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
835.64
Total PnL
-164.36 (-16.44%)
Total Trades (Win/Los)
786 (434/352)
Win Rate
55.22%
Max Drawdown
1917.32 (70.22%)
Total Fees
602.74
Position avg (max), %
49.05 (124.77)
Profit Factor
1.03
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 29.89% -4.63% 33.29% 20.67% 0.86% 18.19% 5.91% -12.33% -15.76% 24.32% 5.16% -22.19% 88.98%
2025 1.74% 5.50% -20.23% -26.07% -9.53% 5.96% 2.90% -0.16% 13.60% -13.50% -15.54% -6.88% -51.83%
2026 -0.14% 8.46% 0.79% -11.00% -5.49% 0.04% — — — — — — -8.15%
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 835.64
Min balance 813.14
Max balance 2730.46
Monthly Performance
Metric Value
Average monthly return (geometric), % -0.59
Average monthly return (arithmetic), % 0.46
Best month, % 33.29
Worst month, % -26.07
PnL, Volume & Fees
Metric Value
Total PnL -164.36
Total PnL, % -16.44
Gross profit 13650.49
Gross loss 13211.98
Trading volume (USDT) 1683768.07
Total transactions (buy/sell) 787
Total fees 602.74
Funding net -0.13
Funding accrued (received) 43.14
Funding paid 43.27
Trades
Metric Value
Total Trades 786
Win Trades 434
Los Trades 352
Win Rate, % 55.22
Expectancy per trade 0.5579
Max consecutive wins 13
Max consecutive losses 8
Risk & Exposure
Metric Value
Position avg, % of margin balance 49.05
Position max, % of margin balance 124.77
Max Drawdown 1917.32
Max Drawdown, % 70.22
Risk-Adjusted Ratios
Metric Value
Profit Factor (gross profit/gross loss) 1.0332
Recovery Factor (Total PnL / Max DD) -0.0857
Sharpe ratio (monthly) 0.1087
Sortino ratio (monthly) 0.1676
CAGR, % -7.17
Calmar ratio (CAGR / Max DD%) -0.1020
Open Positions Size (USDT)
Strategy Charts
SOLUSDT 4h zigzag | PnL: 438.51 | Fee: 602.74 | Vol: 1683768.07
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": 3,
    "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
}