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
2600.85
Total PnL
1600.85 (160.09%)
Total Trades (Win/Los)
81 (60/21)
Win Rate
74.07%
Max Drawdown
529.66 (23.20%)
Total Fees
52.75
Position avg (max), %
12.49 (122.36)
Profit Factor
2.80
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 | -3.42% | 19.82% | 0.66% | 4.41% | 3.50% | 4.64% | 3.97% | 12.12% | 3.85% | -4.59% | 0.90% | -5.45% | 45.14% |
| 2025 | 11.14% | 3.94% | 3.91% | 7.65% | 3.83% | -2.64% | 10.66% | 3.65% | 3.36% | -11.24% | 4.95% | -11.14% | 28.22% |
| 2026 | 11.79% | 4.12% | 3.92% | 7.23% | 7.76% | 0.00% | — | — | — | — | — | — | 39.76% |
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 | 2600.85 |
| Min balance | 927.36 |
| Max balance | 2603.19 |
Monthly Performance
| Metric | Value |
|---|---|
| Average monthly return (geometric), % | 3.24 |
| Average monthly return (arithmetic), % | 3.44 |
| Best month, % | 19.82 |
| Worst month, % | -11.24 |
PnL, Volume & Fees
| Metric | Value |
|---|---|
| Total PnL | 1600.85 |
| Total PnL, % | 160.09 |
| Gross profit | 2576.39 |
| Gross loss | 920.13 |
| Trading volume (USDT) | 148305.27 |
| Total transactions (buy/sell) | 82 |
| Total fees | 52.75 |
| Funding net | -2.66 |
| Funding accrued (received) | 11.43 |
| Funding paid | 14.08 |
Trades
| Metric | Value |
|---|---|
| Total Trades | 81 |
| Win Trades | 60 |
| Los Trades | 21 |
| Win Rate, % | 74.07 |
| Expectancy per trade | 20.4477 |
| Max consecutive wins | 13 |
| Max consecutive losses | 2 |
Risk & Exposure
| Metric | Value |
|---|---|
| Position avg, % of margin balance | 12.49 |
| Position max, % of margin balance | 122.36 |
| Max Drawdown | 529.66 |
| Max Drawdown, % | 23.20 |
Risk-Adjusted Ratios
| Metric | Value |
|---|---|
| Profit Factor (gross profit/gross loss) | 2.8000 |
| Recovery Factor (Total PnL / Max DD) | 3.0224 |
| Sharpe ratio (monthly) | 1.8383 |
| Sortino ratio (monthly) | 3.6541 |
| CAGR, % | 48.56 |
| Calmar ratio (CAGR / Max DD%) | 2.0935 |
Open Positions Size (USDT)
Strategy Charts
SOLUSDT 4h zigzag | PnL: 1656.26 | Fee: 52.75 | Vol: 148305.27
Realized PnL by Symbol
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": 15,
"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
}