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
1597.37
Total PnL
597.37 (59.74%)
Total Trades (Win/Los)
298 (182/116)
Win Rate
61.07%
Max Drawdown
807.37 (41.82%)
Total Fees
198.89
Position avg (max), %
29.44 (123.46)
Profit Factor
1.14
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 -4.94% 7.46% 26.02% 11.75% -3.04% 22.68% -3.71% 3.96% -1.44% -7.31% 6.98% 0.64% 68.47%
2025 8.46% -1.03% -7.87% -4.01% -23.73% 1.57% -1.17% 11.66% 0.29% -4.93% 7.34% 7.31% -10.86%
2026 7.42% 1.28% 4.66% -7.42% 0.91% 0.00% — — — — — — 6.36%
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 1597.37
Min balance 856.99
Max balance 1930.68
Monthly Performance
Metric Value
Average monthly return (geometric), % 1.57
Average monthly return (arithmetic), % 1.99
Best month, % 26.02
Worst month, % -23.73
PnL, Volume & Fees
Metric Value
Total PnL 597.37
Total PnL, % 59.74
Gross profit 6454.69
Gross loss 5659.66
Trading volume (USDT) 556927.31
Total transactions (buy/sell) 299
Total fees 198.89
Funding net 1.23
Funding accrued (received) 27.02
Funding paid 25.80
Trades
Metric Value
Total Trades 298
Win Trades 182
Los Trades 116
Win Rate, % 61.07
Expectancy per trade 2.6679
Max consecutive wins 7
Max consecutive losses 5
Risk & Exposure
Metric Value
Position avg, % of margin balance 29.44
Position max, % of margin balance 123.46
Max Drawdown 807.37
Max Drawdown, % 41.82
Risk-Adjusted Ratios
Metric Value
Profit Factor (gross profit/gross loss) 1.1405
Recovery Factor (Total PnL / Max DD) 0.7399
Sharpe ratio (monthly) 0.7484
Sortino ratio (monthly) 1.3159
CAGR, % 21.40
Calmar ratio (CAGR / Max DD%) 0.5118
Open Positions Size (USDT)
Strategy Charts
SOLUSDT 4h zigzag | PnL: 795.03 | Fee: 198.89 | Vol: 556927.31
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": 8,
    "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
}