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
1185.55
Total PnL
185.55 (18.56%)
Total Trades (Win/Los)
348 (203/145)
Win Rate
58.33%
Max Drawdown
1264.08 (58.79%)
Total Fees
218.15
Position avg (max), %
35.83 (130.06)
Profit Factor
1.06
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 12.42% -0.26% 25.58% 11.03% 4.21% 5.09% 1.04% 6.68% 5.70% -11.94% 2.61% -16.50% 47.17%
2025 8.64% -4.44% -7.58% -3.22% -29.32% 0.12% 1.00% 5.97% -2.10% -3.57% 9.65% -7.87% -32.93%
2026 8.11% 16.49% 6.58% -9.63% -0.98% 0.00% — — — — — — 20.11%
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 1185.55
Min balance 886.11
Max balance 2150.18
Monthly Performance
Metric Value
Average monthly return (geometric), % 0.57
Average monthly return (arithmetic), % 1.12
Best month, % 25.58
Worst month, % -29.32
PnL, Volume & Fees
Metric Value
Total PnL 185.55
Total PnL, % 18.56
Gross profit 6724.27
Gross loss 6321.77
Trading volume (USDT) 610626.97
Total transactions (buy/sell) 349
Total fees 218.15
Funding net 1.20
Funding accrued (received) 29.29
Funding paid 28.09
Trades
Metric Value
Total Trades 348
Win Trades 203
Los Trades 145
Win Rate, % 58.33
Expectancy per trade 1.1566
Max consecutive wins 8
Max consecutive losses 5
Risk & Exposure
Metric Value
Position avg, % of margin balance 35.83
Position max, % of margin balance 130.06
Max Drawdown 1264.08
Max Drawdown, % 58.79
Risk-Adjusted Ratios
Metric Value
Profit Factor (gross profit/gross loss) 1.0637
Recovery Factor (Total PnL / Max DD) 0.1468
Sharpe ratio (monthly) 0.3780
Sortino ratio (monthly) 0.5408
CAGR, % 7.30
Calmar ratio (CAGR / Max DD%) 0.1242
Open Positions Size (USDT)
Strategy Charts
SOLUSDT 4h zigzag | PnL: 402.50 | Fee: 218.15 | Vol: 610626.97
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": 9,
    "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
}