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
1509.57
Total PnL
509.57 (50.96%)
Total Trades (Win/Los)
201 (126/75)
Win Rate
62.69%
Max Drawdown
882.07 (39.04%)
Total Fees
133.89
Position avg (max), %
27.56 (132.20)
Profit Factor
1.15
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 -2.78% 6.34% -0.83% 13.00% -7.92% -4.15% 3.23% 10.05% 2.23% 8.56% 11.23% -10.59% 28.22%
2025 22.13% -4.67% 10.64% 10.17% -2.80% 11.37% -1.58% 5.81% -2.35% 2.19% 4.90% -3.32% 61.92%
2026 5.91% 0.12% -13.47% -24.31% 4.69% 0.00% — — — — — — -27.29%
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 1509.57
Min balance 839.47
Max balance 2259.25
Monthly Performance
Metric Value
Average monthly return (geometric), % 1.38
Average monthly return (arithmetic), % 1.79
Best month, % 22.13
Worst month, % -24.31
PnL, Volume & Fees
Metric Value
Total PnL 509.57
Total PnL, % 50.96
Gross profit 4849.15
Gross loss 4211.35
Trading volume (USDT) 375294.61
Total transactions (buy/sell) 202
Total fees 133.89
Funding net 5.65
Funding accrued (received) 28.10
Funding paid 22.45
Trades
Metric Value
Total Trades 201
Win Trades 126
Los Trades 75
Win Rate, % 62.69
Expectancy per trade 3.1732
Max consecutive wins 11
Max consecutive losses 5
Risk & Exposure
Metric Value
Position avg, % of margin balance 27.56
Position max, % of margin balance 132.20
Max Drawdown 882.07
Max Drawdown, % 39.04
Risk-Adjusted Ratios
Metric Value
Profit Factor (gross profit/gross loss) 1.1514
Recovery Factor (Total PnL / Max DD) 0.5777
Sharpe ratio (monthly) 0.6941
Sortino ratio (monthly) 1.0651
CAGR, % 18.59
Calmar ratio (CAGR / Max DD%) 0.4763
Open Positions Size (USDT)
Strategy Charts
SOLUSDT 4h zigzag | PnL: 637.81 | Fee: 133.89 | Vol: 375294.61
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": 19,
    "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
}