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
1335.09
Total PnL
335.09 (33.51%)
Total Trades (Win/Los)
213 (134/79)
Win Rate
62.91%
Max Drawdown
881.64 (41.93%)
Total Fees
133.70
Position avg (max), %
27.56 (126.08)
Profit Factor
1.11
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 -1.37% 6.35% 1.04% 7.25% -9.48% -0.92% 4.68% 19.05% 3.19% -8.92% 10.97% -10.64% 18.41%
2025 22.13% -3.67% 10.38% 2.52% -2.84% 11.35% -1.85% 13.86% -0.07% 0.18% 4.94% -4.00% 62.32%
2026 6.49% 0.34% -13.32% -23.87% -1.49% 0.00% — — — — — — -30.54%
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 1335.09
Min balance 884.90
Max balance 2102.57
Monthly Performance
Metric Value
Average monthly return (geometric), % 0.97
Average monthly return (arithmetic), % 1.41
Best month, % 22.13
Worst month, % -23.87
PnL, Volume & Fees
Metric Value
Total PnL 335.09
Total PnL, % 33.51
Gross profit 4772.04
Gross loss 4309.38
Trading volume (USDT) 374734.39
Total transactions (buy/sell) 214
Total fees 133.70
Funding net 6.13
Funding accrued (received) 27.03
Funding paid 20.91
Trades
Metric Value
Total Trades 213
Win Trades 134
Los Trades 79
Win Rate, % 62.91
Expectancy per trade 2.1721
Max consecutive wins 10
Max consecutive losses 6
Risk & Exposure
Metric Value
Position avg, % of margin balance 27.56
Position max, % of margin balance 126.08
Max Drawdown 881.64
Max Drawdown, % 41.93
Risk-Adjusted Ratios
Metric Value
Profit Factor (gross profit/gross loss) 1.1074
Recovery Factor (Total PnL / Max DD) 0.3801
Sharpe ratio (monthly) 0.5227
Sortino ratio (monthly) 0.8153
CAGR, % 12.71
Calmar ratio (CAGR / Max DD%) 0.3032
Open Positions Size (USDT)
Strategy Charts
SOLUSDT 4h zigzag | PnL: 462.66 | Fee: 133.70 | Vol: 374734.39
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": 18,
    "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
}