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
1144.19
Total PnL
144.19 (14.42%)
Total Trades (Win/Los)
220 (99/121)
Win Rate
45.00%
Max Drawdown
375.55 (32.61%)
Total Fees
109.35
Position avg (max), %
17.84 (121.30)
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 -2.64% 9.71% 0.71% 3.84% -11.04% -3.48% -12.69% 9.74% 4.00% 8.91% 6.53% -21.54% -12.99%
2025 6.55% 3.14% 3.71% 3.81% 1.03% 4.08% -5.78% 5.54% 3.94% -2.14% -7.08% -4.34% 11.87%
2026 11.93% 7.09% -6.48% 4.68% 0.19% 0.00% — — — — — — 17.56%
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 1144.19
Min balance 776.05
Max balance 1243.67
Monthly Performance
Metric Value
Average monthly return (geometric), % 0.45
Average monthly return (arithmetic), % 0.73
Best month, % 11.93
Worst month, % -21.54
PnL, Volume & Fees
Metric Value
Total PnL 144.19
Total PnL, % 14.42
Gross profit 2596.28
Gross loss 2345.65
Trading volume (USDT) 305531.48
Total transactions (buy/sell) 221
Total fees 109.35
Funding net 2.90
Funding accrued (received) 12.24
Funding paid 9.33
Trades
Metric Value
Total Trades 220
Win Trades 99
Los Trades 121
Win Rate, % 45.00
Expectancy per trade 1.1392
Max consecutive wins 6
Max consecutive losses 16
Risk & Exposure
Metric Value
Position avg, % of margin balance 17.84
Position max, % of margin balance 121.30
Max Drawdown 375.55
Max Drawdown, % 32.61
Risk-Adjusted Ratios
Metric Value
Profit Factor (gross profit/gross loss) 1.1068
Recovery Factor (Total PnL / Max DD) 0.3839
Sharpe ratio (monthly) 0.3466
Sortino ratio (monthly) 0.4585
CAGR, % 5.74
Calmar ratio (CAGR / Max DD%) 0.1759
Open Positions Size (USDT)
Strategy Charts
SOLUSDT 4h zigzag | PnL: 250.63 | Fee: 109.35 | Vol: 305531.48
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": 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
}