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
1012.78
Total PnL
12.78 (1.28%)
Total Trades (Win/Los)
219 (129/90)
Win Rate
58.90%
Max Drawdown
539.53 (44.83%)
Total Fees
93.28
Position avg (max), %
25.50 (123.66)
Profit Factor
1.04
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 -14.71% 4.86% 9.39% -7.63% 2.46% 13.16% -4.38% 12.00% -1.47% -8.02% -5.29% -7.40% -10.81%
2025 8.72% 0.87% -24.19% 2.81% 3.56% 10.52% -3.17% 14.44% 10.36% -7.52% 1.81% 10.79% 24.80%
2026 5.94% -0.45% -9.77% -11.76% 8.36% 0.00% — — — — — — -9.02%
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 1012.78
Min balance 663.92
Max balance 1207.39
Monthly Performance
Metric Value
Average monthly return (geometric), % 0.04
Average monthly return (arithmetic), % 0.48
Best month, % 14.44
Worst month, % -24.19
PnL, Volume & Fees
Metric Value
Total PnL 12.78
Total PnL, % 1.28
Gross profit 3144.96
Gross loss 3036.77
Trading volume (USDT) 261265.58
Total transactions (buy/sell) 220
Total fees 93.28
Funding net -2.12
Funding accrued (received) 13.73
Funding paid 15.84
Trades
Metric Value
Total Trades 219
Win Trades 129
Los Trades 90
Win Rate, % 58.90
Expectancy per trade 0.4940
Max consecutive wins 8
Max consecutive losses 3
Risk & Exposure
Metric Value
Position avg, % of margin balance 25.50
Position max, % of margin balance 123.66
Max Drawdown 539.53
Max Drawdown, % 44.83
Risk-Adjusted Ratios
Metric Value
Profit Factor (gross profit/gross loss) 1.0356
Recovery Factor (Total PnL / Max DD) 0.0237
Sharpe ratio (monthly) 0.1806
Sortino ratio (monthly) 0.2481
CAGR, % 0.53
Calmar ratio (CAGR / Max DD%) 0.0118
Open Positions Size (USDT)
Strategy Charts
SOLUSDT 4h zigzag | PnL: 108.18 | Fee: 93.28 | Vol: 261265.58
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": 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
}