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
1475.00
Total PnL
475.00 (47.50%)
Total Trades (Win/Los)
226 (94/132)
Win Rate
41.59%
Max Drawdown
481.62 (43.00%)
Total Fees
116.29
Position avg (max), %
16.05 (121.27)
Profit Factor
1.27
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% 2.67% 0.76% 3.84% -20.13% -3.18% -16.64% 12.66% 4.00% 7.91% 0.75% -3.40% -17.12%
2025 1.72% 4.10% 15.45% 4.84% 9.47% 4.07% 3.56% 4.02% 3.89% -6.33% -2.99% -0.99% 47.02%
2026 9.95% 9.22% -10.90% 5.10% 7.64% 0.00% — — — — — — 21.06%
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 1475.00
Min balance 638.32
Max balance 1560.22
Monthly Performance
Metric Value
Average monthly return (geometric), % 1.30
Average monthly return (arithmetic), % 1.61
Best month, % 15.45
Worst month, % -20.13
PnL, Volume & Fees
Metric Value
Total PnL 475.00
Total PnL, % 47.50
Gross profit 2745.23
Gross loss 2158.66
Trading volume (USDT) 324916.38
Total transactions (buy/sell) 227
Total fees 116.29
Funding net 4.71
Funding accrued (received) 12.74
Funding paid 8.03
Trades
Metric Value
Total Trades 226
Win Trades 94
Los Trades 132
Win Rate, % 41.59
Expectancy per trade 2.5955
Max consecutive wins 5
Max consecutive losses 15
Risk & Exposure
Metric Value
Position avg, % of margin balance 16.05
Position max, % of margin balance 121.27
Max Drawdown 481.62
Max Drawdown, % 43.00
Risk-Adjusted Ratios
Metric Value
Profit Factor (gross profit/gross loss) 1.2717
Recovery Factor (Total PnL / Max DD) 0.9863
Sharpe ratio (monthly) 0.7276
Sortino ratio (monthly) 1.0304
CAGR, % 17.46
Calmar ratio (CAGR / Max DD%) 0.4061
Open Positions Size (USDT)
Strategy Charts
SOLUSDT 4h zigzag | PnL: 586.57 | Fee: 116.29 | Vol: 324916.38
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": 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
}