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
2192.69
Total PnL
1192.69 (119.27%)
Total Trades (Win/Los)
116 (80/36)
Win Rate
68.97%
Max Drawdown
529.71 (26.39%)
Total Fees
65.28
Position avg (max), %
14.83 (127.27)
Profit Factor
1.77
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 | -9.48% | -0.37% | 0.85% | 4.15% | 3.46% | -3.15% | 4.98% | 11.22% | 3.92% | 7.67% | 8.23% | -4.73% | 27.87% |
| 2025 | 15.51% | 0.57% | 3.72% | 7.95% | 4.07% | -2.43% | 0.66% | 11.88% | 3.75% | -10.98% | -0.68% | -8.32% | 25.07% |
| 2026 | 13.72% | -0.24% | 3.88% | 8.26% | 7.47% | 0.00% | — | — | — | — | — | — | 37.11% |
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 | 2192.69 |
| Min balance | 791.33 |
| Max balance | 2194.66 |
Monthly Performance
| Metric | Value |
|---|---|
| Average monthly return (geometric), % | 2.65 |
| Average monthly return (arithmetic), % | 2.85 |
| Best month, % | 15.51 |
| Worst month, % | -10.98 |
PnL, Volume & Fees
| Metric | Value |
|---|---|
| Total PnL | 1192.69 |
| Total PnL, % | 119.27 |
| Gross profit | 2887.37 |
| Gross loss | 1630.07 |
| Trading volume (USDT) | 183303.99 |
| Total transactions (buy/sell) | 117 |
| Total fees | 65.28 |
| Funding net | 0.68 |
| Funding accrued (received) | 13.05 |
| Funding paid | 12.37 |
Trades
| Metric | Value |
|---|---|
| Total Trades | 116 |
| Win Trades | 80 |
| Los Trades | 36 |
| Win Rate, % | 68.97 |
| Expectancy per trade | 10.8388 |
| Max consecutive wins | 7 |
| Max consecutive losses | 3 |
Risk & Exposure
| Metric | Value |
|---|---|
| Position avg, % of margin balance | 14.83 |
| Position max, % of margin balance | 127.27 |
| Max Drawdown | 529.71 |
| Max Drawdown, % | 26.39 |
Risk-Adjusted Ratios
| Metric | Value |
|---|---|
| Profit Factor (gross profit/gross loss) | 1.7713 |
| Recovery Factor (Total PnL / Max DD) | 2.2516 |
| Sharpe ratio (monthly) | 1.5519 |
| Sortino ratio (monthly) | 3.0304 |
| CAGR, % | 38.42 |
| Calmar ratio (CAGR / Max DD%) | 1.4561 |
Open Positions Size (USDT)
Strategy Charts
SOLUSDT 4h zigzag | PnL: 1257.30 | Fee: 65.28 | Vol: 183303.99
Realized PnL by Symbol
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": 7,
"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
}