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
1487.86
Total PnL
487.86 (48.79%)
Total Trades (Win/Los)
430 (113/317)
Win Rate
26.28%
Max Drawdown
469.67 (30.93%)
Total Fees
330.99
Position avg (max), %
15.36 (117.96)
Profit Factor
1.26
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 6.62% -0.16% 0.23% 3.16% 5.60% 5.90% 19.25% -3.03% -5.70% 1.39% 1.58% -7.35% 28.09%
2025 5.54% -1.18% -15.45% 4.07% 5.91% 3.99% -9.82% 12.08% 2.40% -6.52% 6.95% 0.08% 4.65%
2026 11.84% 1.42% -2.59% 4.79% -4.13% 0.00% — — — — — — 10.99%
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 1487.86
Min balance 931.13
Max balance 1646.95
Monthly Performance
Metric Value
Average monthly return (geometric), % 1.33
Average monthly return (arithmetic), % 1.56
Best month, % 19.25
Worst month, % -15.45
PnL, Volume & Fees
Metric Value
Total PnL 487.86
Total PnL, % 48.79
Gross profit 3920.88
Gross loss 3105.17
Trading volume (USDT) 922123.90
Total transactions (buy/sell) 433
Total fees 330.99
Funding net 3.15
Funding accrued (received) 13.51
Funding paid 10.36
Trades
Metric Value
Total Trades 430
Win Trades 113
Los Trades 317
Win Rate, % 26.28
Expectancy per trade 1.8970
Max consecutive wins 6
Max consecutive losses 37
Risk & Exposure
Metric Value
Position avg, % of margin balance 15.36
Position max, % of margin balance 117.96
Max Drawdown 469.67
Max Drawdown, % 30.93
Risk-Adjusted Ratios
Metric Value
Profit Factor (gross profit/gross loss) 1.2627
Recovery Factor (Total PnL / Max DD) 1.0387
Sharpe ratio (monthly) 0.7968
Sortino ratio (monthly) 1.3274
CAGR, % 17.89
Calmar ratio (CAGR / Max DD%) 0.5783
Open Positions Size (USDT)
Strategy Charts
SOLUSDT 4h zigzag | PnL: 815.71 | Fee: 330.99 | Vol: 922123.90
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": 13,
    "detection": 1,
    "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
}