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
2750.65
Total PnL
1750.65 (175.06%)
Total Trades (Win/Los)
323 (197/126)
Win Rate
60.99%
Max Drawdown
976.64 (37.92%)
Total Fees
282.42
Position avg (max), %
29.92 (123.25)
Profit Factor
1.29
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 -2.92% 7.32% 27.57% 11.72% -0.01% 24.28% -0.60% 5.22% -5.11% -4.30% 9.38% 9.85% 110.60%
2025 7.75% 7.39% -8.74% -3.89% -18.82% 1.40% 0.32% 12.47% -0.08% -4.43% 9.12% 9.02% 7.10%
2026 7.66% 11.44% 4.97% -5.07% 2.01% 0.00% — — — — — — 21.96%
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 2750.65
Min balance 881.50
Max balance 2892.49
Monthly Performance
Metric Value
Average monthly return (geometric), % 3.43
Average monthly return (arithmetic), % 3.83
Best month, % 27.57
Worst month, % -18.82
PnL, Volume & Fees
Metric Value
Total PnL 1750.65
Total PnL, % 175.06
Gross profit 9015.25
Gross loss 6984.89
Trading volume (USDT) 790783.89
Total transactions (buy/sell) 324
Total fees 282.42
Funding net 2.71
Funding accrued (received) 36.80
Funding paid 34.09
Trades
Metric Value
Total Trades 323
Win Trades 197
Los Trades 126
Win Rate, % 60.99
Expectancy per trade 6.2859
Max consecutive wins 7
Max consecutive losses 5
Risk & Exposure
Metric Value
Position avg, % of margin balance 29.92
Position max, % of margin balance 123.25
Max Drawdown 976.64
Max Drawdown, % 37.92
Risk-Adjusted Ratios
Metric Value
Profit Factor (gross profit/gross loss) 1.2907
Recovery Factor (Total PnL / Max DD) 1.7925
Sharpe ratio (monthly) 1.4504
Sortino ratio (monthly) 3.1155
CAGR, % 52.05
Calmar ratio (CAGR / Max DD%) 1.3724
Open Positions Size (USDT)
Strategy Charts
SOLUSDT 4h zigzag | PnL: 2030.36 | Fee: 282.42 | Vol: 790783.89
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": 3,
    "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
}