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
1021.45
Total PnL
21.45 (2.14%)
Total Trades (Win/Los)
384 (102/282)
Win Rate
26.56%
Max Drawdown
448.62 (36.69%)
Total Fees
231.81
Position avg (max), %
18.24 (115.25)
Profit Factor
1.09
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 4.29% 4.34% 2.27% -0.75% -4.09% -2.35% -11.45% -2.52% 4.00% 3.71% 1.17% -12.32% -14.57%
2025 8.34% 6.43% 13.37% 3.53% 8.22% 2.16% 0.27% 3.75% -2.64% -18.80% 3.32% -7.15% 18.06%
2026 9.89% 8.49% -10.00% -0.74% -4.91% 0.00% — — — — — — 1.28%
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 1021.45
Min balance 774.12
Max balance 1331.47
Monthly Performance
Metric Value
Average monthly return (geometric), % 0.07
Average monthly return (arithmetic), % 0.33
Best month, % 13.37
Worst month, % -18.80
PnL, Volume & Fees
Metric Value
Total PnL 21.45
Total PnL, % 2.14
Gross profit 3120.07
Gross loss 2866.96
Trading volume (USDT) 646075.57
Total transactions (buy/sell) 386
Total fees 231.81
Funding net 0.14
Funding accrued (received) 11.68
Funding paid 11.54
Trades
Metric Value
Total Trades 384
Win Trades 102
Los Trades 282
Win Rate, % 26.56
Expectancy per trade 0.6592
Max consecutive wins 5
Max consecutive losses 65
Risk & Exposure
Metric Value
Position avg, % of margin balance 18.24
Position max, % of margin balance 115.25
Max Drawdown 448.62
Max Drawdown, % 36.69
Risk-Adjusted Ratios
Metric Value
Profit Factor (gross profit/gross loss) 1.0883
Recovery Factor (Total PnL / Max DD) 0.0478
Sharpe ratio (monthly) 0.1613
Sortino ratio (monthly) 0.2136
CAGR, % 0.88
Calmar ratio (CAGR / Max DD%) 0.0241
Open Positions Size (USDT)
Strategy Charts
SOLUSDT 4h zigzag | PnL: 253.12 | Fee: 231.81 | Vol: 646075.57
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": 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
}