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
1048.98
Total PnL
48.98 (4.90%)
Total Trades (Win/Los)
316 (109/207)
Win Rate
34.49%
Max Drawdown
584.63 (46.73%)
Total Fees
175.56
Position avg (max), %
16.58 (126.01)
Profit Factor
1.08
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 13.75% 8.06% -10.89% -9.15% -2.66% 3.33% 3.81% -4.49% -2.94% 4.34% 2.54% -18.28% -15.78%
2025 13.72% -0.89% -21.91% 4.08% 11.63% 5.49% 3.08% 11.57% 6.59% -6.91% 3.16% -1.83% 24.67%
2026 11.76% 8.04% -21.56% 3.92% 1.51% 0.00% — — — — — — -0.09%
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 1048.98
Min balance 666.55
Max balance 1307.44
Monthly Performance
Metric Value
Average monthly return (geometric), % 0.16
Average monthly return (arithmetic), % 0.63
Best month, % 13.75
Worst month, % -21.91
PnL, Volume & Fees
Metric Value
Total PnL 48.98
Total PnL, % 4.90
Gross profit 2843.09
Gross loss 2621.28
Trading volume (USDT) 489576.29
Total transactions (buy/sell) 318
Total fees 175.56
Funding net 2.74
Funding accrued (received) 11.17
Funding paid 8.43
Trades
Metric Value
Total Trades 316
Win Trades 109
Los Trades 207
Win Rate, % 34.49
Expectancy per trade 0.7019
Max consecutive wins 6
Max consecutive losses 19
Risk & Exposure
Metric Value
Position avg, % of margin balance 16.58
Position max, % of margin balance 126.01
Max Drawdown 584.63
Max Drawdown, % 46.73
Risk-Adjusted Ratios
Metric Value
Profit Factor (gross profit/gross loss) 1.0846
Recovery Factor (Total PnL / Max DD) 0.0838
Sharpe ratio (monthly) 0.2319
Sortino ratio (monthly) 0.3014
CAGR, % 2.00
Calmar ratio (CAGR / Max DD%) 0.0428
Open Positions Size (USDT)
Strategy Charts
SOLUSDT 4h zigzag | PnL: 221.80 | Fee: 175.56 | Vol: 489576.29
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": 14,
    "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
}