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
1140.98
Total PnL
140.98 (14.10%)
Total Trades (Win/Los)
318 (103/215)
Win Rate
32.39%
Max Drawdown
418.42 (34.43%)
Total Fees
180.90
Position avg (max), %
18.34 (130.76)
Profit Factor
1.12
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 2.61% 1.07% 0.74% 3.73% 0.97% -2.25% -3.50% -4.18% 4.04% 3.74% 1.10% -23.35% -17.29%
2025 8.33% 4.42% 9.24% 3.51% 9.63% 2.15% 0.31% 3.74% 0.35% -8.88% -2.95% -10.53% 18.36%
2026 7.24% 8.48% -6.18% -0.86% 7.71% 0.00% — — — — — — 16.55%
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 1140.98
Min balance 796.96
Max balance 1257.54
Monthly Performance
Metric Value
Average monthly return (geometric), % 0.44
Average monthly return (arithmetic), % 0.68
Best month, % 9.63
Worst month, % -23.35
PnL, Volume & Fees
Metric Value
Total PnL 140.98
Total PnL, % 14.10
Gross profit 3060.88
Gross loss 2740.38
Trading volume (USDT) 504646.56
Total transactions (buy/sell) 320
Total fees 180.90
Funding net 1.38
Funding accrued (received) 12.28
Funding paid 10.90
Trades
Metric Value
Total Trades 318
Win Trades 103
Los Trades 215
Win Rate, % 32.39
Expectancy per trade 1.0079
Max consecutive wins 5
Max consecutive losses 24
Risk & Exposure
Metric Value
Position avg, % of margin balance 18.34
Position max, % of margin balance 130.76
Max Drawdown 418.42
Max Drawdown, % 34.43
Risk-Adjusted Ratios
Metric Value
Profit Factor (gross profit/gross loss) 1.1170
Recovery Factor (Total PnL / Max DD) 0.3369
Sharpe ratio (monthly) 0.3529
Sortino ratio (monthly) 0.4519
CAGR, % 5.61
Calmar ratio (CAGR / Max DD%) 0.1631
Open Positions Size (USDT)
Strategy Charts
SOLUSDT 4h zigzag | PnL: 320.50 | Fee: 180.90 | Vol: 504646.56
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": 3,
    "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
}