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
2128.66
Total PnL
1128.66 (112.87%)
Total Trades (Win/Los)
299 (185/114)
Win Rate
61.87%
Max Drawdown
919.97 (39.53%)
Total Fees
231.89
Position avg (max), %
28.39 (123.45)
Profit Factor
1.22
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 -4.82% 7.12% 26.96% 11.10% -0.47% 22.89% -3.62% 4.72% -1.40% -5.65% 7.44% 2.32% 81.58%
2025 8.90% 6.19% -2.14% -3.52% -22.71% 1.56% -0.70% 11.86% 1.40% -4.71% 7.11% 8.28% 6.68%
2026 7.36% 3.11% 4.55% -6.10% 1.12% 0.00% — — — — — — 9.89%
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 2128.66
Min balance 856.99
Max balance 2327.26
Monthly Performance
Metric Value
Average monthly return (geometric), % 2.55
Average monthly return (arithmetic), % 2.94
Best month, % 26.96
Worst month, % -22.71
PnL, Volume & Fees
Metric Value
Total PnL 1128.66
Total PnL, % 112.87
Gross profit 7536.31
Gross loss 6176.00
Trading volume (USDT) 649346.86
Total transactions (buy/sell) 300
Total fees 231.89
Funding net 0.23
Funding accrued (received) 30.08
Funding paid 29.85
Trades
Metric Value
Total Trades 299
Win Trades 185
Los Trades 114
Win Rate, % 61.87
Expectancy per trade 4.5495
Max consecutive wins 7
Max consecutive losses 5
Risk & Exposure
Metric Value
Position avg, % of margin balance 28.39
Position max, % of margin balance 123.45
Max Drawdown 919.97
Max Drawdown, % 39.53
Risk-Adjusted Ratios
Metric Value
Profit Factor (gross profit/gross loss) 1.2203
Recovery Factor (Total PnL / Max DD) 1.2268
Sharpe ratio (monthly) 1.1430
Sortino ratio (monthly) 2.1650
CAGR, % 36.73
Calmar ratio (CAGR / Max DD%) 0.9292
Open Positions Size (USDT)
Strategy Charts
SOLUSDT 4h zigzag | PnL: 1360.31 | Fee: 231.89 | Vol: 649346.86
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": 5,
    "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
}