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
2106.35
Total PnL
1106.35 (110.64%)
Total Trades (Win/Los)
394 (104/290)
Win Rate
26.40%
Max Drawdown
406.19 (16.73%)
Total Fees
374.05
Position avg (max), %
16.19 (109.73)
Profit Factor
1.49
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 20.88% 2.55% 2.04% -1.96% 5.77% 0.64% 1.11% -4.44% 3.88% 7.79% -1.29% -17.39% 16.45%
2025 9.58% -4.70% 12.24% 4.26% 9.43% 0.04% 7.98% 5.64% 6.29% -7.02% 6.42% -1.17% 58.63%
2026 8.73% 9.03% 3.53% -6.89% -0.22% 0.00% — — — — — — 14.03%
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 2106.35
Min balance 991.23
Max balance 2427.87
Monthly Performance
Metric Value
Average monthly return (geometric), % 2.51
Average monthly return (arithmetic), % 2.76
Best month, % 20.88
Worst month, % -17.39
PnL, Volume & Fees
Metric Value
Total PnL 1106.35
Total PnL, % 110.64
Gross profit 4524.34
Gross loss 3044.96
Trading volume (USDT) 1042111.79
Total transactions (buy/sell) 397
Total fees 374.05
Funding net 1.03
Funding accrued (received) 15.72
Funding paid 14.69
Trades
Metric Value
Total Trades 394
Win Trades 104
Los Trades 290
Win Rate, % 26.40
Expectancy per trade 3.7548
Max consecutive wins 8
Max consecutive losses 67
Risk & Exposure
Metric Value
Position avg, % of margin balance 16.19
Position max, % of margin balance 109.73
Max Drawdown 406.19
Max Drawdown, % 16.73
Risk-Adjusted Ratios
Metric Value
Profit Factor (gross profit/gross loss) 1.4858
Recovery Factor (Total PnL / Max DD) 2.7237
Sharpe ratio (monthly) 1.3641
Sortino ratio (monthly) 2.4729
CAGR, % 36.14
Calmar ratio (CAGR / Max DD%) 2.1600
Open Positions Size (USDT)
Strategy Charts
SOLUSDT 4h zigzag | PnL: 1479.37 | Fee: 374.05 | Vol: 1042111.79
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": 18,
    "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
}