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
1739.71
Total PnL
739.71 (73.97%)
Total Trades (Win/Los)
255 (153/102)
Win Rate
60.00%
Max Drawdown
686.10 (35.02%)
Total Fees
182.61
Position avg (max), %
24.91 (123.55)
Profit Factor
1.18
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 -4.96% 7.65% 26.70% 10.76% 4.91% 23.89% -5.10% -0.85% -1.44% -9.78% 6.87% -5.65% 57.44%
2025 4.92% 8.24% -5.19% 3.31% -12.57% 1.62% -1.21% 13.74% 1.45% -7.71% 5.93% 8.14% 19.09%
2026 6.01% -0.40% -5.70% -7.12% 0.33% 0.00% — — — — — — -7.22%
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 1739.71
Min balance 855.62
Max balance 2035.53
Monthly Performance
Metric Value
Average monthly return (geometric), % 1.86
Average monthly return (arithmetic), % 2.23
Best month, % 26.70
Worst month, % -12.57
PnL, Volume & Fees
Metric Value
Total PnL 739.71
Total PnL, % 73.97
Gross profit 6032.23
Gross loss 5107.28
Trading volume (USDT) 511412.76
Total transactions (buy/sell) 256
Total fees 182.61
Funding net -2.63
Funding accrued (received) 23.27
Funding paid 25.91
Trades
Metric Value
Total Trades 255
Win Trades 153
Los Trades 102
Win Rate, % 60.00
Expectancy per trade 3.6273
Max consecutive wins 8
Max consecutive losses 4
Risk & Exposure
Metric Value
Position avg, % of margin balance 24.91
Position max, % of margin balance 123.55
Max Drawdown 686.10
Max Drawdown, % 35.02
Risk-Adjusted Ratios
Metric Value
Profit Factor (gross profit/gross loss) 1.1811
Recovery Factor (Total PnL / Max DD) 1.0781
Sharpe ratio (monthly) 0.8760
Sortino ratio (monthly) 1.8699
CAGR, % 25.77
Calmar ratio (CAGR / Max DD%) 0.7360
Open Positions Size (USDT)
Strategy Charts
SOLUSDT 4h zigzag | PnL: 924.95 | Fee: 182.61 | Vol: 511412.76
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": 5,
    "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
}