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
1052.13
Total PnL
52.13 (5.21%)
Total Trades (Win/Los)
431 (142/289)
Win Rate
32.95%
Max Drawdown
1025.01 (62.23%)
Total Fees
246.74
Position avg (max), %
22.09 (125.63)
Profit Factor
1.08
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 0.95% 11.22% 0.67% 4.07% -4.16% -0.67% 3.45% 3.77% 5.07% 9.68% 12.91% -21.58% 22.67%
2025 -13.92% -1.28% -35.38% 14.60% -2.04% 12.03% -3.24% 9.69% 9.01% 14.37% 4.04% -2.42% -7.23%
2026 4.93% 9.75% -11.92% -6.40% -2.61% 0.00% — — — — — — -7.54%
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 1052.13
Min balance 622.11
Max balance 1647.11
Monthly Performance
Metric Value
Average monthly return (geometric), % 0.17
Average monthly return (arithmetic), % 0.82
Best month, % 14.60
Worst month, % -35.38
PnL, Volume & Fees
Metric Value
Total PnL 52.13
Total PnL, % 5.21
Gross profit 4031.14
Gross loss 3732.40
Trading volume (USDT) 688152.92
Total transactions (buy/sell) 432
Total fees 246.74
Funding net 0.13
Funding accrued (received) 14.68
Funding paid 14.55
Trades
Metric Value
Total Trades 431
Win Trades 142
Los Trades 289
Win Rate, % 32.95
Expectancy per trade 0.6931
Max consecutive wins 5
Max consecutive losses 19
Risk & Exposure
Metric Value
Position avg, % of margin balance 22.09
Position max, % of margin balance 125.63
Max Drawdown 1025.01
Max Drawdown, % 62.23
Risk-Adjusted Ratios
Metric Value
Profit Factor (gross profit/gross loss) 1.0800
Recovery Factor (Total PnL / Max DD) 0.0509
Sharpe ratio (monthly) 0.2646
Sortino ratio (monthly) 0.3359
CAGR, % 2.13
Calmar ratio (CAGR / Max DD%) 0.0342
Open Positions Size (USDT)
Strategy Charts
SOLUSDT 4h zigzag | PnL: 298.74 | Fee: 246.74 | Vol: 688152.92
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": 2,
    "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
}