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
1686.28
Total PnL
686.28 (68.63%)
Total Trades (Win/Los)
294 (98/196)
Win Rate
33.33%
Max Drawdown
424.32 (38.82%)
Total Fees
159.21
Position avg (max), %
17.70 (133.17)
Profit Factor
1.39
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 -9.64% 4.43% -12.50% 3.61% 6.26% -0.29% -7.48% -7.68% -1.98% 3.32% 1.33% -13.24% -31.08%
2025 9.77% 3.12% 17.79% 3.34% 10.11% 1.05% 7.93% 4.04% 6.16% -5.19% 6.54% 5.87% 95.43%
2026 8.86% 9.17% -6.57% 4.55% 7.85% 0.00% — — — — — — 25.20%
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 1686.28
Min balance 668.82
Max balance 1687.82
Monthly Performance
Metric Value
Average monthly return (geometric), % 1.76
Average monthly return (arithmetic), % 2.02
Best month, % 17.79
Worst month, % -13.24
PnL, Volume & Fees
Metric Value
Total PnL 686.28
Total PnL, % 68.63
Gross profit 2997.02
Gross loss 2154.09
Trading volume (USDT) 444354.50
Total transactions (buy/sell) 297
Total fees 159.21
Funding net 2.56
Funding accrued (received) 12.05
Funding paid 9.50
Trades
Metric Value
Total Trades 294
Win Trades 98
Los Trades 196
Win Rate, % 33.33
Expectancy per trade 2.8671
Max consecutive wins 4
Max consecutive losses 22
Risk & Exposure
Metric Value
Position avg, % of margin balance 17.70
Position max, % of margin balance 133.17
Max Drawdown 424.32
Max Drawdown, % 38.82
Risk-Adjusted Ratios
Metric Value
Profit Factor (gross profit/gross loss) 1.3913
Recovery Factor (Total PnL / Max DD) 1.6174
Sharpe ratio (monthly) 0.9716
Sortino ratio (monthly) 1.5449
CAGR, % 24.16
Calmar ratio (CAGR / Max DD%) 0.6223
Open Positions Size (USDT)
Strategy Charts
SOLUSDT 4h zigzag | PnL: 842.93 | Fee: 159.21 | Vol: 444354.50
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": 2,
    "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
}