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
1725.26
Total PnL
725.26 (72.53%)
Total Trades (Win/Los)
430 (116/314)
Win Rate
26.98%
Max Drawdown
329.92 (20.14%)
Total Fees
297.99
Position avg (max), %
17.38 (127.59)
Profit Factor
1.35
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 -1.74% 7.84% -10.22% -1.15% 12.79% -6.56% -6.95% 7.96% -1.38% 6.89% 9.02% -4.44% 9.34%
2025 9.52% 3.42% -13.89% 7.46% 4.41% 1.03% 8.01% 5.77% 4.33% -4.84% 7.18% -10.67% 20.08%
2026 7.66% 13.18% 2.67% 4.82% 0.20% 0.00% — — — — — — 31.41%
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 1725.26
Min balance 877.07
Max balance 1833.81
Monthly Performance
Metric Value
Average monthly return (geometric), % 1.83
Average monthly return (arithmetic), % 2.08
Best month, % 13.18
Worst month, % -13.89
PnL, Volume & Fees
Metric Value
Total PnL 725.26
Total PnL, % 72.53
Gross profit 3918.09
Gross loss 2896.98
Trading volume (USDT) 830486.90
Total transactions (buy/sell) 433
Total fees 297.99
Funding net 2.15
Funding accrued (received) 13.81
Funding paid 11.66
Trades
Metric Value
Total Trades 430
Win Trades 116
Los Trades 314
Win Rate, % 26.98
Expectancy per trade 2.3747
Max consecutive wins 4
Max consecutive losses 24
Risk & Exposure
Metric Value
Position avg, % of margin balance 17.38
Position max, % of margin balance 127.59
Max Drawdown 329.92
Max Drawdown, % 20.14
Risk-Adjusted Ratios
Metric Value
Profit Factor (gross profit/gross loss) 1.3525
Recovery Factor (Total PnL / Max DD) 2.1983
Sharpe ratio (monthly) 1.0358
Sortino ratio (monthly) 1.6782
CAGR, % 25.34
Calmar ratio (CAGR / Max DD%) 1.2583
Open Positions Size (USDT)
Strategy Charts
SOLUSDT 4h zigzag | PnL: 1021.11 | Fee: 297.99 | Vol: 830486.90
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": 17,
    "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
}