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
1711.21
Total PnL
711.21 (71.12%)
Total Trades (Win/Los)
220 (92/128)
Win Rate
41.82%
Max Drawdown
510.03 (26.13%)
Total Fees
143.95
Position avg (max), %
15.25 (122.21)
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 11.63% 6.48% 1.28% 3.77% -19.48% -3.30% -6.00% 12.64% 3.99% 7.88% 0.54% -8.53% 6.25%
2025 1.88% 2.50% 15.53% 4.87% 9.02% 4.08% 5.17% 4.07% 3.78% -6.36% -3.09% -1.23% 46.13%
2026 10.71% 11.18% -20.64% 4.99% 7.46% 0.00% — — — — — — 10.21%
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 1711.21
Min balance 824.51
Max balance 1951.91
Monthly Performance
Metric Value
Average monthly return (geometric), % 1.81
Average monthly return (arithmetic), % 2.16
Best month, % 15.53
Worst month, % -20.64
PnL, Volume & Fees
Metric Value
Total PnL 711.21
Total PnL, % 71.12
Gross profit 3328.05
Gross loss 2476.77
Trading volume (USDT) 402169.13
Total transactions (buy/sell) 222
Total fees 143.95
Funding net 3.88
Funding accrued (received) 14.09
Funding paid 10.22
Trades
Metric Value
Total Trades 220
Win Trades 92
Los Trades 128
Win Rate, % 41.82
Expectancy per trade 3.8694
Max consecutive wins 5
Max consecutive losses 19
Risk & Exposure
Metric Value
Position avg, % of margin balance 15.25
Position max, % of margin balance 122.21
Max Drawdown 510.03
Max Drawdown, % 26.13
Risk-Adjusted Ratios
Metric Value
Profit Factor (gross profit/gross loss) 1.3437
Recovery Factor (Total PnL / Max DD) 1.3945
Sharpe ratio (monthly) 0.9123
Sortino ratio (monthly) 1.3115
CAGR, % 24.91
Calmar ratio (CAGR / Max DD%) 0.9535
Open Positions Size (USDT)
Strategy Charts
SOLUSDT 4h zigzag | PnL: 851.28 | Fee: 143.95 | Vol: 402169.13
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": 5,
    "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
}