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
1707.35
Total PnL
707.35 (70.74%)
Total Trades (Win/Los)
247 (149/98)
Win Rate
60.32%
Max Drawdown
692.24 (34.52%)
Total Fees
173.67
Position avg (max), %
25.76 (125.19)
Profit Factor
1.17
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 -5.11% 8.18% 25.30% 11.31% 3.35% 23.23% -5.34% -0.97% -1.42% -12.19% -6.13% -6.74% 29.51%
2025 18.24% 6.81% 8.00% 3.26% -13.35% 1.42% -1.81% 13.83% -0.93% -7.80% 7.82% 6.67% 45.33%
2026 5.98% -0.20% -7.09% -7.57% -0.13% 0.00% — — — — — — -9.29%
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 1707.35
Min balance 855.62
Max balance 2042.93
Monthly Performance
Metric Value
Average monthly return (geometric), % 1.80
Average monthly return (arithmetic), % 2.22
Best month, % 25.30
Worst month, % -13.35
PnL, Volume & Fees
Metric Value
Total PnL 707.35
Total PnL, % 70.74
Gross profit 5952.65
Gross loss 5068.88
Trading volume (USDT) 486435.41
Total transactions (buy/sell) 248
Total fees 173.67
Funding net -2.76
Funding accrued (received) 23.51
Funding paid 26.27
Trades
Metric Value
Total Trades 247
Win Trades 149
Los Trades 98
Win Rate, % 60.32
Expectancy per trade 3.5780
Max consecutive wins 10
Max consecutive losses 4
Risk & Exposure
Metric Value
Position avg, % of margin balance 25.76
Position max, % of margin balance 125.19
Max Drawdown 692.24
Max Drawdown, % 34.52
Risk-Adjusted Ratios
Metric Value
Profit Factor (gross profit/gross loss) 1.1744
Recovery Factor (Total PnL / Max DD) 1.0218
Sharpe ratio (monthly) 0.8158
Sortino ratio (monthly) 1.6650
CAGR, % 24.80
Calmar ratio (CAGR / Max DD%) 0.7183
Open Positions Size (USDT)
Strategy Charts
SOLUSDT 4h zigzag | PnL: 883.78 | Fee: 173.67 | Vol: 486435.41
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": 8,
    "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
}