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
1487.64
Total PnL
487.64 (48.76%)
Total Trades (Win/Los)
113 (72/41)
Win Rate
63.72%
Max Drawdown
430.34 (41.77%)
Total Fees
48.70
Position avg (max), %
16.50 (131.26)
Profit Factor
1.37
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 -18.82% 4.47% 0.90% 3.82% -23.84% -4.66% 4.11% 12.32% 3.97% 8.01% 0.81% -5.37% -19.19%
2025 15.37% 4.30% 6.34% 6.52% 3.85% 0.25% 7.81% 11.46% 3.86% -13.23% 3.23% 0.34% 59.16%
2026 4.41% -6.86% 2.17% 8.33% 7.46% 0.00% — — — — — — 15.67%
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 1487.64
Min balance 599.80
Max balance 1489.05
Monthly Performance
Metric Value
Average monthly return (geometric), % 1.33
Average monthly return (arithmetic), % 1.71
Best month, % 15.37
Worst month, % -23.84
PnL, Volume & Fees
Metric Value
Total PnL 487.64
Total PnL, % 48.76
Gross profit 1960.53
Gross loss 1426.38
Trading volume (USDT) 136600.51
Total transactions (buy/sell) 114
Total fees 48.70
Funding net 2.18
Funding accrued (received) 11.27
Funding paid 9.09
Trades
Metric Value
Total Trades 113
Win Trades 72
Los Trades 41
Win Rate, % 63.72
Expectancy per trade 4.7271
Max consecutive wins 7
Max consecutive losses 4
Risk & Exposure
Metric Value
Position avg, % of margin balance 16.50
Position max, % of margin balance 131.26
Max Drawdown 430.34
Max Drawdown, % 41.77
Risk-Adjusted Ratios
Metric Value
Profit Factor (gross profit/gross loss) 1.3745
Recovery Factor (Total PnL / Max DD) 1.1332
Sharpe ratio (monthly) 0.7064
Sortino ratio (monthly) 0.9388
CAGR, % 17.88
Calmar ratio (CAGR / Max DD%) 0.4280
Open Positions Size (USDT)
Strategy Charts
SOLUSDT 4h zigzag | PnL: 534.16 | Fee: 48.70 | Vol: 136600.51
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": 7,
    "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
}