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
2064.40
Total PnL
1064.40 (106.44%)
Total Trades (Win/Los)
288 (104/184)
Win Rate
36.11%
Max Drawdown
641.33 (25.62%)
Total Fees
235.04
Position avg (max), %
16.50 (113.74)
Profit Factor
1.40
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% 11.87% 1.20% 3.79% 3.96% -5.21% -19.30% 5.48% 3.94% 7.79% 8.44% -7.92% 25.37%
2025 6.92% 1.78% 17.92% 2.58% -4.45% 3.94% 3.64% 3.80% 1.74% 7.66% -3.16% 3.89% 54.96%
2026 10.03% 14.18% -19.75% 5.21% 0.19% 0.00% — — — — — — 6.27%
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 2064.40
Min balance 989.02
Max balance 2502.96
Monthly Performance
Metric Value
Average monthly return (geometric), % 2.45
Average monthly return (arithmetic), % 2.79
Best month, % 17.92
Worst month, % -19.75
PnL, Volume & Fees
Metric Value
Total PnL 1064.40
Total PnL, % 106.44
Gross profit 4492.85
Gross loss 3198.25
Trading volume (USDT) 655999.78
Total transactions (buy/sell) 289
Total fees 235.04
Funding net 4.84
Funding accrued (received) 18.07
Funding paid 13.23
Trades
Metric Value
Total Trades 288
Win Trades 104
Los Trades 184
Win Rate, % 36.11
Expectancy per trade 4.4951
Max consecutive wins 5
Max consecutive losses 22
Risk & Exposure
Metric Value
Position avg, % of margin balance 16.50
Position max, % of margin balance 113.74
Max Drawdown 641.33
Max Drawdown, % 25.62
Risk-Adjusted Ratios
Metric Value
Profit Factor (gross profit/gross loss) 1.4048
Recovery Factor (Total PnL / Max DD) 1.6597
Sharpe ratio (monthly) 1.1818
Sortino ratio (monthly) 1.7848
CAGR, % 35.01
Calmar ratio (CAGR / Max DD%) 1.3663
Open Positions Size (USDT)
Strategy Charts
SOLUSDT 4h zigzag | PnL: 1294.60 | Fee: 235.04 | Vol: 655999.78
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": 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
}