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
1213.92
Total PnL
213.92 (21.39%)
Total Trades (Win/Los)
253 (146/107)
Win Rate
57.71%
Max Drawdown
583.16 (43.13%)
Total Fees
131.21
Position avg (max), %
26.62 (130.91)
Profit Factor
1.09
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 11.01% 10.79% -10.31% -5.48% -0.77% 12.08% -1.85% 12.44% -2.95% -8.03% -3.10% -5.52% 4.56%
2025 8.78% 0.74% -27.80% 10.89% 10.00% 11.49% -2.65% 12.50% 4.84% -10.15% 8.21% 9.89% 31.99%
2026 7.27% -7.82% -9.78% -8.96% 8.31% 0.00% — — — — — — -12.04%
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 1213.92
Min balance 768.89
Max balance 1515.07
Monthly Performance
Metric Value
Average monthly return (geometric), % 0.65
Average monthly return (arithmetic), % 1.13
Best month, % 12.50
Worst month, % -27.80
PnL, Volume & Fees
Metric Value
Total PnL 213.92
Total PnL, % 21.39
Gross profit 4088.95
Gross loss 3741.18
Trading volume (USDT) 367307.94
Total transactions (buy/sell) 254
Total fees 131.21
Funding net -2.63
Funding accrued (received) 16.98
Funding paid 19.61
Trades
Metric Value
Total Trades 253
Win Trades 146
Los Trades 107
Win Rate, % 57.71
Expectancy per trade 1.3746
Max consecutive wins 8
Max consecutive losses 7
Risk & Exposure
Metric Value
Position avg, % of margin balance 26.62
Position max, % of margin balance 130.91
Max Drawdown 583.16
Max Drawdown, % 43.13
Risk-Adjusted Ratios
Metric Value
Profit Factor (gross profit/gross loss) 1.0930
Recovery Factor (Total PnL / Max DD) 0.3668
Sharpe ratio (monthly) 0.4092
Sortino ratio (monthly) 0.5809
CAGR, % 8.36
Calmar ratio (CAGR / Max DD%) 0.1938
Open Positions Size (USDT)
Strategy Charts
SOLUSDT 4h zigzag | PnL: 347.76 | Fee: 131.21 | Vol: 367307.94
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": 7,
    "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
}