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
1024.65
Total PnL
24.65 (2.46%)
Total Trades (Win/Los)
265 (155/110)
Win Rate
58.49%
Max Drawdown
572.22 (45.70%)
Total Fees
113.90
Position avg (max), %
29.39 (137.09)
Profit Factor
1.04
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 -5.28% 6.28% -3.46% 10.24% -0.80% -1.26% -4.64% 2.20% -2.06% -11.50% 7.37% -4.24% -8.85%
2025 12.80% -3.76% 13.38% -11.75% -18.06% -0.42% -1.99% 9.94% -2.36% -3.82% 5.78% 10.57% 4.91%
2026 6.01% 16.12% -7.52% -8.56% 2.93% 0.00% — — — — — — 7.16%
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 1024.65
Min balance 680.03
Max balance 1252.25
Monthly Performance
Metric Value
Average monthly return (geometric), % 0.08
Average monthly return (arithmetic), % 0.41
Best month, % 16.12
Worst month, % -18.06
PnL, Volume & Fees
Metric Value
Total PnL 24.65
Total PnL, % 2.46
Gross profit 3798.57
Gross loss 3660.45
Trading volume (USDT) 319039.29
Total transactions (buy/sell) 266
Total fees 113.90
Funding net 0.42
Funding accrued (received) 17.03
Funding paid 16.60
Trades
Metric Value
Total Trades 265
Win Trades 155
Los Trades 110
Win Rate, % 58.49
Expectancy per trade 0.5212
Max consecutive wins 10
Max consecutive losses 5
Risk & Exposure
Metric Value
Position avg, % of margin balance 29.39
Position max, % of margin balance 137.09
Max Drawdown 572.22
Max Drawdown, % 45.70
Risk-Adjusted Ratios
Metric Value
Profit Factor (gross profit/gross loss) 1.0377
Recovery Factor (Total PnL / Max DD) 0.0431
Sharpe ratio (monthly) 0.1746
Sortino ratio (monthly) 0.2638
CAGR, % 1.01
Calmar ratio (CAGR / Max DD%) 0.0222
Open Positions Size (USDT)
Strategy Charts
SOLUSDT 4h zigzag | PnL: 138.13 | Fee: 113.90 | Vol: 319039.29
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": 12,
    "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
}