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
1431.84
Total PnL
431.84 (43.18%)
Total Trades (Win/Los)
357 (208/149)
Win Rate
58.26%
Max Drawdown
1265.87 (50.88%)
Total Fees
270.63
Position avg (max), %
35.46 (122.07)
Profit Factor
1.09
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 12.54% 0.59% 25.91% 11.54% 6.61% 13.91% 1.82% 7.16% 7.10% -8.68% 0.19% -14.40% 76.69%
2025 9.39% -0.53% -7.72% 1.67% -27.38% 1.57% 1.87% 6.95% -2.12% -4.24% 7.70% -7.59% -23.47%
2026 7.81% 1.18% 5.51% -7.07% -1.01% 0.00% — — — — — — 5.89%
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 1431.84
Min balance 990.09
Max balance 2488.14
Monthly Performance
Metric Value
Average monthly return (geometric), % 1.20
Average monthly return (arithmetic), % 1.68
Best month, % 25.91
Worst month, % -27.38
PnL, Volume & Fees
Metric Value
Total PnL 431.84
Total PnL, % 43.18
Gross profit 8271.06
Gross loss 7568.39
Trading volume (USDT) 757492.21
Total transactions (buy/sell) 358
Total fees 270.63
Funding net -0.20
Funding accrued (received) 34.55
Funding paid 34.74
Trades
Metric Value
Total Trades 357
Win Trades 208
Los Trades 149
Win Rate, % 58.26
Expectancy per trade 1.9682
Max consecutive wins 8
Max consecutive losses 5
Risk & Exposure
Metric Value
Position avg, % of margin balance 35.46
Position max, % of margin balance 122.07
Max Drawdown 1265.87
Max Drawdown, % 50.88
Risk-Adjusted Ratios
Metric Value
Profit Factor (gross profit/gross loss) 1.0928
Recovery Factor (Total PnL / Max DD) 0.3411
Sharpe ratio (monthly) 0.6075
Sortino ratio (monthly) 0.9093
CAGR, % 16.03
Calmar ratio (CAGR / Max DD%) 0.3150
Open Positions Size (USDT)
Strategy Charts
SOLUSDT 4h zigzag | PnL: 702.67 | Fee: 270.63 | Vol: 757492.21
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": 8,
    "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
}