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
983.46
Total PnL
-16.54 (-1.65%)
Total Trades (Win/Los)
350 (204/146)
Win Rate
58.29%
Max Drawdown
940.73 (55.66%)
Total Fees
194.03
Position avg (max), %
37.07 (127.02)
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 18.05% -5.60% 13.11% 4.62% 4.72% 4.51% 0.23% 4.08% 1.79% -5.26% 3.49% -8.71% 37.16%
2025 16.34% -8.98% -11.04% -4.93% -34.13% 2.94% 3.03% 8.10% 6.08% -6.86% 10.38% -2.27% -27.91%
2026 4.70% 6.56% 12.58% -19.87% -1.07% -0.04% — — — — — — -0.48%
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 983.46
Min balance 749.26
Max balance 1689.99
Monthly Performance
Metric Value
Average monthly return (geometric), % -0.05
Average monthly return (arithmetic), % 0.55
Best month, % 18.05
Worst month, % -34.13
PnL, Volume & Fees
Metric Value
Total PnL -16.54
Total PnL, % -1.65
Gross profit 5937.54
Gross loss 5757.45
Trading volume (USDT) 543107.92
Total transactions (buy/sell) 351
Total fees 194.03
Funding net -2.60
Funding accrued (received) 24.99
Funding paid 27.60
Trades
Metric Value
Total Trades 350
Win Trades 204
Los Trades 146
Win Rate, % 58.29
Expectancy per trade 0.5146
Max consecutive wins 8
Max consecutive losses 5
Risk & Exposure
Metric Value
Position avg, % of margin balance 37.07
Position max, % of margin balance 127.02
Max Drawdown 940.73
Max Drawdown, % 55.66
Risk-Adjusted Ratios
Metric Value
Profit Factor (gross profit/gross loss) 1.0313
Recovery Factor (Total PnL / Max DD) -0.0176
Sharpe ratio (monthly) 0.1828
Sortino ratio (monthly) 0.2355
CAGR, % -0.69
Calmar ratio (CAGR / Max DD%) -0.0124
Open Positions Size (USDT)
Strategy Charts
SOLUSDT 4h zigzag | PnL: 180.10 | Fee: 194.03 | Vol: 543107.92
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": 3,
    "detection": 10,
    "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
}