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
1744.98
Total PnL
744.98 (74.50%)
Total Trades (Win/Los)
237 (103/134)
Win Rate
43.46%
Max Drawdown
524.44 (35.81%)
Total Fees
158.67
Position avg (max), %
17.12 (117.07)
Profit Factor
1.32
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 11.63% 15.28% 1.19% 3.55% -6.63% -3.34% -19.92% 5.12% 4.01% 7.73% 7.98% -7.09% 15.15%
2025 1.98% 3.46% 6.27% 4.89% 1.40% 3.88% -5.88% 3.11% 3.84% 7.69% -3.00% 3.51% 34.97%
2026 10.18% 8.79% -10.90% 4.68% 0.43% 0.00% — — — — — — 12.28%
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 1744.98
Min balance 940.22
Max balance 1986.12
Monthly Performance
Metric Value
Average monthly return (geometric), % 1.87
Average monthly return (arithmetic), % 2.13
Best month, % 15.28
Worst month, % -19.92
PnL, Volume & Fees
Metric Value
Total PnL 744.98
Total PnL, % 74.50
Gross profit 3713.23
Gross loss 2815.30
Trading volume (USDT) 443329.06
Total transactions (buy/sell) 238
Total fees 158.67
Funding net 5.71
Funding accrued (received) 16.95
Funding paid 11.24
Trades
Metric Value
Total Trades 237
Win Trades 103
Los Trades 134
Win Rate, % 43.46
Expectancy per trade 3.7888
Max consecutive wins 5
Max consecutive losses 14
Risk & Exposure
Metric Value
Position avg, % of margin balance 17.12
Position max, % of margin balance 117.07
Max Drawdown 524.44
Max Drawdown, % 35.81
Risk-Adjusted Ratios
Metric Value
Profit Factor (gross profit/gross loss) 1.3189
Recovery Factor (Total PnL / Max DD) 1.4205
Sharpe ratio (monthly) 1.0519
Sortino ratio (monthly) 1.5655
CAGR, % 25.93
Calmar ratio (CAGR / Max DD%) 0.7242
Open Positions Size (USDT)
Strategy Charts
SOLUSDT 4h zigzag | PnL: 897.94 | Fee: 158.67 | Vol: 443329.06
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": 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
}