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
2122.16
Total PnL
1122.16 (112.22%)
Total Trades (Win/Los)
123 (83/40)
Win Rate
67.48%
Max Drawdown
441.50 (21.18%)
Total Fees
78.77
Position avg (max), %
16.59 (133.81)
Profit Factor
1.55
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% 3.21% 3.51% 4.73% 8.20% 11.99% 3.85% 7.35% -15.46% -5.13% 31.93%
2025 20.43% 0.53% 3.87% 6.52% -0.33% -3.22% 3.35% 12.16% 3.84% -11.19% 6.51% -8.41% 34.73%
2026 13.58% -3.41% 3.89% -2.73% 7.70% 0.00% — — — — — — 19.39%
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 2122.16
Min balance 867.36
Max balance 2124.19
Monthly Performance
Metric Value
Average monthly return (geometric), % 2.54
Average monthly return (arithmetic), % 2.87
Best month, % 20.43
Worst month, % -15.46
PnL, Volume & Fees
Metric Value
Total PnL 1122.16
Total PnL, % 112.22
Gross profit 3379.92
Gross loss 2174.42
Trading volume (USDT) 221134.50
Total transactions (buy/sell) 124
Total fees 78.77
Funding net -4.58
Funding accrued (received) 13.37
Funding paid 17.94
Trades
Metric Value
Total Trades 123
Win Trades 83
Los Trades 40
Win Rate, % 67.48
Expectancy per trade 9.8009
Max consecutive wins 7
Max consecutive losses 2
Risk & Exposure
Metric Value
Position avg, % of margin balance 16.59
Position max, % of margin balance 133.81
Max Drawdown 441.50
Max Drawdown, % 21.18
Risk-Adjusted Ratios
Metric Value
Profit Factor (gross profit/gross loss) 1.5544
Recovery Factor (Total PnL / Max DD) 2.5417
Sharpe ratio (monthly) 1.2155
Sortino ratio (monthly) 2.2481
CAGR, % 36.56
Calmar ratio (CAGR / Max DD%) 1.7258
Open Positions Size (USDT)
Strategy Charts
SOLUSDT 4h zigzag | PnL: 1205.51 | Fee: 78.77 | Vol: 221134.50
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": 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
}