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
1480.42
Total PnL
480.42 (48.04%)
Total Trades (Win/Los)
204 (92/112)
Win Rate
45.10%
Max Drawdown
454.76 (39.96%)
Total Fees
102.37
Position avg (max), %
17.06 (119.83)
Profit Factor
1.28
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 -2.74% 8.55% 0.72% 3.82% -19.42% -5.31% -14.36% 8.13% 4.03% 7.95% 7.74% -6.50% -11.75%
2025 1.52% 4.22% 15.56% 2.64% 0.58% 4.08% 3.41% 4.01% 3.86% -2.17% -2.99% -5.50% 31.62%
2026 9.88% 9.67% -6.52% 5.11% 7.64% 0.00% — — — — — — 27.45%
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 1480.42
Min balance 683.39
Max balance 1492.41
Monthly Performance
Metric Value
Average monthly return (geometric), % 1.32
Average monthly return (arithmetic), % 1.59
Best month, % 15.56
Worst month, % -19.42
PnL, Volume & Fees
Metric Value
Total PnL 480.42
Total PnL, % 48.04
Gross profit 2669.42
Gross loss 2090.05
Trading volume (USDT) 286193.61
Total transactions (buy/sell) 205
Total fees 102.37
Funding net 3.42
Funding accrued (received) 12.65
Funding paid 9.23
Trades
Metric Value
Total Trades 204
Win Trades 92
Los Trades 112
Win Rate, % 45.10
Expectancy per trade 2.8400
Max consecutive wins 5
Max consecutive losses 14
Risk & Exposure
Metric Value
Position avg, % of margin balance 17.06
Position max, % of margin balance 119.83
Max Drawdown 454.76
Max Drawdown, % 39.96
Risk-Adjusted Ratios
Metric Value
Profit Factor (gross profit/gross loss) 1.2772
Recovery Factor (Total PnL / Max DD) 1.0564
Sharpe ratio (monthly) 0.7600
Sortino ratio (monthly) 1.1014
CAGR, % 17.64
Calmar ratio (CAGR / Max DD%) 0.4415
Open Positions Size (USDT)
Strategy Charts
SOLUSDT 4h zigzag | PnL: 579.37 | Fee: 102.37 | Vol: 286193.61
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": 5,
    "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
}