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
1677.61
Total PnL
677.61 (67.76%)
Total Trades (Win/Los)
274 (99/175)
Win Rate
36.13%
Max Drawdown
514.34 (25.67%)
Total Fees
188.38
Position avg (max), %
16.05 (116.83)
Profit Factor
1.31
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 13.52% 7.18% 1.25% 3.74% -8.62% -3.37% -18.88% 9.60% 3.93% 5.44% 1.07% -11.24% -1.35%
2025 8.00% 5.89% 17.21% 4.88% 8.18% 3.96% 3.50% 3.78% 1.73% -3.61% -3.14% -0.76% 60.06%
2026 10.17% 12.32% -18.58% 5.23% 0.21% 0.00% — — — — — — 6.25%
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 1677.61
Min balance 886.99
Max balance 2003.68
Monthly Performance
Metric Value
Average monthly return (geometric), % 1.74
Average monthly return (arithmetic), % 2.09
Best month, % 17.21
Worst month, % -18.88
PnL, Volume & Fees
Metric Value
Total PnL 677.61
Total PnL, % 67.76
Gross profit 3676.13
Gross loss 2813.40
Trading volume (USDT) 525819.66
Total transactions (buy/sell) 276
Total fees 188.38
Funding net 3.26
Funding accrued (received) 14.70
Funding paid 11.45
Trades
Metric Value
Total Trades 274
Win Trades 99
Los Trades 175
Win Rate, % 36.13
Expectancy per trade 3.1486
Max consecutive wins 5
Max consecutive losses 31
Risk & Exposure
Metric Value
Position avg, % of margin balance 16.05
Position max, % of margin balance 116.83
Max Drawdown 514.34
Max Drawdown, % 25.67
Risk-Adjusted Ratios
Metric Value
Profit Factor (gross profit/gross loss) 1.3066
Recovery Factor (Total PnL / Max DD) 1.3174
Sharpe ratio (monthly) 0.8835
Sortino ratio (monthly) 1.2935
CAGR, % 23.89
Calmar ratio (CAGR / Max DD%) 0.9308
Open Positions Size (USDT)
Strategy Charts
SOLUSDT 4h zigzag | PnL: 862.73 | Fee: 188.38 | Vol: 525819.66
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": 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
}