zigzag | PnL: 314.84 | Fee: 134.12 | Vol: 375830.28
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": 20,
    "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
}