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
1103.31
Total PnL
103.31 (10.33%)
Total Trades (Win/Los)
219 (104/115)
Win Rate
47.49%
Max Drawdown
363.17 (30.67%)
Total Fees
103.67
Position avg (max), %
17.12 (129.59)
Profit Factor
1.09
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 -19.65% 9.72% 0.87% 4.13% -11.04% 0.17% 0.58% 12.54% 4.05% 8.78% 6.51% -19.34% -9.16%
2025 9.31% -0.02% -9.38% 3.93% -0.87% 12.19% -5.78% 12.08% 3.94% -2.14% -7.03% -19.94% -8.47%
2026 12.43% 8.45% 3.33% 5.09% 0.23% 0.00% — — — — — — 32.70%
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 1103.31
Min balance 728.43
Max balance 1184.06
Monthly Performance
Metric Value
Average monthly return (geometric), % 0.33
Average monthly return (arithmetic), % 0.77
Best month, % 12.54
Worst month, % -19.94
PnL, Volume & Fees
Metric Value
Total PnL 103.31
Total PnL, % 10.33
Gross profit 2519.02
Gross loss 2314.23
Trading volume (USDT) 289687.14
Total transactions (buy/sell) 220
Total fees 103.67
Funding net 2.20
Funding accrued (received) 10.85
Funding paid 8.65
Trades
Metric Value
Total Trades 219
Win Trades 104
Los Trades 115
Win Rate, % 47.49
Expectancy per trade 0.9351
Max consecutive wins 12
Max consecutive losses 14
Risk & Exposure
Metric Value
Position avg, % of margin balance 17.12
Position max, % of margin balance 129.59
Max Drawdown 363.17
Max Drawdown, % 30.67
Risk-Adjusted Ratios
Metric Value
Profit Factor (gross profit/gross loss) 1.0885
Recovery Factor (Total PnL / Max DD) 0.2845
Sharpe ratio (monthly) 0.2919
Sortino ratio (monthly) 0.3839
CAGR, % 4.16
Calmar ratio (CAGR / Max DD%) 0.1355
Open Positions Size (USDT)
Strategy Charts
SOLUSDT 4h zigzag | PnL: 204.78 | Fee: 103.67 | Vol: 289687.14
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": 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
}