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
2173.55
Total PnL
1173.55 (117.36%)
Total Trades (Win/Los)
605 (298/307)
Win Rate
49.26%
Max Drawdown
484.44 (33.95%)
Total Fees
402.80
Position avg (max), %
36.43 (132.98)
Profit Factor
1.21
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 -16.62% 6.84% -13.50% 9.19% 0.28% 21.29% 25.14% 5.53% -11.92% 6.89% 3.44% -23.26% 1.03%
2025 -4.20% 22.06% -3.67% 0.22% 3.45% 14.45% -12.23% 13.82% 7.08% 14.42% 13.18% -2.49% 80.57%
2026 0.46% 23.19% -1.27% -6.03% 3.77% 0.00% — — — — — — 19.14%
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 2173.55
Min balance 677.23
Max balance 2339.99
Monthly Performance
Metric Value
Average monthly return (geometric), % 2.62
Average monthly return (arithmetic), % 3.32
Best month, % 25.14
Worst month, % -23.26
PnL, Volume & Fees
Metric Value
Total PnL 1173.55
Total PnL, % 117.36
Gross profit 8943.05
Gross loss 7363.54
Trading volume (USDT) 1125039.82
Total transactions (buy/sell) 606
Total fees 402.80
Funding net -3.16
Funding accrued (received) 28.10
Funding paid 31.27
Trades
Metric Value
Total Trades 605
Win Trades 298
Los Trades 307
Win Rate, % 49.26
Expectancy per trade 2.6108
Max consecutive wins 7
Max consecutive losses 8
Risk & Exposure
Metric Value
Position avg, % of margin balance 36.43
Position max, % of margin balance 132.98
Max Drawdown 484.44
Max Drawdown, % 33.95
Risk-Adjusted Ratios
Metric Value
Profit Factor (gross profit/gross loss) 1.2145
Recovery Factor (Total PnL / Max DD) 2.4225
Sharpe ratio (monthly) 0.9686
Sortino ratio (monthly) 1.7035
CAGR, % 37.92
Calmar ratio (CAGR / Max DD%) 1.1168
Open Positions Size (USDT)
Strategy Charts
SOLUSDT 4h zigzag | PnL: 1579.51 | Fee: 402.80 | Vol: 1125039.82
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": 4,
    "detection": 1,
    "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
}