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
2318.56
Total PnL
1318.56 (131.86%)
Total Trades (Win/Los)
88 (64/24)
Win Rate
72.73%
Max Drawdown
438.39 (22.40%)
Total Fees
48.38
Position avg (max), %
16.16 (164.86)
Profit Factor
2.43
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 -16.07% 19.34% 0.76% 3.94% 2.90% -7.45% 4.03% 12.09% 3.89% -4.58% 0.59% -0.55% 15.53%
2025 10.64% 3.90% 3.96% 7.59% 3.75% -2.60% 10.76% 11.77% 3.71% -11.20% 4.89% -8.35% 42.40%
2026 12.00% 4.14% 3.88% 8.25% 7.46% 0.00% — — — — — — 40.94%
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 2318.56
Min balance 806.18
Max balance 2320.73
Monthly Performance
Metric Value
Average monthly return (geometric), % 2.84
Average monthly return (arithmetic), % 3.11
Best month, % 19.34
Worst month, % -16.07
PnL, Volume & Fees
Metric Value
Total PnL 1318.56
Total PnL, % 131.86
Gross profit 2318.13
Gross loss 955.91
Trading volume (USDT) 135941.94
Total transactions (buy/sell) 89
Total fees 48.38
Funding net 4.72
Funding accrued (received) 15.73
Funding paid 11.02
Trades
Metric Value
Total Trades 88
Win Trades 64
Los Trades 24
Win Rate, % 72.73
Expectancy per trade 15.4797
Max consecutive wins 7
Max consecutive losses 2
Risk & Exposure
Metric Value
Position avg, % of margin balance 16.16
Position max, % of margin balance 164.86
Max Drawdown 438.39
Max Drawdown, % 22.40
Risk-Adjusted Ratios
Metric Value
Profit Factor (gross profit/gross loss) 2.4250
Recovery Factor (Total PnL / Max DD) 3.0077
Sharpe ratio (monthly) 1.4638
Sortino ratio (monthly) 2.5505
CAGR, % 41.66
Calmar ratio (CAGR / Max DD%) 1.8601
Open Positions Size (USDT)
Strategy Charts
SOLUSDT 4h zigzag | PnL: 1362.22 | Fee: 48.38 | Vol: 135941.94
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": 12,
    "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
}