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
1075.11
Total PnL
75.11 (7.51%)
Total Trades (Win/Los)
224 (139/85)
Win Rate
62.05%
Max Drawdown
690.68 (41.26%)
Total Fees
118.39
Position avg (max), %
29.53 (137.52)
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 -15.87% 6.26% 1.70% 7.43% -8.00% -0.25% 4.76% 18.65% 3.59% -7.35% 6.44% -8.69% 3.94%
2025 21.61% -2.80% 12.17% 2.80% -11.69% 6.83% -1.69% 13.91% 3.41% -3.24% 5.55% -3.82% 46.29%
2026 6.52% 0.99% -12.88% -23.74% -1.07% 0.00% — — — — — — -29.29%
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 1075.11
Min balance 773.07
Max balance 1674.12
Monthly Performance
Metric Value
Average monthly return (geometric), % 0.24
Average monthly return (arithmetic), % 0.72
Best month, % 21.61
Worst month, % -23.74
PnL, Volume & Fees
Metric Value
Total PnL 75.11
Total PnL, % 7.51
Gross profit 4144.86
Gross loss 3958.27
Trading volume (USDT) 331760.91
Total transactions (buy/sell) 225
Total fees 118.39
Funding net 6.91
Funding accrued (received) 24.85
Funding paid 17.94
Trades
Metric Value
Total Trades 224
Win Trades 139
Los Trades 85
Win Rate, % 62.05
Expectancy per trade 0.8330
Max consecutive wins 10
Max consecutive losses 6
Risk & Exposure
Metric Value
Position avg, % of margin balance 29.53
Position max, % of margin balance 137.52
Max Drawdown 690.68
Max Drawdown, % 41.26
Risk-Adjusted Ratios
Metric Value
Profit Factor (gross profit/gross loss) 1.0471
Recovery Factor (Total PnL / Max DD) 0.1087
Sharpe ratio (monthly) 0.2575
Sortino ratio (monthly) 0.3713
CAGR, % 3.04
Calmar ratio (CAGR / Max DD%) 0.0738
Open Positions Size (USDT)
Strategy Charts
SOLUSDT 4h zigzag | PnL: 186.60 | Fee: 118.39 | Vol: 331760.91
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": 17,
    "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
}