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
1667.95
Total PnL
667.95 (66.79%)
Total Trades (Win/Los)
369 (219/150)
Win Rate
59.35%
Max Drawdown
1013.41 (41.32%)
Total Fees
299.24
Position avg (max), %
34.38 (121.71)
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 12.80% 0.37% 26.76% 9.23% -7.26% 21.53% -0.53% 7.36% 11.28% -7.14% 2.41% -13.44% 72.84%
2025 11.37% 7.88% -2.57% 3.12% -26.42% 1.90% 2.02% 6.58% -1.29% -3.20% 7.95% -0.23% 1.26%
2026 2.10% 3.02% 5.13% -15.82% 2.38% 0.00% — — — — — — -4.70%
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 1667.95
Min balance 990.09
Max balance 2452.54
Monthly Performance
Metric Value
Average monthly return (geometric), % 1.72
Average monthly return (arithmetic), % 2.24
Best month, % 26.76
Worst month, % -26.42
PnL, Volume & Fees
Metric Value
Total PnL 667.95
Total PnL, % 66.79
Gross profit 8829.15
Gross loss 7859.87
Trading volume (USDT) 837360.68
Total transactions (buy/sell) 370
Total fees 299.24
Funding net -2.09
Funding accrued (received) 34.63
Funding paid 36.73
Trades
Metric Value
Total Trades 369
Win Trades 219
Los Trades 150
Win Rate, % 59.35
Expectancy per trade 2.6268
Max consecutive wins 8
Max consecutive losses 5
Risk & Exposure
Metric Value
Position avg, % of margin balance 34.38
Position max, % of margin balance 121.71
Max Drawdown 1013.41
Max Drawdown, % 41.32
Risk-Adjusted Ratios
Metric Value
Profit Factor (gross profit/gross loss) 1.1233
Recovery Factor (Total PnL / Max DD) 0.6591
Sharpe ratio (monthly) 0.7671
Sortino ratio (monthly) 1.2028
CAGR, % 23.60
Calmar ratio (CAGR / Max DD%) 0.5711
Open Positions Size (USDT)
Strategy Charts
SOLUSDT 4h zigzag | PnL: 969.28 | Fee: 299.24 | Vol: 837360.68
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": 6,
    "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
}