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
1304.40
Total PnL
304.40 (30.44%)
Total Trades (Win/Los)
106 (73/33)
Win Rate
68.87%
Max Drawdown
407.73 (40.33%)
Total Fees
41.31
Position avg (max), %
16.02 (131.66)
Profit Factor
1.26
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 -21.33% 1.20% 0.96% 3.94% -20.24% -3.16% 4.14% 12.51% 3.91% 0.40% 8.30% -0.78% -15.25%
2025 11.11% 4.57% 6.19% 5.41% 4.05% -3.05% 3.86% 0.14% 3.88% -13.41% 9.63% -8.44% 23.18%
2026 13.55% -5.68% 1.44% 7.59% 6.91% 0.00% — — — — — — 24.95%
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 1304.40
Min balance 603.26
Max balance 1305.47
Monthly Performance
Metric Value
Average monthly return (geometric), % 0.89
Average monthly return (arithmetic), % 1.25
Best month, % 13.55
Worst month, % -21.33
PnL, Volume & Fees
Metric Value
Total PnL 304.40
Total PnL, % 30.44
Gross profit 1704.16
Gross loss 1356.80
Trading volume (USDT) 115881.31
Total transactions (buy/sell) 107
Total fees 41.31
Funding net -1.65
Funding accrued (received) 8.15
Funding paid 9.80
Trades
Metric Value
Total Trades 106
Win Trades 73
Los Trades 33
Win Rate, % 68.87
Expectancy per trade 3.2770
Max consecutive wins 8
Max consecutive losses 4
Risk & Exposure
Metric Value
Position avg, % of margin balance 16.02
Position max, % of margin balance 131.66
Max Drawdown 407.73
Max Drawdown, % 40.33
Risk-Adjusted Ratios
Metric Value
Profit Factor (gross profit/gross loss) 1.2560
Recovery Factor (Total PnL / Max DD) 0.7466
Sharpe ratio (monthly) 0.5261
Sortino ratio (monthly) 0.6951
CAGR, % 11.63
Calmar ratio (CAGR / Max DD%) 0.2884
Open Positions Size (USDT)
Strategy Charts
SOLUSDT 4h zigzag | PnL: 347.36 | Fee: 41.31 | Vol: 115881.31
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": 7,
    "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
}