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
1075.25
Total PnL
75.25 (7.53%)
Total Trades (Win/Los)
547 (136/411)
Win Rate
24.86%
Max Drawdown
859.68 (45.49%)
Total Fees
460.02
Position avg (max), %
18.92 (112.91)
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 5.54% -1.41% 9.81% 4.18% 13.91% 5.94% 4.82% 8.38% 5.55% 7.86% -3.68% -21.93% 39.71%
2025 15.90% -1.52% -12.98% 8.59% -6.83% 1.27% -8.71% 11.91% 2.26% -2.79% -0.06% -9.89% -6.93%
2026 8.08% 9.87% -22.32% -7.55% -3.02% 0.00% — — — — — — -17.31%
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 1075.25
Min balance 927.70
Max balance 1889.79
Monthly Performance
Metric Value
Average monthly return (geometric), % 0.24
Average monthly return (arithmetic), % 0.71
Best month, % 15.90
Worst month, % -22.32
PnL, Volume & Fees
Metric Value
Total PnL 75.25
Total PnL, % 7.53
Gross profit 5108.75
Gross loss 4577.78
Trading volume (USDT) 1281358.44
Total transactions (buy/sell) 550
Total fees 460.02
Funding net 4.30
Funding accrued (received) 17.66
Funding paid 13.35
Trades
Metric Value
Total Trades 547
Win Trades 136
Los Trades 411
Win Rate, % 24.86
Expectancy per trade 0.9707
Max consecutive wins 7
Max consecutive losses 44
Risk & Exposure
Metric Value
Position avg, % of margin balance 18.92
Position max, % of margin balance 112.91
Max Drawdown 859.68
Max Drawdown, % 45.49
Risk-Adjusted Ratios
Metric Value
Profit Factor (gross profit/gross loss) 1.1160
Recovery Factor (Total PnL / Max DD) 0.0875
Sharpe ratio (monthly) 0.2605
Sortino ratio (monthly) 0.3505
CAGR, % 3.05
Calmar ratio (CAGR / Max DD%) 0.0670
Open Positions Size (USDT)
Strategy Charts
SOLUSDT 4h zigzag | PnL: 530.96 | Fee: 460.02 | Vol: 1281358.44
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": 11,
    "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
}