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
1425.85
Total PnL
425.85 (42.58%)
Total Trades (Win/Los)
313 (103/210)
Win Rate
32.91%
Max Drawdown
467.45 (25.64%)
Total Fees
238.51
Position avg (max), %
17.84 (130.15)
Profit Factor
1.21
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 13.68% 7.46% 1.25% 3.78% -2.77% -3.37% -4.41% 2.46% 3.96% -4.01% 6.99% -10.33% 13.09%
2025 6.10% 0.94% 8.53% 4.86% 3.92% 3.87% -0.46% 4.03% 1.75% -5.89% -1.53% -2.70% 24.98%
2026 9.99% 14.36% -18.54% 5.29% -6.48% 0.00% — — — — — — 0.89%
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 1425.85
Min balance 989.02
Max balance 1823.10
Monthly Performance
Metric Value
Average monthly return (geometric), % 1.19
Average monthly return (arithmetic), % 1.42
Best month, % 14.36
Worst month, % -18.54
PnL, Volume & Fees
Metric Value
Total PnL 425.85
Total PnL, % 42.58
Gross profit 3784.81
Gross loss 3124.31
Trading volume (USDT) 665113.00
Total transactions (buy/sell) 314
Total fees 238.51
Funding net 3.86
Funding accrued (received) 16.27
Funding paid 12.42
Trades
Metric Value
Total Trades 313
Win Trades 103
Los Trades 210
Win Rate, % 32.91
Expectancy per trade 2.1102
Max consecutive wins 5
Max consecutive losses 65
Risk & Exposure
Metric Value
Position avg, % of margin balance 17.84
Position max, % of margin balance 130.15
Max Drawdown 467.45
Max Drawdown, % 25.64
Risk-Adjusted Ratios
Metric Value
Profit Factor (gross profit/gross loss) 1.2114
Recovery Factor (Total PnL / Max DD) 0.9110
Sharpe ratio (monthly) 0.7277
Sortino ratio (monthly) 1.1107
CAGR, % 15.83
Calmar ratio (CAGR / Max DD%) 0.6172
Open Positions Size (USDT)
Strategy Charts
SOLUSDT 4h zigzag | PnL: 660.50 | Fee: 238.51 | Vol: 665113.00
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": 3,
    "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
}