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
2114.44
Total PnL
1114.44 (111.44%)
Total Trades (Win/Los)
204 (90/114)
Win Rate
44.12%
Max Drawdown
629.17 (26.12%)
Total Fees
152.30
Position avg (max), %
14.42 (113.08)
Profit Factor
1.51
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 13.52% 4.53% 1.29% 3.77% -10.49% -3.38% -5.92% 12.80% 3.95% 5.54% 1.00% -14.97% 7.85%
2025 9.54% 2.51% 15.84% 3.52% 8.02% 3.70% 3.61% 11.89% 3.78% -2.27% -2.88% -0.69% 71.04%
2026 10.67% 12.30% -18.67% 5.54% 7.45% 0.00% — — — — — — 14.62%
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 2114.44
Min balance 956.98
Max balance 2409.04
Monthly Performance
Metric Value
Average monthly return (geometric), % 2.53
Average monthly return (arithmetic), % 2.85
Best month, % 15.84
Worst month, % -18.67
PnL, Volume & Fees
Metric Value
Total PnL 1114.44
Total PnL, % 111.44
Gross profit 3736.19
Gross loss 2472.60
Trading volume (USDT) 425591.42
Total transactions (buy/sell) 205
Total fees 152.30
Funding net 3.17
Funding accrued (received) 14.80
Funding paid 11.63
Trades
Metric Value
Total Trades 204
Win Trades 90
Los Trades 114
Win Rate, % 44.12
Expectancy per trade 6.1940
Max consecutive wins 5
Max consecutive losses 18
Risk & Exposure
Metric Value
Position avg, % of margin balance 14.42
Position max, % of margin balance 113.08
Max Drawdown 629.17
Max Drawdown, % 26.12
Risk-Adjusted Ratios
Metric Value
Profit Factor (gross profit/gross loss) 1.5110
Recovery Factor (Total PnL / Max DD) 1.7713
Sharpe ratio (monthly) 1.2441
Sortino ratio (monthly) 1.9833
CAGR, % 36.35
Calmar ratio (CAGR / Max DD%) 1.3919
Open Positions Size (USDT)
Strategy Charts
SOLUSDT 4h zigzag | PnL: 1263.58 | Fee: 152.30 | Vol: 425591.42
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": 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
}