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
1879.51
Total PnL
879.51 (87.95%)
Total Trades (Win/Los)
126 (85/41)
Win Rate
67.46%
Max Drawdown
496.25 (34.10%)
Total Fees
70.44
Position avg (max), %
16.74 (134.78)
Profit Factor
1.46
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 -9.91% 19.71% 0.71% 3.84% 3.49% 4.62% -6.59% 12.11% 3.80% 7.43% -21.43% -13.80% -3.43%
2025 21.02% 0.72% 4.26% 6.93% 11.61% -3.61% 2.03% 13.82% 7.70% -7.30% 6.65% -9.73% 63.20%
2026 13.65% -3.42% 3.85% -2.85% 7.69% 0.00% — — — — — — 19.26%
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 1879.51
Min balance 865.42
Max balance 1881.38
Monthly Performance
Metric Value
Average monthly return (geometric), % 2.13
Average monthly return (arithmetic), % 2.57
Best month, % 21.02
Worst month, % -21.43
PnL, Volume & Fees
Metric Value
Total PnL 879.51
Total PnL, % 87.95
Gross profit 3013.20
Gross loss 2059.53
Trading volume (USDT) 197721.90
Total transactions (buy/sell) 127
Total fees 70.44
Funding net -3.72
Funding accrued (received) 11.97
Funding paid 15.69
Trades
Metric Value
Total Trades 126
Win Trades 85
Los Trades 41
Win Rate, % 67.46
Expectancy per trade 7.5688
Max consecutive wins 8
Max consecutive losses 2
Risk & Exposure
Metric Value
Position avg, % of margin balance 16.74
Position max, % of margin balance 134.78
Max Drawdown 496.25
Max Drawdown, % 34.10
Risk-Adjusted Ratios
Metric Value
Profit Factor (gross profit/gross loss) 1.4631
Recovery Factor (Total PnL / Max DD) 1.7723
Sharpe ratio (monthly) 0.9496
Sortino ratio (monthly) 1.5620
CAGR, % 29.86
Calmar ratio (CAGR / Max DD%) 0.8757
Open Positions Size (USDT)
Strategy Charts
SOLUSDT 4h zigzag | PnL: 953.67 | Fee: 70.44 | Vol: 197721.90
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": 12,
    "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
}