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
1437.00
Total PnL
437.00 (43.70%)
Total Trades (Win/Los)
295 (179/116)
Win Rate
60.68%
Max Drawdown
780.05 (46.23%)
Total Fees
170.81
Position avg (max), %
30.33 (130.22)
Profit Factor
1.12
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 -5.31% 7.29% 25.52% 11.13% -0.70% 8.94% -4.58% 4.19% -1.47% -8.78% 6.36% 0.98% 47.12%
2025 8.55% -4.43% -7.57% -5.88% -25.81% 0.47% -1.12% 11.22% 0.00% -4.69% 6.64% 7.52% -19.16%
2026 7.21% 16.56% 3.77% -7.63% 0.87% 0.00% — — — — — — 20.83%
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 1437.00
Min balance 853.62
Max balance 1687.47
Monthly Performance
Metric Value
Average monthly return (geometric), % 1.22
Average monthly return (arithmetic), % 1.64
Best month, % 25.52
Worst month, % -25.81
PnL, Volume & Fees
Metric Value
Total PnL 437.00
Total PnL, % 43.70
Gross profit 5534.24
Gross loss 4927.47
Trading volume (USDT) 478343.01
Total transactions (buy/sell) 296
Total fees 170.81
Funding net 1.04
Funding accrued (received) 24.06
Funding paid 23.01
Trades
Metric Value
Total Trades 295
Win Trades 179
Los Trades 116
Win Rate, % 60.68
Expectancy per trade 2.0569
Max consecutive wins 7
Max consecutive losses 5
Risk & Exposure
Metric Value
Position avg, % of margin balance 30.33
Position max, % of margin balance 130.22
Max Drawdown 780.05
Max Drawdown, % 46.23
Risk-Adjusted Ratios
Metric Value
Profit Factor (gross profit/gross loss) 1.1231
Recovery Factor (Total PnL / Max DD) 0.5602
Sharpe ratio (monthly) 0.6209
Sortino ratio (monthly) 0.9908
CAGR, % 16.20
Calmar ratio (CAGR / Max DD%) 0.3504
Open Positions Size (USDT)
Strategy Charts
SOLUSDT 4h zigzag | PnL: 606.77 | Fee: 170.81 | Vol: 478343.01
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": 9,
    "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
}