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
1378.35
Total PnL
378.35 (37.84%)
Total Trades (Win/Los)
266 (98/168)
Win Rate
36.84%
Max Drawdown
519.39 (34.66%)
Total Fees
179.02
Position avg (max), %
16.98 (118.45)
Profit Factor
1.19
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 20.62% 3.50% 1.39% 3.93% 2.18% -0.85% -3.89% -5.25% 4.02% 5.38% 0.46% -20.71% 5.96%
2025 7.92% 3.08% -10.17% 3.80% 6.42% 2.95% 3.54% 4.58% 4.07% -3.62% 3.05% 0.89% 28.32%
2026 9.93% 11.06% -21.46% 3.88% 1.78% 0.00% — — — — — — 1.38%
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 1378.35
Min balance 979.06
Max balance 1715.08
Monthly Performance
Metric Value
Average monthly return (geometric), % 1.08
Average monthly return (arithmetic), % 1.42
Best month, % 20.62
Worst month, % -21.46
PnL, Volume & Fees
Metric Value
Total PnL 378.35
Total PnL, % 37.84
Gross profit 3454.73
Gross loss 2899.02
Trading volume (USDT) 499573.07
Total transactions (buy/sell) 267
Total fees 179.02
Funding net 1.66
Funding accrued (received) 13.63
Funding paid 11.98
Trades
Metric Value
Total Trades 266
Win Trades 98
Los Trades 168
Win Rate, % 36.84
Expectancy per trade 2.0891
Max consecutive wins 5
Max consecutive losses 16
Risk & Exposure
Metric Value
Position avg, % of margin balance 16.98
Position max, % of margin balance 118.45
Max Drawdown 519.39
Max Drawdown, % 34.66
Risk-Adjusted Ratios
Metric Value
Profit Factor (gross profit/gross loss) 1.1917
Recovery Factor (Total PnL / Max DD) 0.7285
Sharpe ratio (monthly) 0.6112
Sortino ratio (monthly) 0.8289
CAGR, % 14.21
Calmar ratio (CAGR / Max DD%) 0.4100
Open Positions Size (USDT)
Strategy Charts
SOLUSDT 4h zigzag | PnL: 555.71 | Fee: 179.02 | Vol: 499573.07
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": 2,
    "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
}