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
1398.30
Total PnL
398.30 (39.83%)
Total Trades (Win/Los)
121 (81/40)
Win Rate
66.94%
Max Drawdown
406.35 (28.18%)
Total Fees
62.22
Position avg (max), %
18.30 (147.09)
Profit Factor
1.22
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% -0.68% 3.51% 4.63% -7.49% 11.36% 3.84% 7.40% -15.38% -6.14% 4.77%
2025 20.67% 0.67% 4.27% 5.83% -0.85% -7.00% 2.03% 13.85% 3.32% -11.07% 4.82% -11.21% 22.77%
2026 13.61% -4.05% 3.88% -5.40% 1.47% 0.00% — — — — — — 8.71%
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 1398.30
Min balance 849.54
Max balance 1578.69
Monthly Performance
Metric Value
Average monthly return (geometric), % 1.12
Average monthly return (arithmetic), % 1.50
Best month, % 20.67
Worst month, % -15.38
PnL, Volume & Fees
Metric Value
Total PnL 398.30
Total PnL, % 39.83
Gross profit 2531.49
Gross loss 2068.85
Trading volume (USDT) 174595.64
Total transactions (buy/sell) 122
Total fees 62.22
Funding net -2.12
Funding accrued (received) 12.43
Funding paid 14.56
Trades
Metric Value
Total Trades 121
Win Trades 81
Los Trades 40
Win Rate, % 66.94
Expectancy per trade 3.8234
Max consecutive wins 7
Max consecutive losses 2
Risk & Exposure
Metric Value
Position avg, % of margin balance 18.30
Position max, % of margin balance 147.09
Max Drawdown 406.35
Max Drawdown, % 28.18
Risk-Adjusted Ratios
Metric Value
Profit Factor (gross profit/gross loss) 1.2236
Recovery Factor (Total PnL / Max DD) 0.9802
Sharpe ratio (monthly) 0.5946
Sortino ratio (monthly) 0.9987
CAGR, % 14.89
Calmar ratio (CAGR / Max DD%) 0.5285
Open Positions Size (USDT)
Strategy Charts
SOLUSDT 4h zigzag | PnL: 462.64 | Fee: 62.22 | Vol: 174595.64
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": 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
}