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
1559.90
Total PnL
559.90 (55.99%)
Total Trades (Win/Los)
191 (115/76)
Win Rate
60.21%
Max Drawdown
783.76 (36.14%)
Total Fees
124.15
Position avg (max), %
23.04 (126.33)
Profit Factor
1.18
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 14.16% 7.89% 1.24% 3.88% -7.33% 1.82% 16.29% 12.96% -9.91% 7.46% -1.44% -7.65% 41.48%
2025 7.35% 0.55% -14.53% 10.48% -0.43% 12.21% 2.80% 12.13% 7.76% -7.91% 2.13% -8.45% 21.80%
2026 13.46% -9.86% -11.90% -6.45% 7.38% 0.00% — — — — — — -9.48%
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 1559.90
Min balance 982.69
Max balance 2168.93
Monthly Performance
Metric Value
Average monthly return (geometric), % 1.49
Average monthly return (arithmetic), % 1.87
Best month, % 16.29
Worst month, % -14.53
PnL, Volume & Fees
Metric Value
Total PnL 559.90
Total PnL, % 55.99
Gross profit 4553.74
Gross loss 3862.51
Trading volume (USDT) 347970.20
Total transactions (buy/sell) 192
Total fees 124.15
Funding net -7.17
Funding accrued (received) 17.32
Funding paid 24.48
Trades
Metric Value
Total Trades 191
Win Trades 115
Los Trades 76
Win Rate, % 60.21
Expectancy per trade 3.6190
Max consecutive wins 13
Max consecutive losses 4
Risk & Exposure
Metric Value
Position avg, % of margin balance 23.04
Position max, % of margin balance 126.33
Max Drawdown 783.76
Max Drawdown, % 36.14
Risk-Adjusted Ratios
Metric Value
Profit Factor (gross profit/gross loss) 1.1790
Recovery Factor (Total PnL / Max DD) 0.7144
Sharpe ratio (monthly) 0.7442
Sortino ratio (monthly) 1.2258
CAGR, % 20.22
Calmar ratio (CAGR / Max DD%) 0.5595
Open Positions Size (USDT)
Strategy Charts
SOLUSDT 4h zigzag | PnL: 691.22 | Fee: 124.15 | Vol: 347970.20
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": 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
}