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
2312.33
Total PnL
1312.33 (131.23%)
Total Trades (Win/Los)
127 (86/41)
Win Rate
67.72%
Max Drawdown
540.65 (31.76%)
Total Fees
83.54
Position avg (max), %
16.69 (134.62)
Profit Factor
1.62
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 -9.72% 19.71% 0.71% 4.18% 3.98% 4.62% 8.24% 12.01% 3.86% 7.43% -21.43% -10.79% 16.95%
2025 20.29% 0.60% 3.83% 6.83% 12.15% -3.23% 2.48% 14.19% 7.78% -7.43% 6.58% -8.60% 65.71%
2026 13.67% -3.44% 3.86% -2.85% 7.72% 0.00% — — — — — — 19.32%
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 2312.33
Min balance 867.36
Max balance 2314.49
Monthly Performance
Metric Value
Average monthly return (geometric), % 2.83
Average monthly return (arithmetic), % 3.24
Best month, % 20.29
Worst month, % -21.43
PnL, Volume & Fees
Metric Value
Total PnL 1312.33
Total PnL, % 131.23
Gross profit 3653.91
Gross loss 2253.15
Trading volume (USDT) 234538.27
Total transactions (buy/sell) 128
Total fees 83.54
Funding net -4.88
Funding accrued (received) 13.92
Funding paid 18.80
Trades
Metric Value
Total Trades 127
Win Trades 86
Los Trades 41
Win Rate, % 67.72
Expectancy per trade 11.0296
Max consecutive wins 9
Max consecutive losses 2
Risk & Exposure
Metric Value
Position avg, % of margin balance 16.69
Position max, % of margin balance 134.62
Max Drawdown 540.65
Max Drawdown, % 31.76
Risk-Adjusted Ratios
Metric Value
Profit Factor (gross profit/gross loss) 1.6217
Recovery Factor (Total PnL / Max DD) 2.4273
Sharpe ratio (monthly) 1.2467
Sortino ratio (monthly) 2.1356
CAGR, % 41.50
Calmar ratio (CAGR / Max DD%) 1.3066
Open Positions Size (USDT)
Strategy Charts
SOLUSDT 4h zigzag | PnL: 1400.76 | Fee: 83.54 | Vol: 234538.27
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": 10,
    "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
}