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
1150.50
Total PnL
150.50 (15.05%)
Total Trades (Win/Los)
241 (92/149)
Win Rate
38.17%
Max Drawdown
415.48 (34.94%)
Total Fees
132.32
Position avg (max), %
16.77 (115.25)
Profit Factor
1.12
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 7.20% 4.34% 2.26% -2.19% -13.18% -2.26% -4.16% -0.18% 4.06% 3.78% 1.15% -19.42% -20.08%
2025 9.55% 4.09% 15.33% 3.51% 1.65% 0.02% 2.78% 3.72% 4.37% -7.15% -2.95% -6.84% 29.27%
2026 10.51% 8.49% -12.08% 4.89% 0.72% 0.00% — — — — — — 11.36%
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 1150.50
Min balance 773.76
Max balance 1274.93
Monthly Performance
Metric Value
Average monthly return (geometric), % 0.47
Average monthly return (arithmetic), % 0.73
Best month, % 15.33
Worst month, % -19.42
PnL, Volume & Fees
Metric Value
Total PnL 150.50
Total PnL, % 15.05
Gross profit 2627.24
Gross loss 2345.27
Trading volume (USDT) 369317.33
Total transactions (buy/sell) 242
Total fees 132.32
Funding net 0.85
Funding accrued (received) 10.84
Funding paid 9.99
Trades
Metric Value
Total Trades 241
Win Trades 92
Los Trades 149
Win Rate, % 38.17
Expectancy per trade 1.1700
Max consecutive wins 5
Max consecutive losses 18
Risk & Exposure
Metric Value
Position avg, % of margin balance 16.77
Position max, % of margin balance 115.25
Max Drawdown 415.48
Max Drawdown, % 34.94
Risk-Adjusted Ratios
Metric Value
Profit Factor (gross profit/gross loss) 1.1202
Recovery Factor (Total PnL / Max DD) 0.3622
Sharpe ratio (monthly) 0.3557
Sortino ratio (monthly) 0.4824
CAGR, % 5.98
Calmar ratio (CAGR / Max DD%) 0.1711
Open Positions Size (USDT)
Strategy Charts
SOLUSDT 4h zigzag | PnL: 281.97 | Fee: 132.32 | Vol: 369317.33
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": 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
}