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
1600.75
Total PnL
600.75 (60.08%)
Total Trades (Win/Los)
373 (219/154)
Win Rate
58.71%
Max Drawdown
948.58 (41.28%)
Total Fees
280.19
Position avg (max), %
34.55 (123.07)
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 12.83% 0.37% 14.91% 4.71% -6.50% 21.74% -0.63% 8.08% 10.80% -5.57% 2.74% -11.28% 58.83%
2025 12.75% 7.55% -1.53% 3.19% -26.48% 1.84% 2.28% 7.04% -0.48% -3.24% 7.77% 0.20% 5.04%
2026 2.62% 3.10% 4.97% -15.63% 2.39% 0.00% — — — — — — -4.05%
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 1600.75
Min balance 990.09
Max balance 2297.98
Monthly Performance
Metric Value
Average monthly return (geometric), % 1.58
Average monthly return (arithmetic), % 2.02
Best month, % 21.74
Worst month, % -26.48
PnL, Volume & Fees
Metric Value
Total PnL 600.75
Total PnL, % 60.08
Gross profit 8172.94
Gross loss 7290.40
Trading volume (USDT) 783982.24
Total transactions (buy/sell) 374
Total fees 280.19
Funding net -1.60
Funding accrued (received) 32.60
Funding paid 34.19
Trades
Metric Value
Total Trades 373
Win Trades 219
Los Trades 154
Win Rate, % 58.71
Expectancy per trade 2.3661
Max consecutive wins 8
Max consecutive losses 5
Risk & Exposure
Metric Value
Position avg, % of margin balance 34.55
Position max, % of margin balance 123.07
Max Drawdown 948.58
Max Drawdown, % 41.28
Risk-Adjusted Ratios
Metric Value
Profit Factor (gross profit/gross loss) 1.1211
Recovery Factor (Total PnL / Max DD) 0.6333
Sharpe ratio (monthly) 0.7652
Sortino ratio (monthly) 1.1245
CAGR, % 21.51
Calmar ratio (CAGR / Max DD%) 0.5211
Open Positions Size (USDT)
Strategy Charts
SOLUSDT 4h zigzag | PnL: 882.54 | Fee: 280.19 | Vol: 783982.24
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": 5,
    "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
}