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
1424.55
Total PnL
424.55 (42.45%)
Total Trades (Win/Los)
179 (115/64)
Win Rate
64.25%
Max Drawdown
708.73 (35.96%)
Total Fees
103.09
Position avg (max), %
24.37 (129.17)
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 -6.01% 6.42% 8.90% 11.71% -8.56% -4.32% 3.09% 9.53% -10.46% 8.23% -1.61% -10.52% 2.57%
2025 22.18% -4.60% 11.57% 5.25% -2.95% 11.51% 2.02% 13.91% -2.34% 1.71% 4.87% -1.62% 76.41%
2026 6.01% 0.15% -15.78% -16.55% 5.51% 0.00% — — — — — — -21.27%
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 1424.55
Min balance 842.19
Max balance 1970.61
Monthly Performance
Metric Value
Average monthly return (geometric), % 1.19
Average monthly return (arithmetic), % 1.58
Best month, % 22.18
Worst month, % -16.55
PnL, Volume & Fees
Metric Value
Total PnL 424.55
Total PnL, % 42.45
Gross profit 3846.87
Gross loss 3320.28
Trading volume (USDT) 289032.99
Total transactions (buy/sell) 180
Total fees 103.09
Funding net 1.05
Funding accrued (received) 20.46
Funding paid 19.41
Trades
Metric Value
Total Trades 179
Win Trades 115
Los Trades 64
Win Rate, % 64.25
Expectancy per trade 2.9418
Max consecutive wins 10
Max consecutive losses 5
Risk & Exposure
Metric Value
Position avg, % of margin balance 24.37
Position max, % of margin balance 129.17
Max Drawdown 708.73
Max Drawdown, % 35.96
Risk-Adjusted Ratios
Metric Value
Profit Factor (gross profit/gross loss) 1.1586
Recovery Factor (Total PnL / Max DD) 0.5990
Sharpe ratio (monthly) 0.6180
Sortino ratio (monthly) 0.9900
CAGR, % 15.78
Calmar ratio (CAGR / Max DD%) 0.4388
Open Positions Size (USDT)
Strategy Charts
SOLUSDT 4h zigzag | PnL: 526.59 | Fee: 103.09 | Vol: 289032.99
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": 20,
    "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
}