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
3129.09
Total PnL
2129.09 (212.91%)
Total Trades (Win/Los)
388 (225/163)
Win Rate
57.99%
Max Drawdown
787.86 (21.28%)
Total Fees
332.80
Position avg (max), %
30.11 (119.59)
Profit Factor
1.34
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 -1.93% 10.99% -9.18% 13.64% -7.28% 15.02% 14.75% 12.73% -12.44% -2.25% 9.88% 5.18% 53.30%
2025 9.01% 21.60% -4.07% 2.51% -7.11% 12.31% -12.28% 10.61% 8.85% 0.01% 6.10% 9.16% 66.37%
2026 7.59% 12.55% 9.83% -8.90% 1.27% 0.00% — — — — — — 22.69%
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 3129.09
Min balance 858.77
Max balance 3702.73
Monthly Performance
Metric Value
Average monthly return (geometric), % 3.88
Average monthly return (arithmetic), % 4.27
Best month, % 21.60
Worst month, % -12.44
PnL, Volume & Fees
Metric Value
Total PnL 2129.09
Total PnL, % 212.91
Gross profit 9802.03
Gross loss 7341.68
Trading volume (USDT) 931184.82
Total transactions (buy/sell) 389
Total fees 332.80
Funding net 1.53
Funding accrued (received) 36.08
Funding paid 34.55
Trades
Metric Value
Total Trades 388
Win Trades 225
Los Trades 163
Win Rate, % 57.99
Expectancy per trade 6.3411
Max consecutive wins 8
Max consecutive losses 7
Risk & Exposure
Metric Value
Position avg, % of margin balance 30.11
Position max, % of margin balance 119.59
Max Drawdown 787.86
Max Drawdown, % 21.28
Risk-Adjusted Ratios
Metric Value
Profit Factor (gross profit/gross loss) 1.3351
Recovery Factor (Total PnL / Max DD) 2.7024
Sharpe ratio (monthly) 1.6483
Sortino ratio (monthly) 3.3148
CAGR, % 60.38
Calmar ratio (CAGR / Max DD%) 2.8378
Open Positions Size (USDT)
Strategy Charts
SOLUSDT 4h zigzag | PnL: 2460.35 | Fee: 332.80 | Vol: 931184.82
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": 2,
    "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
}