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
1229.58
Total PnL
229.58 (22.96%)
Total Trades (Win/Los)
395 (107/288)
Win Rate
27.09%
Max Drawdown
433.44 (27.03%)
Total Fees
296.74
Position avg (max), %
16.14 (134.12)
Profit Factor
1.18
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 7.87% 8.09% -12.36% 3.27% 1.08% -0.37% 6.01% 0.34% -2.12% 3.12% 4.47% -13.20% 3.47%
2025 11.55% 3.10% -5.64% 3.80% 11.21% 4.57% 4.16% 4.32% -2.47% 4.54% -2.71% -11.34% 25.20%
2026 7.58% 11.57% -5.46% -16.75% 0.48% 0.00% — — — — — — -5.08%
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 1229.58
Min balance 964.68
Max balance 1603.45
Monthly Performance
Metric Value
Average monthly return (geometric), % 0.69
Average monthly return (arithmetic), % 0.96
Best month, % 11.57
Worst month, % -16.75
PnL, Volume & Fees
Metric Value
Total PnL 229.58
Total PnL, % 22.96
Gross profit 3441.69
Gross loss 2919.06
Trading volume (USDT) 826760.28
Total transactions (buy/sell) 400
Total fees 296.74
Funding net 3.69
Funding accrued (received) 13.75
Funding paid 10.06
Trades
Metric Value
Total Trades 395
Win Trades 107
Los Trades 288
Win Rate, % 27.09
Expectancy per trade 1.3231
Max consecutive wins 6
Max consecutive losses 141
Risk & Exposure
Metric Value
Position avg, % of margin balance 16.14
Position max, % of margin balance 134.12
Max Drawdown 433.44
Max Drawdown, % 27.03
Risk-Adjusted Ratios
Metric Value
Profit Factor (gross profit/gross loss) 1.1790
Recovery Factor (Total PnL / Max DD) 0.5297
Sharpe ratio (monthly) 0.4621
Sortino ratio (monthly) 0.6361
CAGR, % 8.94
Calmar ratio (CAGR / Max DD%) 0.3306
Open Positions Size (USDT)
Strategy Charts
SOLUSDT 4h zigzag | PnL: 522.63 | Fee: 296.74 | Vol: 826760.28
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": 15,
    "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
}