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
1171.28
Total PnL
171.28 (17.13%)
Total Trades (Win/Los)
392 (115/277)
Win Rate
29.34%
Max Drawdown
400.75 (34.62%)
Total Fees
232.59
Position avg (max), %
16.79 (133.15)
Profit Factor
1.15
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 10.78% -3.08% -11.98% 3.40% 9.23% 0.62% -0.36% 1.00% -2.02% 2.25% 1.56% -14.86% -6.39%
2025 11.77% -1.75% -15.37% 3.37% 11.22% 4.70% 4.38% -2.23% 9.36% -2.73% 8.89% -17.32% 9.36%
2026 7.27% 4.59% -4.15% 6.52% -0.13% 0.00% — — — — — — 14.41%
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 1171.28
Min balance 756.95
Max balance 1368.65
Monthly Performance
Metric Value
Average monthly return (geometric), % 0.53
Average monthly return (arithmetic), % 0.83
Best month, % 11.77
Worst month, % -17.32
PnL, Volume & Fees
Metric Value
Total PnL 171.28
Total PnL, % 17.13
Gross profit 3141.89
Gross loss 2742.57
Trading volume (USDT) 648278.20
Total transactions (buy/sell) 395
Total fees 232.59
Funding net 4.55
Funding accrued (received) 12.86
Funding paid 8.32
Trades
Metric Value
Total Trades 392
Win Trades 115
Los Trades 277
Win Rate, % 29.34
Expectancy per trade 1.0187
Max consecutive wins 5
Max consecutive losses 32
Risk & Exposure
Metric Value
Position avg, % of margin balance 16.79
Position max, % of margin balance 133.15
Max Drawdown 400.75
Max Drawdown, % 34.62
Risk-Adjusted Ratios
Metric Value
Profit Factor (gross profit/gross loss) 1.1456
Recovery Factor (Total PnL / Max DD) 0.4274
Sharpe ratio (monthly) 0.3773
Sortino ratio (monthly) 0.5127
CAGR, % 6.77
Calmar ratio (CAGR / Max DD%) 0.1955
Open Positions Size (USDT)
Strategy Charts
SOLUSDT 4h zigzag | PnL: 399.32 | Fee: 232.59 | Vol: 648278.20
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": 16,
    "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
}