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
2032.75
Total PnL
1032.75 (103.27%)
Total Trades (Win/Los)
248 (150/98)
Win Rate
60.48%
Max Drawdown
773.40 (34.20%)
Total Fees
190.36
Position avg (max), %
24.64 (123.53)
Profit Factor
1.23
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 -4.98% 8.17% 26.25% 9.26% 3.41% 23.81% -5.33% -1.34% -1.43% -11.84% 4.30% -5.65% 45.00%
2025 18.26% 8.18% 7.66% 3.36% -13.01% 1.40% -1.69% 14.12% 0.59% -7.87% 7.75% 7.67% 51.48%
2026 5.91% -0.08% -5.64% -7.47% 0.16% 0.00% — — — — — — -7.45%
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 2032.75
Min balance 855.62
Max balance 2381.56
Monthly Performance
Metric Value
Average monthly return (geometric), % 2.39
Average monthly return (arithmetic), % 2.80
Best month, % 26.25
Worst month, % -13.01
PnL, Volume & Fees
Metric Value
Total PnL 1032.75
Total PnL, % 103.27
Gross profit 6481.82
Gross loss 5255.01
Trading volume (USDT) 533207.85
Total transactions (buy/sell) 249
Total fees 190.36
Funding net -3.70
Funding accrued (received) 24.42
Funding paid 28.13
Trades
Metric Value
Total Trades 248
Win Trades 150
Los Trades 98
Win Rate, % 60.48
Expectancy per trade 4.9468
Max consecutive wins 10
Max consecutive losses 4
Risk & Exposure
Metric Value
Position avg, % of margin balance 24.64
Position max, % of margin balance 123.53
Max Drawdown 773.40
Max Drawdown, % 34.20
Risk-Adjusted Ratios
Metric Value
Profit Factor (gross profit/gross loss) 1.2335
Recovery Factor (Total PnL / Max DD) 1.3353
Sharpe ratio (monthly) 1.0452
Sortino ratio (monthly) 2.2623
CAGR, % 34.15
Calmar ratio (CAGR / Max DD%) 0.9985
Open Positions Size (USDT)
Strategy Charts
SOLUSDT 4h zigzag | PnL: 1226.81 | Fee: 190.36 | Vol: 533207.85
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": 6,
    "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
}