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
2651.75
Total PnL
1651.75 (165.17%)
Total Trades (Win/Los)
432 (249/183)
Win Rate
57.64%
Max Drawdown
913.21 (39.78%)
Total Fees
372.98
Position avg (max), %
34.71 (120.50)
Profit Factor
1.24
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 12.28% 1.27% 5.61% 8.70% 8.11% 14.45% 2.29% 14.49% -9.50% 6.21% 7.02% -7.21% 80.54%
2025 3.33% 16.47% -8.42% 3.75% -17.05% 3.58% -15.78% 7.28% 2.50% 9.39% 12.81% 14.58% 28.64%
2026 3.01% 10.59% 6.13% -9.27% 4.09% 0.00% — — — — — — 14.18%
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 2651.75
Min balance 960.46
Max balance 3069.83
Monthly Performance
Metric Value
Average monthly return (geometric), % 3.30
Average monthly return (arithmetic), % 3.69
Best month, % 16.47
Worst month, % -17.05
PnL, Volume & Fees
Metric Value
Total PnL 1651.75
Total PnL, % 165.17
Gross profit 10385.44
Gross loss 8356.44
Trading volume (USDT) 1043234.82
Total transactions (buy/sell) 433
Total fees 372.98
Funding net -4.28
Funding accrued (received) 36.53
Funding paid 40.81
Trades
Metric Value
Total Trades 432
Win Trades 249
Los Trades 183
Win Rate, % 57.64
Expectancy per trade 4.6968
Max consecutive wins 8
Max consecutive losses 6
Risk & Exposure
Metric Value
Position avg, % of margin balance 34.71
Position max, % of margin balance 120.50
Max Drawdown 913.21
Max Drawdown, % 39.78
Risk-Adjusted Ratios
Metric Value
Profit Factor (gross profit/gross loss) 1.2428
Recovery Factor (Total PnL / Max DD) 1.8087
Sharpe ratio (monthly) 1.4674
Sortino ratio (monthly) 2.4173
CAGR, % 49.76
Calmar ratio (CAGR / Max DD%) 1.2507
Open Positions Size (USDT)
Strategy Charts
SOLUSDT 4h zigzag | PnL: 2029.00 | Fee: 372.98 | Vol: 1043234.82
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": 2,
    "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
}