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
1048.67
Total PnL
48.67 (4.87%)
Total Trades (Win/Los)
122 (80/42)
Win Rate
65.57%
Max Drawdown
666.52 (47.39%)
Total Fees
53.19
Position avg (max), %
19.63 (146.30)
Profit Factor
1.05
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 -11.54% 19.80% 0.72% 4.05% 3.50% 4.62% -7.62% 11.22% 3.84% 7.39% -21.92% -30.76% -25.51%
2025 20.45% 0.94% 4.22% 5.87% 0.77% -7.17% 2.10% 5.69% 9.95% -6.75% 4.82% -11.03% 29.49%
2026 13.87% -4.20% 3.96% -5.41% 1.34% 0.00% — — — — — — 8.72%
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 1048.67
Min balance 739.82
Max balance 1406.34
Monthly Performance
Metric Value
Average monthly return (geometric), % 0.16
Average monthly return (arithmetic), % 0.76
Best month, % 20.45
Worst month, % -30.76
PnL, Volume & Fees
Metric Value
Total PnL 48.67
Total PnL, % 4.87
Gross profit 2105.00
Gross loss 2001.25
Trading volume (USDT) 149185.49
Total transactions (buy/sell) 123
Total fees 53.19
Funding net -1.89
Funding accrued (received) 11.03
Funding paid 12.92
Trades
Metric Value
Total Trades 122
Win Trades 80
Los Trades 42
Win Rate, % 65.57
Expectancy per trade 0.8504
Max consecutive wins 8
Max consecutive losses 4
Risk & Exposure
Metric Value
Position avg, % of margin balance 19.63
Position max, % of margin balance 146.30
Max Drawdown 666.52
Max Drawdown, % 47.39
Risk-Adjusted Ratios
Metric Value
Profit Factor (gross profit/gross loss) 1.0518
Recovery Factor (Total PnL / Max DD) 0.0730
Sharpe ratio (monthly) 0.2486
Sortino ratio (monthly) 0.3313
CAGR, % 1.99
Calmar ratio (CAGR / Max DD%) 0.0419
Open Positions Size (USDT)
Strategy Charts
SOLUSDT 4h zigzag | PnL: 103.75 | Fee: 53.19 | Vol: 149185.49
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": 18,
    "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
}