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
1438.85
Total PnL
438.85 (43.89%)
Total Trades (Win/Los)
443 (107/336)
Win Rate
24.15%
Max Drawdown
432.86 (27.74%)
Total Fees
356.90
Position avg (max), %
16.14 (111.88)
Profit Factor
1.25
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 12.19% 4.41% 1.45% 3.82% 10.14% -4.32% -12.58% 4.60% 4.01% 2.81% 10.16% -7.97% 28.89%
2025 8.42% 2.98% -15.24% 2.66% 4.07% 0.02% 2.73% 3.75% -3.87% -1.12% 2.78% -5.39% -0.36%
2026 9.81% 9.59% -2.28% -0.71% -4.04% 0.00% — — — — — — 12.05%
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 1438.85
Min balance 990.14
Max balance 1670.22
Monthly Performance
Metric Value
Average monthly return (geometric), % 1.22
Average monthly return (arithmetic), % 1.43
Best month, % 12.19
Worst month, % -15.24
PnL, Volume & Fees
Metric Value
Total PnL 438.85
Total PnL, % 43.89
Gross profit 3935.56
Gross loss 3143.75
Trading volume (USDT) 994140.08
Total transactions (buy/sell) 446
Total fees 356.90
Funding net 3.95
Funding accrued (received) 14.77
Funding paid 10.82
Trades
Metric Value
Total Trades 443
Win Trades 107
Los Trades 336
Win Rate, % 24.15
Expectancy per trade 1.7874
Max consecutive wins 5
Max consecutive losses 63
Risk & Exposure
Metric Value
Position avg, % of margin balance 16.14
Position max, % of margin balance 111.88
Max Drawdown 432.86
Max Drawdown, % 27.74
Risk-Adjusted Ratios
Metric Value
Profit Factor (gross profit/gross loss) 1.2519
Recovery Factor (Total PnL / Max DD) 1.0139
Sharpe ratio (monthly) 0.7718
Sortino ratio (monthly) 1.1675
CAGR, % 16.26
Calmar ratio (CAGR / Max DD%) 0.5862
Open Positions Size (USDT)
Strategy Charts
SOLUSDT 4h zigzag | PnL: 791.80 | Fee: 356.90 | Vol: 994140.08
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": 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
}