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
1915.86
Total PnL
915.86 (91.59%)
Total Trades (Win/Los)
87 (63/24)
Win Rate
72.41%
Max Drawdown
374.80 (22.98%)
Total Fees
39.45
Position avg (max), %
17.13 (148.17)
Profit Factor
2.03
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% | 19.53% | 0.76% | 3.93% | -18.94% | -6.18% | 4.08% | 11.29% | 3.94% | -2.52% | 0.73% | -1.57% | -7.02% |
| 2025 | 10.88% | 3.88% | 4.01% | 8.85% | 3.79% | -2.59% | 10.76% | 11.63% | 3.75% | -5.40% | -0.51% | -8.25% | 46.05% |
| 2026 | 12.06% | 4.20% | 3.92% | 8.23% | 7.42% | 0.00% | — | — | — | — | — | — | 41.07% |
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 | 1915.86 |
| Min balance | 754.12 |
| Max balance | 1917.77 |
Monthly Performance
| Metric | Value |
|---|---|
| Average monthly return (geometric), % | 2.19 |
| Average monthly return (arithmetic), % | 2.52 |
| Best month, % | 19.53 |
| Worst month, % | -18.94 |
PnL, Volume & Fees
| Metric | Value |
|---|---|
| Total PnL | 915.86 |
| Total PnL, % | 91.59 |
| Gross profit | 1879.82 |
| Gross loss | 925.51 |
| Trading volume (USDT) | 110831.13 |
| Total transactions (buy/sell) | 88 |
| Total fees | 39.45 |
| Funding net | 1.00 |
| Funding accrued (received) | 12.46 |
| Funding paid | 11.47 |
Trades
| Metric | Value |
|---|---|
| Total Trades | 87 |
| Win Trades | 63 |
| Los Trades | 24 |
| Win Rate, % | 72.41 |
| Expectancy per trade | 10.9691 |
| Max consecutive wins | 7 |
| Max consecutive losses | 2 |
Risk & Exposure
| Metric | Value |
|---|---|
| Position avg, % of margin balance | 17.13 |
| Position max, % of margin balance | 148.17 |
| Max Drawdown | 374.80 |
| Max Drawdown, % | 22.98 |
Risk-Adjusted Ratios
| Metric | Value |
|---|---|
| Profit Factor (gross profit/gross loss) | 2.0311 |
| Recovery Factor (Total PnL / Max DD) | 2.4436 |
| Sharpe ratio (monthly) | 1.0850 |
| Sortino ratio (monthly) | 1.7263 |
| CAGR, % | 30.90 |
| Calmar ratio (CAGR / Max DD%) | 1.3448 |
Open Positions Size (USDT)
Strategy Charts
SOLUSDT 4h zigzag | PnL: 954.31 | Fee: 39.45 | Vol: 110831.13
Realized PnL by Symbol
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": 11,
"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
}