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
2094.72
Total PnL
1094.72 (109.47%)
Total Trades (Win/Los)
249 (93/156)
Win Rate
37.35%
Max Drawdown
384.88 (18.97%)
Total Fees
189.13
Position avg (max), %
13.39 (119.85)
Profit Factor
1.54
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 20.69% -4.31% 2.11% -14.04% 11.91% 3.93% 3.74% -1.66% 3.90% 4.47% 0.52% -6.78% 22.35%
2025 3.56% 3.80% 0.20% 4.74% 1.80% -2.00% 8.86% 4.89% 3.10% 7.47% -1.47% 0.32% 40.74%
2026 7.56% 0.36% 6.02% -1.32% 7.72% 0.00% — — — — — — 21.65%
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 2094.72
Min balance 956.82
Max balance 2096.74
Monthly Performance
Metric Value
Average monthly return (geometric), % 2.50
Average monthly return (arithmetic), % 2.67
Best month, % 20.69
Worst month, % -14.04
PnL, Volume & Fees
Metric Value
Total PnL 1094.72
Total PnL, % 109.47
Gross profit 3665.68
Gross loss 2381.80
Trading volume (USDT) 527904.03
Total transactions (buy/sell) 251
Total fees 189.13
Funding net -0.03
Funding accrued (received) 11.83
Funding paid 11.86
Trades
Metric Value
Total Trades 249
Win Trades 93
Los Trades 156
Win Rate, % 37.35
Expectancy per trade 5.1562
Max consecutive wins 5
Max consecutive losses 31
Risk & Exposure
Metric Value
Position avg, % of margin balance 13.39
Position max, % of margin balance 119.85
Max Drawdown 384.88
Max Drawdown, % 18.97
Risk-Adjusted Ratios
Metric Value
Profit Factor (gross profit/gross loss) 1.5390
Recovery Factor (Total PnL / Max DD) 2.8443
Sharpe ratio (monthly) 1.5475
Sortino ratio (monthly) 3.0699
CAGR, % 35.83
Calmar ratio (CAGR / Max DD%) 1.8889
Open Positions Size (USDT)
Strategy Charts
SOLUSDT 4h zigzag | PnL: 1283.88 | Fee: 189.13 | Vol: 527904.03
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": 20,
    "detection": 1,
    "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
}