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
1793.61
Total PnL
793.61 (79.36%)
Total Trades (Win/Los)
266 (156/110)
Win Rate
58.65%
Max Drawdown
697.60 (34.95%)
Total Fees
194.55
Position avg (max), %
26.31 (125.24)
Profit Factor
1.19
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 -4.79% 7.94% 26.91% 10.87% 4.98% 24.39% -4.18% -0.96% -5.71% -9.12% 8.03% -4.53% 58.39%
2025 4.96% 8.78% -5.51% 4.42% -12.40% 1.54% -2.47% 15.09% 3.13% -7.13% 0.61% 10.77% 20.07%
2026 6.00% -0.52% -5.03% -6.81% 1.06% 0.00% — — — — — — -5.68%
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 1793.61
Min balance 863.97
Max balance 2064.20
Monthly Performance
Metric Value
Average monthly return (geometric), % 1.97
Average monthly return (arithmetic), % 2.34
Best month, % 26.91
Worst month, % -12.40
PnL, Volume & Fees
Metric Value
Total PnL 793.61
Total PnL, % 79.36
Gross profit 6282.93
Gross loss 5292.12
Trading volume (USDT) 544751.55
Total transactions (buy/sell) 267
Total fees 194.55
Funding net -2.65
Funding accrued (received) 25.10
Funding paid 27.75
Trades
Metric Value
Total Trades 266
Win Trades 156
Los Trades 110
Win Rate, % 58.65
Expectancy per trade 3.7249
Max consecutive wins 8
Max consecutive losses 4
Risk & Exposure
Metric Value
Position avg, % of margin balance 26.31
Position max, % of margin balance 125.24
Max Drawdown 697.60
Max Drawdown, % 34.95
Risk-Adjusted Ratios
Metric Value
Profit Factor (gross profit/gross loss) 1.1872
Recovery Factor (Total PnL / Max DD) 1.1376
Sharpe ratio (monthly) 0.9025
Sortino ratio (monthly) 2.0085
CAGR, % 27.37
Calmar ratio (CAGR / Max DD%) 0.7832
Open Positions Size (USDT)
Strategy Charts
SOLUSDT 4h zigzag | PnL: 990.81 | Fee: 194.55 | Vol: 544751.55
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": 4,
    "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
}