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
1451.05
Total PnL
451.05 (45.11%)
Total Trades (Win/Los)
185 (118/67)
Win Rate
63.78%
Max Drawdown
686.20 (34.42%)
Total Fees
105.84
Position avg (max), %
26.15 (132.20)
Profit Factor
1.16
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 -2.78% 6.34% -0.83% 11.77% -8.39% -3.82% 3.96% 10.06% -9.67% 6.92% 1.53% -10.73% 1.12%
2025 22.14% -4.58% 12.13% 5.29% -2.77% 11.56% 2.01% 13.86% -0.01% -0.60% 4.81% 0.24% 81.01%
2026 6.02% 0.22% -14.41% -16.16% 3.98% 0.00% — — — — — — -20.72%
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 1451.05
Min balance 839.47
Max balance 1993.38
Monthly Performance
Metric Value
Average monthly return (geometric), % 1.25
Average monthly return (arithmetic), % 1.60
Best month, % 22.14
Worst month, % -16.16
PnL, Volume & Fees
Metric Value
Total PnL 451.05
Total PnL, % 45.11
Gross profit 3936.99
Gross loss 3383.83
Trading volume (USDT) 296729.87
Total transactions (buy/sell) 186
Total fees 105.84
Funding net 3.72
Funding accrued (received) 22.86
Funding paid 19.13
Trades
Metric Value
Total Trades 185
Win Trades 118
Los Trades 67
Win Rate, % 63.78
Expectancy per trade 2.9901
Max consecutive wins 10
Max consecutive losses 5
Risk & Exposure
Metric Value
Position avg, % of margin balance 26.15
Position max, % of margin balance 132.20
Max Drawdown 686.20
Max Drawdown, % 34.42
Risk-Adjusted Ratios
Metric Value
Profit Factor (gross profit/gross loss) 1.1635
Recovery Factor (Total PnL / Max DD) 0.6573
Sharpe ratio (monthly) 0.6574
Sortino ratio (monthly) 1.0750
CAGR, % 16.67
Calmar ratio (CAGR / Max DD%) 0.4842
Open Positions Size (USDT)
Strategy Charts
SOLUSDT 4h zigzag | PnL: 553.17 | Fee: 105.84 | Vol: 296729.87
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": 19,
    "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
}