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
1143.31
Total PnL
143.31 (14.33%)
Total Trades (Win/Los)
312 (115/197)
Win Rate
36.86%
Max Drawdown
604.73 (44.94%)
Total Fees
162.03
Position avg (max), %
17.78 (117.32)
Profit Factor
1.11
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 1.23% 11.41% 1.35% 3.94% 3.21% -5.26% -25.20% 5.17% 4.03% 7.91% 0.57% -20.55% -18.04%
2025 9.60% -1.40% -7.28% 4.04% -6.01% 3.88% 3.59% 11.83% 2.80% 4.18% -6.64% 7.38% 26.58%
2026 10.61% 6.84% -12.79% 5.23% 1.62% 0.00% — — — — — — 10.20%
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 1143.31
Min balance 740.86
Max balance 1345.58
Monthly Performance
Metric Value
Average monthly return (geometric), % 0.45
Average monthly return (arithmetic), % 0.84
Best month, % 11.83
Worst month, % -25.20
PnL, Volume & Fees
Metric Value
Total PnL 143.31
Total PnL, % 14.33
Gross profit 2981.81
Gross loss 2678.45
Trading volume (USDT) 452089.11
Total transactions (buy/sell) 313
Total fees 162.03
Funding net 1.97
Funding accrued (received) 11.67
Funding paid 9.69
Trades
Metric Value
Total Trades 312
Win Trades 115
Los Trades 197
Win Rate, % 36.86
Expectancy per trade 0.9723
Max consecutive wins 7
Max consecutive losses 30
Risk & Exposure
Metric Value
Position avg, % of margin balance 17.78
Position max, % of margin balance 117.32
Max Drawdown 604.73
Max Drawdown, % 44.94
Risk-Adjusted Ratios
Metric Value
Profit Factor (gross profit/gross loss) 1.1133
Recovery Factor (Total PnL / Max DD) 0.2370
Sharpe ratio (monthly) 0.3427
Sortino ratio (monthly) 0.4294
CAGR, % 5.70
Calmar ratio (CAGR / Max DD%) 0.1269
Open Positions Size (USDT)
Strategy Charts
SOLUSDT 4h zigzag | PnL: 303.37 | Fee: 162.03 | Vol: 452089.11
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": 3,
    "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
}