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
1351.58
Total PnL
351.58 (35.16%)
Total Trades (Win/Los)
267 (97/170)
Win Rate
36.33%
Max Drawdown
400.46 (36.63%)
Total Fees
139.01
Position avg (max), %
18.84 (133.17)
Profit Factor
1.20
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 -3.45% 4.45% -12.50% -6.92% 5.88% -0.16% -1.80% -5.51% -1.97% 3.73% 1.29% -14.01% -28.64%
2025 9.71% 1.09% 19.78% 3.34% 10.29% 1.05% 7.91% 4.04% 2.40% -6.69% 2.81% -4.05% 61.93%
2026 9.39% 8.77% -7.40% 4.52% 1.58% 0.00% — — — — — — 16.97%
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 1351.58
Min balance 692.68
Max balance 1420.20
Monthly Performance
Metric Value
Average monthly return (geometric), % 1.01
Average monthly return (arithmetic), % 1.25
Best month, % 19.78
Worst month, % -14.01
PnL, Volume & Fees
Metric Value
Total PnL 351.58
Total PnL, % 35.16
Gross profit 2876.43
Gross loss 2387.86
Trading volume (USDT) 388152.92
Total transactions (buy/sell) 270
Total fees 139.01
Funding net 2.01
Funding accrued (received) 12.40
Funding paid 10.40
Trades
Metric Value
Total Trades 267
Win Trades 97
Los Trades 170
Win Rate, % 36.33
Expectancy per trade 1.8299
Max consecutive wins 4
Max consecutive losses 10
Risk & Exposure
Metric Value
Position avg, % of margin balance 18.84
Position max, % of margin balance 133.17
Max Drawdown 400.46
Max Drawdown, % 36.63
Risk-Adjusted Ratios
Metric Value
Profit Factor (gross profit/gross loss) 1.2046
Recovery Factor (Total PnL / Max DD) 0.8779
Sharpe ratio (monthly) 0.6191
Sortino ratio (monthly) 0.9993
CAGR, % 13.29
Calmar ratio (CAGR / Max DD%) 0.3627
Open Positions Size (USDT)
Strategy Charts
SOLUSDT 4h zigzag | PnL: 488.58 | Fee: 139.01 | Vol: 388152.92
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": 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
}