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
2407.33
Total PnL
1407.33 (140.73%)
Total Trades (Win/Los)
302 (107/195)
Win Rate
35.43%
Max Drawdown
434.09 (17.99%)
Total Fees
268.48
Position avg (max), %
15.52 (117.68)
Profit Factor
1.53
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 20.54% 2.51% 2.07% -5.01% 16.48% 0.67% -6.98% -5.78% 3.90% 1.58% -1.24% -10.40% 15.00%
2025 9.54% 3.82% 17.33% 4.25% 8.87% -2.03% 9.03% 5.60% 4.35% -5.36% 6.55% -0.84% 78.22%
2026 7.61% 0.23% 6.67% -5.12% 7.60% 0.00% — — — — — — 17.46%
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 2407.33
Min balance 991.23
Max balance 2524.31
Monthly Performance
Metric Value
Average monthly return (geometric), % 2.97
Average monthly return (arithmetic), % 3.21
Best month, % 20.54
Worst month, % -10.40
PnL, Volume & Fees
Metric Value
Total PnL 1407.33
Total PnL, % 140.73
Gross profit 4840.48
Gross loss 3166.23
Trading volume (USDT) 749132.32
Total transactions (buy/sell) 305
Total fees 268.48
Funding net 1.56
Funding accrued (received) 16.28
Funding paid 14.72
Trades
Metric Value
Total Trades 302
Win Trades 107
Los Trades 195
Win Rate, % 35.43
Expectancy per trade 5.5439
Max consecutive wins 6
Max consecutive losses 25
Risk & Exposure
Metric Value
Position avg, % of margin balance 15.52
Position max, % of margin balance 117.68
Max Drawdown 434.09
Max Drawdown, % 17.99
Risk-Adjusted Ratios
Metric Value
Profit Factor (gross profit/gross loss) 1.5288
Recovery Factor (Total PnL / Max DD) 3.2420
Sharpe ratio (monthly) 1.5611
Sortino ratio (monthly) 3.6662
CAGR, % 43.88
Calmar ratio (CAGR / Max DD%) 2.4395
Open Positions Size (USDT)
Strategy Charts
SOLUSDT 4h zigzag | PnL: 1674.25 | Fee: 268.48 | Vol: 749132.32
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": 19,
    "detection": 1,
    "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
}