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
1253.95
Total PnL
253.95 (25.39%)
Total Trades (Win/Los)
184 (115/69)
Win Rate
62.50%
Max Drawdown
563.33 (34.26%)
Total Fees
90.92
Position avg (max), %
22.54 (127.54)
Profit Factor
1.12
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% -0.72% 8.88% -6.77% 0.89% 12.48% 4.03% 11.37% -3.89% 6.17% -2.98% -13.52% -3.45%
2025 21.21% 0.72% -13.85% 2.12% 10.91% 11.80% -1.41% 14.05% 3.85% -4.39% 7.37% -6.35% 49.50%
2026 6.12% -3.33% -10.56% -11.86% 7.42% 0.00% — — — — — — -13.13%
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 1253.95
Min balance 742.87
Max balance 1644.47
Monthly Performance
Metric Value
Average monthly return (geometric), % 0.76
Average monthly return (arithmetic), % 1.16
Best month, % 21.21
Worst month, % -14.88
PnL, Volume & Fees
Metric Value
Total PnL 253.95
Total PnL, % 25.39
Gross profit 3362.38
Gross loss 3013.35
Trading volume (USDT) 254868.76
Total transactions (buy/sell) 185
Total fees 90.92
Funding net -4.16
Funding accrued (received) 13.48
Funding paid 17.64
Trades
Metric Value
Total Trades 184
Win Trades 115
Los Trades 69
Win Rate, % 62.50
Expectancy per trade 1.8969
Max consecutive wins 10
Max consecutive losses 3
Risk & Exposure
Metric Value
Position avg, % of margin balance 22.54
Position max, % of margin balance 127.54
Max Drawdown 563.33
Max Drawdown, % 34.26
Risk-Adjusted Ratios
Metric Value
Profit Factor (gross profit/gross loss) 1.1158
Recovery Factor (Total PnL / Max DD) 0.4508
Sharpe ratio (monthly) 0.4463
Sortino ratio (monthly) 0.7004
CAGR, % 9.82
Calmar ratio (CAGR / Max DD%) 0.2868
Open Positions Size (USDT)
Strategy Charts
SOLUSDT 4h zigzag | PnL: 349.03 | Fee: 90.92 | Vol: 254868.76
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": 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
}