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
2873.19
Total PnL
1873.19 (187.32%)
Total Trades (Win/Los)
369 (201/168)
Win Rate
54.47%
Max Drawdown
807.23 (25.64%)
Total Fees
334.99
Position avg (max), %
30.11 (133.38)
Profit Factor
1.30
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 -11.12% 11.60% -2.26% 15.92% -7.20% 20.48% 20.30% 8.75% -12.30% 4.25% 10.26% 5.62% 75.06%
2025 11.54% 15.67% -7.50% 0.33% -2.43% 15.06% -2.57% 12.65% 1.75% -5.18% 1.30% 17.19% 68.95%
2026 3.90% -11.43% 5.83% -6.47% 6.65% 0.00% — — — — — — -2.85%
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 2873.19
Min balance 753.19
Max balance 3148.00
Monthly Performance
Metric Value
Average monthly return (geometric), % 3.58
Average monthly return (arithmetic), % 4.02
Best month, % 20.48
Worst month, % -12.30
PnL, Volume & Fees
Metric Value
Total PnL 1873.19
Total PnL, % 187.32
Gross profit 9641.21
Gross loss 7432.64
Trading volume (USDT) 937158.28
Total transactions (buy/sell) 370
Total fees 334.99
Funding net -0.39
Funding accrued (received) 37.39
Funding paid 37.78
Trades
Metric Value
Total Trades 369
Win Trades 201
Los Trades 168
Win Rate, % 54.47
Expectancy per trade 5.9853
Max consecutive wins 10
Max consecutive losses 9
Risk & Exposure
Metric Value
Position avg, % of margin balance 30.11
Position max, % of margin balance 133.38
Max Drawdown 807.23
Max Drawdown, % 25.64
Risk-Adjusted Ratios
Metric Value
Profit Factor (gross profit/gross loss) 1.2971
Recovery Factor (Total PnL / Max DD) 2.3205
Sharpe ratio (monthly) 1.4610
Sortino ratio (monthly) 3.1140
CAGR, % 54.81
Calmar ratio (CAGR / Max DD%) 2.1376
Open Positions Size (USDT)
Strategy Charts
SOLUSDT 4h zigzag | PnL: 2208.57 | Fee: 334.99 | Vol: 937158.28
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": 6,
    "detection": 2,
    "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
}