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
1093.92
Total PnL
93.92 (9.39%)
Total Trades (Win/Los)
187 (102/85)
Win Rate
54.55%
Max Drawdown
532.73 (37.80%)
Total Fees
84.78
Position avg (max), %
18.28 (131.79)
Profit Factor
1.07
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 -21.10% 15.37% 7.97% 4.17% -13.84% -0.98% -4.94% 12.51% 4.05% 8.78% 6.51% -28.01% -18.92%
2025 18.35% -0.08% -1.66% 3.82% 3.02% 12.22% 2.85% 12.77% 3.86% -6.16% -12.15% -20.95% 9.57%
2026 12.71% -5.79% 3.24% 5.08% 6.90% 0.00% — — — — — — 23.14%
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 1093.92
Min balance 716.57
Max balance 1409.25
Monthly Performance
Metric Value
Average monthly return (geometric), % 0.30
Average monthly return (arithmetic), % 0.95
Best month, % 18.35
Worst month, % -28.01
PnL, Volume & Fees
Metric Value
Total PnL 93.92
Total PnL, % 9.39
Gross profit 2591.63
Gross loss 2415.03
Trading volume (USDT) 237291.92
Total transactions (buy/sell) 188
Total fees 84.78
Funding net 2.10
Funding accrued (received) 11.69
Funding paid 9.59
Trades
Metric Value
Total Trades 187
Win Trades 102
Los Trades 85
Win Rate, % 54.55
Expectancy per trade 0.9444
Max consecutive wins 12
Max consecutive losses 6
Risk & Exposure
Metric Value
Position avg, % of margin balance 18.28
Position max, % of margin balance 131.79
Max Drawdown 532.73
Max Drawdown, % 37.80
Risk-Adjusted Ratios
Metric Value
Profit Factor (gross profit/gross loss) 1.0731
Recovery Factor (Total PnL / Max DD) 0.1763
Sharpe ratio (monthly) 0.2993
Sortino ratio (monthly) 0.3929
CAGR, % 3.79
Calmar ratio (CAGR / Max DD%) 0.1002
Open Positions Size (USDT)
Strategy Charts
SOLUSDT 4h zigzag | PnL: 176.60 | Fee: 84.78 | Vol: 237291.92
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": 4,
    "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
}