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
925.58
Total PnL
-74.42 (-7.44%)
Total Trades (Win/Los)
1036 (521/515)
Win Rate
50.29%
Max Drawdown
1115.78 (59.08%)
Total Fees
715.25
Position avg (max), %
52.83 (123.26)
Profit Factor
1.05
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 23.88% 2.72% 2.14% 18.48% -2.33% 0.49% 5.39% -5.80% -9.53% 6.96% 9.05% 1.29% 60.35%
2025 0.24% 7.42% -21.80% -17.21% -1.25% 6.38% 10.30% 2.74% 18.62% -18.09% -8.08% -19.54% -40.37%
2026 -1.78% 2.97% 6.97% -0.43% -10.13% 0.04% — — — — — — -3.14%
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 925.58
Min balance 772.78
Max balance 1888.56
Monthly Performance
Metric Value
Average monthly return (geometric), % -0.26
Average monthly return (arithmetic), % 0.34
Best month, % 23.88
Worst month, % -21.80
PnL, Volume & Fees
Metric Value
Total PnL -74.42
Total PnL, % -7.44
Gross profit 13789.70
Gross loss 13147.82
Trading volume (USDT) 1996229.73
Total transactions (buy/sell) 1037
Total fees 715.25
Funding net -1.05
Funding accrued (received) 40.10
Funding paid 41.15
Trades
Metric Value
Total Trades 1036
Win Trades 521
Los Trades 515
Win Rate, % 50.29
Expectancy per trade 0.6196
Max consecutive wins 9
Max consecutive losses 15
Risk & Exposure
Metric Value
Position avg, % of margin balance 52.83
Position max, % of margin balance 123.26
Max Drawdown 1115.78
Max Drawdown, % 59.08
Risk-Adjusted Ratios
Metric Value
Profit Factor (gross profit/gross loss) 1.0488
Recovery Factor (Total PnL / Max DD) -0.0667
Sharpe ratio (monthly) 0.1083
Sortino ratio (monthly) 0.1513
CAGR, % -3.15
Calmar ratio (CAGR / Max DD%) -0.0533
Open Positions Size (USDT)
Strategy Charts
SOLUSDT 4h zigzag | PnL: 641.88 | Fee: 715.25 | Vol: 1996229.73
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": 2,
    "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
}