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
1291.54
Total PnL
291.54 (29.15%)
Total Trades (Win/Los)
359 (99/260)
Win Rate
27.58%
Max Drawdown
594.35 (32.52%)
Total Fees
285.44
Position avg (max), %
17.58 (112.10)
Profit Factor
1.17
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 20.43% -3.10% 1.50% 2.35% 1.39% -0.74% -0.20% 3.95% 3.95% 4.00% 8.12% -11.40% 31.09%
2025 6.90% 1.08% -0.29% 3.50% 3.56% 6.11% 3.65% 4.47% 3.32% -16.28% -1.24% -5.60% 7.01%
2026 8.11% 10.92% -21.42% -2.39% 0.10% 0.00% — — — — — — -7.92%
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 1291.54
Min balance 990.14
Max balance 1827.71
Monthly Performance
Metric Value
Average monthly return (geometric), % 0.86
Average monthly return (arithmetic), % 1.16
Best month, % 20.43
Worst month, % -21.42
PnL, Volume & Fees
Metric Value
Total PnL 291.54
Total PnL, % 29.15
Gross profit 3884.55
Gross loss 3308.64
Trading volume (USDT) 795590.03
Total transactions (buy/sell) 362
Total fees 285.44
Funding net 1.06
Funding accrued (received) 14.90
Funding paid 13.84
Trades
Metric Value
Total Trades 359
Win Trades 99
Los Trades 260
Win Rate, % 27.58
Expectancy per trade 1.6042
Max consecutive wins 5
Max consecutive losses 39
Risk & Exposure
Metric Value
Position avg, % of margin balance 17.58
Position max, % of margin balance 112.10
Max Drawdown 594.35
Max Drawdown, % 32.52
Risk-Adjusted Ratios
Metric Value
Profit Factor (gross profit/gross loss) 1.1741
Recovery Factor (Total PnL / Max DD) 0.4905
Sharpe ratio (monthly) 0.5267
Sortino ratio (monthly) 0.7319
CAGR, % 11.18
Calmar ratio (CAGR / Max DD%) 0.3437
Open Positions Size (USDT)
Strategy Charts
SOLUSDT 4h zigzag | PnL: 575.91 | Fee: 285.44 | Vol: 795590.03
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": 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
}