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
3012.54
Total PnL
2012.54 (201.25%)
Total Trades (Win/Los)
629 (274/355)
Win Rate
43.56%
Max Drawdown
1280.97 (30.86%)
Total Fees
737.91
Position avg (max), %
32.51 (130.96)
Profit Factor
1.25
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 -9.79% 15.27% -14.26% 16.05% -2.18% 29.54% 23.21% 3.49% -5.90% 8.63% 2.05% -8.93% 58.83%
2025 9.21% 19.55% 1.00% 9.59% 2.07% 22.61% -13.31% 14.58% -4.23% -1.91% 26.83% -7.27% 98.50%
2026 3.29% 16.61% -3.92% -7.30% -10.93% 0.00% — — — — — — -4.45%
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 3012.54
Min balance 751.51
Max balance 4150.33
Monthly Performance
Metric Value
Average monthly return (geometric), % 3.74
Average monthly return (arithmetic), % 4.46
Best month, % 29.54
Worst month, % -14.26
PnL, Volume & Fees
Metric Value
Total PnL 2012.54
Total PnL, % 201.25
Gross profit 13856.93
Gross loss 11109.02
Trading volume (USDT) 2059407.69
Total transactions (buy/sell) 630
Total fees 737.91
Funding net 2.53
Funding accrued (received) 46.51
Funding paid 43.98
Trades
Metric Value
Total Trades 629
Win Trades 274
Los Trades 355
Win Rate, % 43.56
Expectancy per trade 4.3687
Max consecutive wins 11
Max consecutive losses 21
Risk & Exposure
Metric Value
Position avg, % of margin balance 32.51
Position max, % of margin balance 130.96
Max Drawdown 1280.97
Max Drawdown, % 30.86
Risk-Adjusted Ratios
Metric Value
Profit Factor (gross profit/gross loss) 1.2474
Recovery Factor (Total PnL / Max DD) 1.5711
Sharpe ratio (monthly) 1.2533
Sortino ratio (monthly) 2.8861
CAGR, % 57.88
Calmar ratio (CAGR / Max DD%) 1.8753
Open Positions Size (USDT)
Strategy Charts
SOLUSDT 4h zigzag | PnL: 2747.92 | Fee: 737.91 | Vol: 2059407.69
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": 5,
    "detection": 1,
    "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
}