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
1520.19
Total PnL
520.19 (52.02%)
Total Trades (Win/Los)
300 (173/127)
Win Rate
57.67%
Max Drawdown
1228.96 (47.10%)
Total Fees
253.75
Position avg (max), %
28.92 (130.51)
Profit Factor
1.11
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 11.54% 8.26% 27.68% 10.66% 5.04% 22.67% -3.41% 3.78% -5.00% -5.94% 7.03% 1.76% 114.45%
2025 6.21% 8.05% -10.85% -9.12% -10.38% 1.88% -4.69% 12.45% -0.69% -9.95% -1.35% 11.47% -10.52%
2026 5.99% -12.85% -5.69% -10.50% 1.61% 0.00% — — — — — — -20.78%
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 1520.19
Min balance 958.15
Max balance 2609.43
Monthly Performance
Metric Value
Average monthly return (geometric), % 1.41
Average monthly return (arithmetic), % 1.86
Best month, % 27.68
Worst month, % -12.85
PnL, Volume & Fees
Metric Value
Total PnL 520.19
Total PnL, % 52.02
Gross profit 7713.26
Gross loss 6932.31
Trading volume (USDT) 710292.80
Total transactions (buy/sell) 301
Total fees 253.75
Funding net -7.00
Funding accrued (received) 28.71
Funding paid 35.71
Trades
Metric Value
Total Trades 300
Win Trades 173
Los Trades 127
Win Rate, % 57.67
Expectancy per trade 2.6031
Max consecutive wins 8
Max consecutive losses 4
Risk & Exposure
Metric Value
Position avg, % of margin balance 28.92
Position max, % of margin balance 130.51
Max Drawdown 1228.96
Max Drawdown, % 47.10
Risk-Adjusted Ratios
Metric Value
Profit Factor (gross profit/gross loss) 1.1127
Recovery Factor (Total PnL / Max DD) 0.4233
Sharpe ratio (monthly) 0.6620
Sortino ratio (monthly) 1.2357
CAGR, % 18.94
Calmar ratio (CAGR / Max DD%) 0.4021
Open Positions Size (USDT)
Strategy Charts
SOLUSDT 4h zigzag | PnL: 780.94 | Fee: 253.75 | Vol: 710292.80
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": 3,
    "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
}