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
1259.74
Total PnL
259.74 (25.97%)
Total Trades (Win/Los)
479 (147/332)
Win Rate
30.69%
Max Drawdown
825.12 (49.19%)
Total Fees
335.35
Position avg (max), %
22.14 (129.41)
Profit Factor
1.13
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 8.40% 8.37% 7.67% 4.19% 1.73% 3.34% 16.46% 1.95% -5.93% -7.31% -5.33% -18.75% 10.32%
2025 16.99% 4.78% -31.74% 12.73% 9.81% 9.40% -9.34% 12.21% 6.27% 6.16% 4.52% -11.29% 20.58%
2026 11.95% -3.48% -3.51% -8.92% -0.27% 0.00% — — — — — — -5.30%
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 1259.74
Min balance 852.44
Max balance 1677.56
Monthly Performance
Metric Value
Average monthly return (geometric), % 0.77
Average monthly return (arithmetic), % 1.37
Best month, % 16.99
Worst month, % -31.74
PnL, Volume & Fees
Metric Value
Total PnL 259.74
Total PnL, % 25.97
Gross profit 4997.18
Gross loss 4405.80
Trading volume (USDT) 934962.78
Total transactions (buy/sell) 481
Total fees 335.35
Funding net 3.71
Funding accrued (received) 19.05
Funding paid 15.34
Trades
Metric Value
Total Trades 479
Win Trades 147
Los Trades 332
Win Rate, % 30.69
Expectancy per trade 1.2346
Max consecutive wins 5
Max consecutive losses 45
Risk & Exposure
Metric Value
Position avg, % of margin balance 22.14
Position max, % of margin balance 129.41
Max Drawdown 825.12
Max Drawdown, % 49.19
Risk-Adjusted Ratios
Metric Value
Profit Factor (gross profit/gross loss) 1.1342
Recovery Factor (Total PnL / Max DD) 0.3148
Sharpe ratio (monthly) 0.4525
Sortino ratio (monthly) 0.6129
CAGR, % 10.03
Calmar ratio (CAGR / Max DD%) 0.2040
Open Positions Size (USDT)
Strategy Charts
SOLUSDT 4h zigzag | PnL: 591.38 | Fee: 335.35 | Vol: 934962.78
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": 10,
    "detection": 1,
    "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
}