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
2051.03
Total PnL
1051.03 (105.10%)
Total Trades (Win/Los)
362 (216/146)
Win Rate
59.67%
Max Drawdown
1261.77 (42.53%)
Total Fees
347.13
Position avg (max), %
35.21 (122.44)
Profit Factor
1.15
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% 0.36% 26.53% 11.29% 15.00% 20.50% -0.31% 8.19% 10.65% -7.14% 1.89% -14.56% 113.14%
2025 11.84% 7.29% -4.35% 2.61% -27.55% 1.98% 2.30% 6.58% -1.77% -4.14% 8.08% -1.30% -4.70%
2026 8.19% 1.27% 3.19% -10.79% 0.11% 0.00% — — — — — — 0.98%
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 2051.03
Min balance 990.09
Max balance 2966.57
Monthly Performance
Metric Value
Average monthly return (geometric), % 2.42
Average monthly return (arithmetic), % 2.96
Best month, % 26.53
Worst month, % -27.55
PnL, Volume & Fees
Metric Value
Total PnL 1051.03
Total PnL, % 105.10
Gross profit 10668.03
Gross loss 9270.13
Trading volume (USDT) 971604.98
Total transactions (buy/sell) 363
Total fees 347.13
Funding net 0.27
Funding accrued (received) 44.06
Funding paid 43.79
Trades
Metric Value
Total Trades 362
Win Trades 216
Los Trades 146
Win Rate, % 59.67
Expectancy per trade 3.8616
Max consecutive wins 9
Max consecutive losses 5
Risk & Exposure
Metric Value
Position avg, % of margin balance 35.21
Position max, % of margin balance 122.44
Max Drawdown 1261.77
Max Drawdown, % 42.53
Risk-Adjusted Ratios
Metric Value
Profit Factor (gross profit/gross loss) 1.1508
Recovery Factor (Total PnL / Max DD) 0.8330
Sharpe ratio (monthly) 1.0020
Sortino ratio (monthly) 1.6345
CAGR, % 34.64
Calmar ratio (CAGR / Max DD%) 0.8145
Open Positions Size (USDT)
Strategy Charts
SOLUSDT 4h zigzag | PnL: 1397.89 | Fee: 347.13 | Vol: 971604.98
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": 7,
    "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
}