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
1087.85
Total PnL
87.85 (8.79%)
Total Trades (Win/Los)
208 (125/83)
Win Rate
60.10%
Max Drawdown
403.81 (34.69%)
Total Fees
91.02
Position avg (max), %
24.85 (123.01)
Profit Factor
1.06
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 -14.88% 4.73% 9.19% -7.67% 1.09% 12.92% -5.65% 12.12% -1.46% -10.09% -7.46% -7.70% -17.87%
2025 22.31% 0.84% -13.79% 3.01% -6.97% 10.36% -1.62% 13.93% 9.11% -7.76% 6.65% 7.90% 45.97%
2026 5.90% 0.00% -9.88% -12.26% 8.35% 0.00% — — — — — — -9.26%
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 1087.85
Min balance 760.14
Max balance 1299.64
Monthly Performance
Metric Value
Average monthly return (geometric), % 0.28
Average monthly return (arithmetic), % 0.71
Best month, % 22.31
Worst month, % -14.88
PnL, Volume & Fees
Metric Value
Total PnL 87.85
Total PnL, % 8.79
Gross profit 3134.85
Gross loss 2954.03
Trading volume (USDT) 254983.47
Total transactions (buy/sell) 209
Total fees 91.02
Funding net -1.95
Funding accrued (received) 13.72
Funding paid 15.67
Trades
Metric Value
Total Trades 208
Win Trades 125
Los Trades 83
Win Rate, % 60.10
Expectancy per trade 0.8693
Max consecutive wins 10
Max consecutive losses 3
Risk & Exposure
Metric Value
Position avg, % of margin balance 24.85
Position max, % of margin balance 123.01
Max Drawdown 403.81
Max Drawdown, % 34.69
Risk-Adjusted Ratios
Metric Value
Profit Factor (gross profit/gross loss) 1.0612
Recovery Factor (Total PnL / Max DD) 0.2176
Sharpe ratio (monthly) 0.2639
Sortino ratio (monthly) 0.4086
CAGR, % 3.55
Calmar ratio (CAGR / Max DD%) 0.1023
Open Positions Size (USDT)
Strategy Charts
SOLUSDT 4h zigzag | PnL: 180.82 | Fee: 91.02 | Vol: 254983.47
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": 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
}