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
1225.28
Total PnL
225.28 (22.53%)
Total Trades (Win/Los)
191 (122/69)
Win Rate
63.87%
Max Drawdown
900.45 (45.43%)
Total Fees
111.60
Position avg (max), %
23.81 (146.48)
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 10.77% 6.72% 8.81% -3.46% 0.91% 0.14% 5.11% 14.38% -10.13% 7.21% -1.40% -12.78% 25.02%
2025 8.59% 0.62% -15.81% 6.12% 11.07% 12.04% -0.38% 12.17% 3.81% -6.18% 4.15% -25.95% 1.95%
2026 13.40% -10.80% -5.96% -5.95% 7.45% 0.00% — — — — — — -3.87%
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 1225.28
Min balance 1008.64
Max balance 1982.14
Monthly Performance
Metric Value
Average monthly return (geometric), % 0.68
Average monthly return (arithmetic), % 1.16
Best month, % 14.38
Worst month, % -25.95
PnL, Volume & Fees
Metric Value
Total PnL 225.28
Total PnL, % 22.53
Gross profit 4067.86
Gross loss 3723.14
Trading volume (USDT) 312778.43
Total transactions (buy/sell) 192
Total fees 111.60
Funding net -7.83
Funding accrued (received) 15.05
Funding paid 22.88
Trades
Metric Value
Total Trades 191
Win Trades 122
Los Trades 69
Win Rate, % 63.87
Expectancy per trade 1.8048
Max consecutive wins 16
Max consecutive losses 4
Risk & Exposure
Metric Value
Position avg, % of margin balance 23.81
Position max, % of margin balance 146.48
Max Drawdown 900.45
Max Drawdown, % 45.43
Risk-Adjusted Ratios
Metric Value
Profit Factor (gross profit/gross loss) 1.0926
Recovery Factor (Total PnL / Max DD) 0.2502
Sharpe ratio (monthly) 0.4214
Sortino ratio (monthly) 0.5801
CAGR, % 8.78
Calmar ratio (CAGR / Max DD%) 0.1932
Open Positions Size (USDT)
Strategy Charts
SOLUSDT 4h zigzag | PnL: 344.71 | Fee: 111.60 | Vol: 312778.43
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": 9,
    "detection": 4,
    "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
}