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
1656.91
Total PnL
656.91 (65.69%)
Total Trades (Win/Los)
257 (93/164)
Win Rate
36.19%
Max Drawdown
416.21 (33.02%)
Total Fees
161.45
Position avg (max), %
17.38 (129.13)
Profit Factor
1.34
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 13.52% 0.14% 1.00% 3.84% -11.47% -3.30% -5.67% 11.32% 3.98% -8.96% 1.13% -14.70% -12.49%
2025 8.06% 4.14% 17.18% 4.86% 8.52% 0.02% 2.65% 3.78% 4.32% -6.04% -3.04% 0.18% 52.22%
2026 10.68% 12.42% -5.06% 5.45% -0.15% 0.00% — — — — — — 24.38%
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 1656.91
Min balance 844.08
Max balance 1754.24
Monthly Performance
Metric Value
Average monthly return (geometric), % 1.70
Average monthly return (arithmetic), % 1.96
Best month, % 17.18
Worst month, % -14.70
PnL, Volume & Fees
Metric Value
Total PnL 656.91
Total PnL, % 65.69
Gross profit 3210.23
Gross loss 2396.63
Trading volume (USDT) 450666.49
Total transactions (buy/sell) 258
Total fees 161.45
Funding net 4.76
Funding accrued (received) 15.23
Funding paid 10.48
Trades
Metric Value
Total Trades 257
Win Trades 93
Los Trades 164
Win Rate, % 36.19
Expectancy per trade 3.1658
Max consecutive wins 4
Max consecutive losses 24
Risk & Exposure
Metric Value
Position avg, % of margin balance 17.38
Position max, % of margin balance 129.13
Max Drawdown 416.21
Max Drawdown, % 33.02
Risk-Adjusted Ratios
Metric Value
Profit Factor (gross profit/gross loss) 1.3395
Recovery Factor (Total PnL / Max DD) 1.5783
Sharpe ratio (monthly) 0.9347
Sortino ratio (monthly) 1.5964
CAGR, % 23.26
Calmar ratio (CAGR / Max DD%) 0.7042
Open Positions Size (USDT)
Strategy Charts
SOLUSDT 4h zigzag | PnL: 813.60 | Fee: 161.45 | Vol: 450666.49
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": 4,
    "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
}