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
1200.18
Total PnL
200.18 (20.02%)
Total Trades (Win/Los)
495 (134/361)
Win Rate
27.07%
Max Drawdown
726.65 (49.88%)
Total Fees
294.91
Position avg (max), %
20.07 (123.41)
Profit Factor
1.14
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 -1.82% 9.61% 3.47% 4.49% 1.91% 0.34% -6.83% 3.84% 4.20% 7.86% 10.09% -24.66% 7.30%
2025 4.84% -1.58% -26.23% 13.55% -13.96% 4.03% -5.70% 11.91% 3.40% 4.30% 17.48% 3.02% 6.55%
2026 5.51% 7.05% -14.55% 3.77% 4.80% 0.00% — — — — — — 4.97%
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 1200.18
Min balance 730.20
Max balance 1456.85
Monthly Performance
Metric Value
Average monthly return (geometric), % 0.61
Average monthly return (arithmetic), % 1.14
Best month, % 17.48
Worst month, % -26.23
PnL, Volume & Fees
Metric Value
Total PnL 200.18
Total PnL, % 20.02
Gross profit 3887.38
Gross loss 3395.76
Trading volume (USDT) 821983.43
Total transactions (buy/sell) 500
Total fees 294.91
Funding net 3.47
Funding accrued (received) 14.56
Funding paid 11.09
Trades
Metric Value
Total Trades 495
Win Trades 134
Los Trades 361
Win Rate, % 27.07
Expectancy per trade 0.9932
Max consecutive wins 5
Max consecutive losses 45
Risk & Exposure
Metric Value
Position avg, % of margin balance 20.07
Position max, % of margin balance 123.41
Max Drawdown 726.65
Max Drawdown, % 49.88
Risk-Adjusted Ratios
Metric Value
Profit Factor (gross profit/gross loss) 1.1448
Recovery Factor (Total PnL / Max DD) 0.2755
Sharpe ratio (monthly) 0.4010
Sortino ratio (monthly) 0.5107
CAGR, % 7.85
Calmar ratio (CAGR / Max DD%) 0.1574
Open Positions Size (USDT)
Strategy Charts
SOLUSDT 4h zigzag | PnL: 491.62 | Fee: 294.91 | Vol: 821983.43
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": 12,
    "detection": 2,
    "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
}