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
1432.31
Total PnL
432.31 (43.23%)
Total Trades (Win/Los)
125 (83/42)
Win Rate
66.40%
Max Drawdown
667.85 (46.28%)
Total Fees
60.26
Position avg (max), %
16.85 (137.39)
Profit Factor
1.25
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% 4.05% 3.49% 4.61% -7.47% 12.05% 3.79% 7.41% -21.32% -29.84% -21.95%
2025 20.46% 0.90% 3.93% 6.87% 11.52% -3.58% 2.06% 13.84% 7.32% -6.74% 4.26% -11.13% 56.38%
2026 13.53% -3.47% 3.35% -3.61% 7.50% 0.00% — — — — — — 17.35%
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 1432.31
Min balance 775.14
Max balance 1509.51
Monthly Performance
Metric Value
Average monthly return (geometric), % 1.20
Average monthly return (arithmetic), % 1.81
Best month, % 20.46
Worst month, % -29.84
PnL, Volume & Fees
Metric Value
Total PnL 432.31
Total PnL, % 43.23
Gross profit 2486.32
Gross loss 1988.82
Trading volume (USDT) 169106.83
Total transactions (buy/sell) 126
Total fees 60.26
Funding net -4.92
Funding accrued (received) 9.30
Funding paid 14.23
Trades
Metric Value
Total Trades 125
Win Trades 83
Los Trades 42
Win Rate, % 66.40
Expectancy per trade 3.9799
Max consecutive wins 8
Max consecutive losses 4
Risk & Exposure
Metric Value
Position avg, % of margin balance 16.85
Position max, % of margin balance 137.39
Max Drawdown 667.85
Max Drawdown, % 46.28
Risk-Adjusted Ratios
Metric Value
Profit Factor (gross profit/gross loss) 1.2501
Recovery Factor (Total PnL / Max DD) 0.6473
Sharpe ratio (monthly) 0.5889
Sortino ratio (monthly) 0.8306
CAGR, % 16.04
Calmar ratio (CAGR / Max DD%) 0.3466
Open Positions Size (USDT)
Strategy Charts
SOLUSDT 4h zigzag | PnL: 497.49 | Fee: 60.26 | Vol: 169106.83
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": 15,
    "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
}