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
1583.71
Total PnL
583.71 (58.37%)
Total Trades (Win/Los)
403 (230/173)
Win Rate
57.07%
Max Drawdown
1083.32 (47.28%)
Total Fees
304.69
Position avg (max), %
35.12 (121.16)
Profit Factor
1.12
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 11.41% -0.57% 16.35% 5.86% 3.54% 24.69% -0.20% 11.44% 6.03% -4.76% 2.84% -9.91% 83.29%
2025 1.63% 7.88% -8.98% 0.88% -30.16% 1.81% 2.50% 7.18% -0.22% -7.25% 9.16% 1.72% -19.20%
2026 2.87% 9.81% 5.60% -13.01% 3.04% 0.00% — — — — — — 6.93%
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 1583.71
Min balance 958.15
Max balance 2291.07
Monthly Performance
Metric Value
Average monthly return (geometric), % 1.54
Average monthly return (arithmetic), % 2.04
Best month, % 24.69
Worst month, % -30.16
PnL, Volume & Fees
Metric Value
Total PnL 583.71
Total PnL, % 58.37
Gross profit 8495.90
Gross loss 7605.61
Trading volume (USDT) 852273.27
Total transactions (buy/sell) 404
Total fees 304.69
Funding net -1.90
Funding accrued (received) 32.75
Funding paid 34.64
Trades
Metric Value
Total Trades 403
Win Trades 230
Los Trades 173
Win Rate, % 57.07
Expectancy per trade 2.2092
Max consecutive wins 8
Max consecutive losses 6
Risk & Exposure
Metric Value
Position avg, % of margin balance 35.12
Position max, % of margin balance 121.16
Max Drawdown 1083.32
Max Drawdown, % 47.28
Risk-Adjusted Ratios
Metric Value
Profit Factor (gross profit/gross loss) 1.1171
Recovery Factor (Total PnL / Max DD) 0.5388
Sharpe ratio (monthly) 0.7317
Sortino ratio (monthly) 1.0597
CAGR, % 20.97
Calmar ratio (CAGR / Max DD%) 0.4435
Open Positions Size (USDT)
Strategy Charts
SOLUSDT 4h zigzag | PnL: 890.29 | Fee: 304.69 | Vol: 852273.27
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": 3,
    "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
}