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
1443.63
Total PnL
443.63 (44.36%)
Total Trades (Win/Los)
240 (125/115)
Win Rate
52.08%
Max Drawdown
584.90 (40.52%)
Total Fees
137.15
Position avg (max), %
22.81 (133.63)
Profit Factor
1.17
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 -5.88% 15.20% 7.97% 4.19% -11.34% -5.31% 2.51% 9.31% 3.80% 8.50% 7.55% -29.37% -1.83%
2025 -2.91% 0.02% -1.20% 13.18% 11.99% 12.28% 4.04% 4.22% 7.84% 0.82% -2.81% -11.23% 38.86%
2026 7.50% -6.43% 3.60% 0.72% 0.89% 0.00% — — — — — — 5.90%
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 1443.63
Min balance 833.69
Max balance 1749.97
Monthly Performance
Metric Value
Average monthly return (geometric), % 1.23
Average monthly return (arithmetic), % 1.66
Best month, % 15.20
Worst month, % -29.37
PnL, Volume & Fees
Metric Value
Total PnL 443.63
Total PnL, % 44.36
Gross profit 3927.90
Gross loss 3347.21
Trading volume (USDT) 383679.45
Total transactions (buy/sell) 241
Total fees 137.15
Funding net 0.08
Funding accrued (received) 16.89
Funding paid 16.81
Trades
Metric Value
Total Trades 240
Win Trades 125
Los Trades 115
Win Rate, % 52.08
Expectancy per trade 2.4196
Max consecutive wins 10
Max consecutive losses 6
Risk & Exposure
Metric Value
Position avg, % of margin balance 22.81
Position max, % of margin balance 133.63
Max Drawdown 584.90
Max Drawdown, % 40.52
Risk-Adjusted Ratios
Metric Value
Profit Factor (gross profit/gross loss) 1.1735
Recovery Factor (Total PnL / Max DD) 0.7585
Sharpe ratio (monthly) 0.6490
Sortino ratio (monthly) 0.8921
CAGR, % 16.42
Calmar ratio (CAGR / Max DD%) 0.4053
Open Positions Size (USDT)
Strategy Charts
SOLUSDT 4h zigzag | PnL: 580.69 | Fee: 137.15 | Vol: 383679.45
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": 3,
    "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
}