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
1255.78
Total PnL
255.78 (25.58%)
Total Trades (Win/Los)
385 (175/210)
Win Rate
45.45%
Max Drawdown
1528.76 (63.78%)
Total Fees
291.49
Position avg (max), %
24.85 (180.87)
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 8.74% 16.26% 0.11% 11.88% -0.18% 12.83% 5.98% 12.44% 3.48% 7.38% 9.22% -31.08% 58.91%
2025 -0.53% -0.32% -40.61% 19.45% 12.09% 13.43% -0.81% 5.00% 3.83% 5.41% 20.69% -3.74% 18.43%
2026 3.31% -10.07% -14.87% -19.41% 4.69% 0.00% — — — — — — -33.27%
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 1255.78
Min balance 868.11
Max balance 2396.87
Monthly Performance
Metric Value
Average monthly return (geometric), % 0.76
Average monthly return (arithmetic), % 1.82
Best month, % 20.69
Worst month, % -40.61
PnL, Volume & Fees
Metric Value
Total PnL 255.78
Total PnL, % 25.58
Gross profit 6632.51
Gross loss 6089.30
Trading volume (USDT) 814318.16
Total transactions (buy/sell) 386
Total fees 291.49
Funding net 4.06
Funding accrued (received) 24.70
Funding paid 20.64
Trades
Metric Value
Total Trades 385
Win Trades 175
Los Trades 210
Win Rate, % 45.45
Expectancy per trade 1.4109
Max consecutive wins 8
Max consecutive losses 13
Risk & Exposure
Metric Value
Position avg, % of margin balance 24.85
Position max, % of margin balance 180.87
Max Drawdown 1528.76
Max Drawdown, % 63.78
Risk-Adjusted Ratios
Metric Value
Profit Factor (gross profit/gross loss) 1.0892
Recovery Factor (Total PnL / Max DD) 0.1673
Sharpe ratio (monthly) 0.4674
Sortino ratio (monthly) 0.5981
CAGR, % 9.89
Calmar ratio (CAGR / Max DD%) 0.1551
Open Positions Size (USDT)
Strategy Charts
SOLUSDT 4h zigzag | PnL: 543.21 | Fee: 291.49 | Vol: 814318.16
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": 8,
    "detection": 2,
    "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
}