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
1111.70
Total PnL
111.70 (11.17%)
Total Trades (Win/Los)
256 (146/110)
Win Rate
57.03%
Max Drawdown
1291.93 (56.49%)
Total Fees
171.26
Position avg (max), %
26.45 (142.33)
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 10.91% 8.77% -3.89% -2.68% -4.92% 13.10% 15.58% 12.22% -0.32% 6.09% 1.08% -6.08% 57.99%
2025 8.31% 0.49% -15.97% 12.24% -0.55% 11.76% -2.74% 12.13% 3.45% -4.82% 3.74% -22.87% -1.96%
2026 1.23% -9.48% -12.26% -16.92% 7.45% 0.00% — — — — — — -28.23%
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 1111.70
Min balance 928.27
Max balance 2287.11
Monthly Performance
Metric Value
Average monthly return (geometric), % 0.35
Average monthly return (arithmetic), % 0.84
Best month, % 15.58
Worst month, % -22.87
PnL, Volume & Fees
Metric Value
Total PnL 111.70
Total PnL, % 11.17
Gross profit 5410.50
Gross loss 5126.53
Trading volume (USDT) 479454.11
Total transactions (buy/sell) 257
Total fees 171.26
Funding net -1.01
Funding accrued (received) 22.72
Funding paid 23.73
Trades
Metric Value
Total Trades 256
Win Trades 146
Los Trades 110
Win Rate, % 57.03
Expectancy per trade 1.1093
Max consecutive wins 10
Max consecutive losses 5
Risk & Exposure
Metric Value
Position avg, % of margin balance 26.45
Position max, % of margin balance 142.33
Max Drawdown 1291.93
Max Drawdown, % 56.49
Risk-Adjusted Ratios
Metric Value
Profit Factor (gross profit/gross loss) 1.0554
Recovery Factor (Total PnL / Max DD) 0.0865
Sharpe ratio (monthly) 0.3003
Sortino ratio (monthly) 0.4206
CAGR, % 4.48
Calmar ratio (CAGR / Max DD%) 0.0794
Open Positions Size (USDT)
Strategy Charts
SOLUSDT 4h zigzag | PnL: 283.97 | Fee: 171.26 | Vol: 479454.11
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": 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
}