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
1572.06
Total PnL
572.06 (57.21%)
Total Trades (Win/Los)
221 (132/89)
Win Rate
59.73%
Max Drawdown
735.83 (43.75%)
Total Fees
132.56
Position avg (max), %
23.70 (123.83)
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 13.19% 8.49% 10.21% -7.50% 2.42% 13.74% -3.40% 11.23% -1.43% -7.97% -3.86% -7.33% 26.66%
2025 8.65% 0.61% -24.54% 3.97% 3.74% 10.76% -1.68% 14.99% 10.32% -7.13% 2.20% 11.72% 30.34%
2026 6.06% 0.38% -7.70% -10.53% 8.31% 0.00% — — — — — — -4.77%
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 1572.06
Min balance 946.07
Max balance 1798.95
Monthly Performance
Metric Value
Average monthly return (geometric), % 1.52
Average monthly return (arithmetic), % 1.93
Best month, % 14.99
Worst month, % -24.54
PnL, Volume & Fees
Metric Value
Total PnL 572.06
Total PnL, % 57.21
Gross profit 4544.92
Gross loss 3835.84
Trading volume (USDT) 371340.50
Total transactions (buy/sell) 222
Total fees 132.56
Funding net -4.45
Funding accrued (received) 17.56
Funding paid 22.01
Trades
Metric Value
Total Trades 221
Win Trades 132
Los Trades 89
Win Rate, % 59.73
Expectancy per trade 3.2085
Max consecutive wins 8
Max consecutive losses 3
Risk & Exposure
Metric Value
Position avg, % of margin balance 23.70
Position max, % of margin balance 123.83
Max Drawdown 735.83
Max Drawdown, % 43.75
Risk-Adjusted Ratios
Metric Value
Profit Factor (gross profit/gross loss) 1.1849
Recovery Factor (Total PnL / Max DD) 0.7774
Sharpe ratio (monthly) 0.7501
Sortino ratio (monthly) 1.1430
CAGR, % 20.60
Calmar ratio (CAGR / Max DD%) 0.4709
Open Positions Size (USDT)
Strategy Charts
SOLUSDT 4h zigzag | PnL: 709.08 | Fee: 132.56 | Vol: 371340.50
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": 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
}