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
1069.65
Total PnL
69.65 (6.97%)
Total Trades (Win/Los)
307 (184/123)
Win Rate
59.93%
Max Drawdown
795.06 (51.16%)
Total Fees
151.60
Position avg (max), %
34.02 (123.38)
Profit Factor
1.05
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 12.35% 6.25% 9.51% 10.52% 1.92% -4.32% -17.56% 5.37% 6.50% -9.74% 6.31% -12.37% 9.62%
2025 16.49% -14.18% 9.01% -5.71% -25.35% 0.04% 0.74% 5.76% -3.06% -2.74% 9.49% -10.35% -24.33%
2026 7.88% 16.16% 12.97% -10.59% 1.88% 0.00% — — — — — — 28.95%
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 1069.65
Min balance 758.95
Max balance 1554.01
Monthly Performance
Metric Value
Average monthly return (geometric), % 0.22
Average monthly return (arithmetic), % 0.77
Best month, % 16.49
Worst month, % -25.35
PnL, Volume & Fees
Metric Value
Total PnL 69.65
Total PnL, % 6.97
Gross profit 4911.53
Gross loss 4693.45
Trading volume (USDT) 424551.51
Total transactions (buy/sell) 308
Total fees 151.60
Funding net 3.18
Funding accrued (received) 23.60
Funding paid 20.42
Trades
Metric Value
Total Trades 307
Win Trades 184
Los Trades 123
Win Rate, % 59.93
Expectancy per trade 0.7103
Max consecutive wins 8
Max consecutive losses 5
Risk & Exposure
Metric Value
Position avg, % of margin balance 34.02
Position max, % of margin balance 123.38
Max Drawdown 795.06
Max Drawdown, % 51.16
Risk-Adjusted Ratios
Metric Value
Profit Factor (gross profit/gross loss) 1.0465
Recovery Factor (Total PnL / Max DD) 0.0876
Sharpe ratio (monthly) 0.2615
Sortino ratio (monthly) 0.3573
CAGR, % 2.83
Calmar ratio (CAGR / Max DD%) 0.0553
Open Positions Size (USDT)
Strategy Charts
SOLUSDT 4h zigzag | PnL: 218.08 | Fee: 151.60 | Vol: 424551.51
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": 11,
    "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
}