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
1399.25
Total PnL
399.25 (39.92%)
Total Trades (Win/Los)
349 (112/237)
Win Rate
32.09%
Max Drawdown
494.59 (31.95%)
Total Fees
208.45
Position avg (max), %
18.16 (127.35)
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 -3.57% 4.43% 0.76% -7.09% 12.22% -7.38% -1.95% -7.80% 3.93% 4.62% 8.66% -9.24% -5.01%
2025 9.80% 6.42% -8.12% 7.46% 9.37% 2.17% 8.74% 3.77% 3.06% 2.92% -3.07% -16.98% 24.15%
2026 9.17% 11.37% -7.70% 4.63% 1.04% 0.00% — — — — — — 18.64%
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 1399.25
Min balance 821.38
Max balance 1547.96
Monthly Performance
Metric Value
Average monthly return (geometric), % 1.13
Average monthly return (arithmetic), % 1.39
Best month, % 12.22
Worst month, % -16.98
PnL, Volume & Fees
Metric Value
Total PnL 399.25
Total PnL, % 39.92
Gross profit 3482.44
Gross loss 2877.61
Trading volume (USDT) 581433.49
Total transactions (buy/sell) 351
Total fees 208.45
Funding net 2.87
Funding accrued (received) 13.85
Funding paid 10.99
Trades
Metric Value
Total Trades 349
Win Trades 112
Los Trades 237
Win Rate, % 32.09
Expectancy per trade 1.7330
Max consecutive wins 5
Max consecutive losses 22
Risk & Exposure
Metric Value
Position avg, % of margin balance 18.16
Position max, % of margin balance 127.35
Max Drawdown 494.59
Max Drawdown, % 31.95
Risk-Adjusted Ratios
Metric Value
Profit Factor (gross profit/gross loss) 1.2102
Recovery Factor (Total PnL / Max DD) 0.8072
Sharpe ratio (monthly) 0.6703
Sortino ratio (monthly) 1.0023
CAGR, % 14.93
Calmar ratio (CAGR / Max DD%) 0.4671
Open Positions Size (USDT)
Strategy Charts
SOLUSDT 4h zigzag | PnL: 604.83 | Fee: 208.45 | Vol: 581433.49
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": 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
}