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
1473.37
Total PnL
473.37 (47.34%)
Total Trades (Win/Los)
388 (223/165)
Win Rate
57.47%
Max Drawdown
1070.67 (46.75%)
Total Fees
290.21
Position avg (max), %
35.16 (121.81)
Profit Factor
1.10
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 12.60% 0.27% 15.99% 5.03% 1.36% 25.05% -0.10% 9.00% 6.09% -4.93% 2.91% -11.03% 75.32%
2025 1.59% 8.06% -1.61% 2.93% -33.29% 1.82% 2.36% 7.05% 1.13% -7.88% 8.29% 0.94% -15.73%
2026 2.64% 3.19% 4.98% -13.16% 3.29% 0.00% — — — — — — -0.28%
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 1473.37
Min balance 990.09
Max balance 2290.05
Monthly Performance
Metric Value
Average monthly return (geometric), % 1.30
Average monthly return (arithmetic), % 1.82
Best month, % 25.05
Worst month, % -33.29
PnL, Volume & Fees
Metric Value
Total PnL 473.37
Total PnL, % 47.34
Gross profit 8227.87
Gross loss 7462.31
Trading volume (USDT) 811859.97
Total transactions (buy/sell) 389
Total fees 290.21
Funding net -1.98
Funding accrued (received) 32.31
Funding paid 34.29
Trades
Metric Value
Total Trades 388
Win Trades 223
Los Trades 165
Win Rate, % 57.47
Expectancy per trade 1.9731
Max consecutive wins 8
Max consecutive losses 6
Risk & Exposure
Metric Value
Position avg, % of margin balance 35.16
Position max, % of margin balance 121.81
Max Drawdown 1070.67
Max Drawdown, % 46.75
Risk-Adjusted Ratios
Metric Value
Profit Factor (gross profit/gross loss) 1.1026
Recovery Factor (Total PnL / Max DD) 0.4421
Sharpe ratio (monthly) 0.6470
Sortino ratio (monthly) 0.8936
CAGR, % 17.41
Calmar ratio (CAGR / Max DD%) 0.3723
Open Positions Size (USDT)
Strategy Charts
SOLUSDT 4h zigzag | PnL: 765.56 | Fee: 290.21 | Vol: 811859.97
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": 4,
    "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
}