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
1754.59
Total PnL
754.59 (75.46%)
Total Trades (Win/Los)
183 (109/74)
Win Rate
59.56%
Max Drawdown
795.29 (43.17%)
Total Fees
118.54
Position avg (max), %
22.33 (125.84)
Profit Factor
1.26
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 5.79% 16.28% 8.35% 4.10% -16.68% -1.48% 18.26% 12.50% 3.88% 8.74% -6.10% -29.40% 13.46%
2025 7.64% 0.69% -4.99% 12.86% 10.95% 12.32% 2.67% 12.04% 7.79% -8.09% 2.23% -8.39% 54.57%
2026 13.78% -10.01% -5.45% -3.41% 6.98% 0.00% — — — — — — 0.05%
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 1754.59
Min balance 911.11
Max balance 2203.33
Monthly Performance
Metric Value
Average monthly return (geometric), % 1.89
Average monthly return (arithmetic), % 2.46
Best month, % 18.26
Worst month, % -29.40
PnL, Volume & Fees
Metric Value
Total PnL 754.59
Total PnL, % 75.46
Gross profit 4288.02
Gross loss 3410.11
Trading volume (USDT) 332193.81
Total transactions (buy/sell) 184
Total fees 118.54
Funding net -4.77
Funding accrued (received) 18.01
Funding paid 22.79
Trades
Metric Value
Total Trades 183
Win Trades 109
Los Trades 74
Win Rate, % 59.56
Expectancy per trade 4.7973
Max consecutive wins 13
Max consecutive losses 8
Risk & Exposure
Metric Value
Position avg, % of margin balance 22.33
Position max, % of margin balance 125.84
Max Drawdown 795.29
Max Drawdown, % 43.17
Risk-Adjusted Ratios
Metric Value
Profit Factor (gross profit/gross loss) 1.2574
Recovery Factor (Total PnL / Max DD) 0.9488
Sharpe ratio (monthly) 0.8230
Sortino ratio (monthly) 1.2123
CAGR, % 26.22
Calmar ratio (CAGR / Max DD%) 0.6073
Open Positions Size (USDT)
Strategy Charts
SOLUSDT 4h zigzag | PnL: 877.90 | Fee: 118.54 | Vol: 332193.81
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": 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
}