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
1844.83
Total PnL
844.83 (84.48%)
Total Trades (Win/Los)
123 (82/41)
Win Rate
66.67%
Max Drawdown
389.44 (22.67%)
Total Fees
59.50
Position avg (max), %
16.60 (125.70)
Profit Factor
1.58
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 -9.21% 6.90% 0.79% 4.16% -19.30% -2.42% 9.43% 12.31% 3.92% 7.91% 8.23% -26.73% -12.31%
2025 20.06% 0.80% 6.20% 5.40% 4.03% 11.91% 2.54% 12.54% 3.79% -13.47% 9.53% -8.25% 64.27%
2026 13.44% -4.22% 1.68% 8.35% 6.99% 0.00% — — — — — — 28.08%
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 1844.83
Min balance 756.89
Max balance 1846.35
Monthly Performance
Metric Value
Average monthly return (geometric), % 2.06
Average monthly return (arithmetic), % 2.58
Best month, % 20.06
Worst month, % -26.73
PnL, Volume & Fees
Metric Value
Total PnL 844.83
Total PnL, % 84.48
Gross profit 2481.05
Gross loss 1574.75
Trading volume (USDT) 166929.05
Total transactions (buy/sell) 124
Total fees 59.50
Funding net -1.97
Funding accrued (received) 10.93
Funding paid 12.89
Trades
Metric Value
Total Trades 123
Win Trades 82
Los Trades 41
Win Rate, % 66.67
Expectancy per trade 7.3683
Max consecutive wins 8
Max consecutive losses 8
Risk & Exposure
Metric Value
Position avg, % of margin balance 16.60
Position max, % of margin balance 125.70
Max Drawdown 389.44
Max Drawdown, % 22.67
Risk-Adjusted Ratios
Metric Value
Profit Factor (gross profit/gross loss) 1.5755
Recovery Factor (Total PnL / Max DD) 2.1693
Sharpe ratio (monthly) 0.9085
Sortino ratio (monthly) 1.2865
CAGR, % 28.86
Calmar ratio (CAGR / Max DD%) 1.2733
Open Positions Size (USDT)
Strategy Charts
SOLUSDT 4h zigzag | PnL: 906.30 | Fee: 59.50 | Vol: 166929.05
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": 6,
    "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
}