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
1200.07
Total PnL
200.07 (20.01%)
Total Trades (Win/Los)
157 (104/53)
Win Rate
66.24%
Max Drawdown
529.25 (41.68%)
Total Fees
68.82
Position avg (max), %
20.52 (136.56)
Profit Factor
1.11
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 | -17.72% | 19.70% | 8.81% | -8.51% | -0.57% | 9.33% | 3.51% | 11.99% | -11.38% | 7.58% | -21.16% | -11.14% | -17.48% |
| 2025 | 21.59% | 0.84% | -20.11% | 4.48% | 10.99% | 11.78% | -1.70% | 13.99% | 3.81% | -3.68% | 6.58% | -8.56% | 38.64% |
| 2026 | 13.54% | -3.38% | -6.50% | -4.95% | 7.59% | 0.00% | — | — | — | — | — | — | 4.89% |
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 | 1200.07 |
| Min balance | 740.60 |
| Max balance | 1342.25 |
Monthly Performance
| Metric | Value |
|---|---|
| Average monthly return (geometric), % | 0.61 |
| Average monthly return (arithmetic), % | 1.23 |
| Best month, % | 21.59 |
| Worst month, % | -21.16 |
PnL, Volume & Fees
| Metric | Value |
|---|---|
| Total PnL | 200.07 |
| Total PnL, % | 20.01 |
| Gross profit | 2751.51 |
| Gross loss | 2475.07 |
| Trading volume (USDT) | 193050.17 |
| Total transactions (buy/sell) | 158 |
| Total fees | 68.82 |
| Funding net | -7.55 |
| Funding accrued (received) | 9.04 |
| Funding paid | 16.59 |
Trades
| Metric | Value |
|---|---|
| Total Trades | 157 |
| Win Trades | 104 |
| Los Trades | 53 |
| Win Rate, % | 66.24 |
| Expectancy per trade | 1.7608 |
| Max consecutive wins | 10 |
| Max consecutive losses | 3 |
Risk & Exposure
| Metric | Value |
|---|---|
| Position avg, % of margin balance | 20.52 |
| Position max, % of margin balance | 136.56 |
| Max Drawdown | 529.25 |
| Max Drawdown, % | 41.68 |
Risk-Adjusted Ratios
| Metric | Value |
|---|---|
| Profit Factor (gross profit/gross loss) | 1.1117 |
| Recovery Factor (Total PnL / Max DD) | 0.3780 |
| Sharpe ratio (monthly) | 0.3862 |
| Sortino ratio (monthly) | 0.5704 |
| CAGR, % | 7.85 |
| Calmar ratio (CAGR / Max DD%) | 0.1882 |
Open Positions Size (USDT)
Strategy Charts
SOLUSDT 4h zigzag | PnL: 276.45 | Fee: 68.82 | Vol: 193050.17
Realized PnL by Symbol
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": 9,
"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
}