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
888.13
Total PnL
-111.87 (-11.19%)
Total Trades (Win/Los)
300 (179/121)
Win Rate
59.67%
Max Drawdown
838.04 (50.63%)
Total Fees
159.07
Position avg (max), %
36.03 (143.62)
Profit Factor
1.01
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 17.23% -8.64% -8.45% 11.05% 0.64% 10.37% -4.52% 5.38% 5.75% -6.22% 1.67% -9.14% 11.47%
2025 16.35% -2.99% 12.02% -4.38% -18.65% 1.48% -12.06% 5.58% 0.02% 15.41% 5.83% 6.92% 21.04%
2026 -0.31% -6.91% -13.32% -19.73% 1.94% 0.00% — — — — — — -34.17%
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 888.13
Min balance 817.06
Max balance 1655.09
Monthly Performance
Metric Value
Average monthly return (geometric), % -0.39
Average monthly return (arithmetic), % 0.08
Best month, % 17.23
Worst month, % -19.73
PnL, Volume & Fees
Metric Value
Total PnL -111.87
Total PnL, % -11.19
Gross profit 5167.10
Gross loss 5123.68
Trading volume (USDT) 445451.91
Total transactions (buy/sell) 301
Total fees 159.07
Funding net 3.78
Funding accrued (received) 26.94
Funding paid 23.17
Trades
Metric Value
Total Trades 300
Win Trades 179
Los Trades 121
Win Rate, % 59.67
Expectancy per trade 0.1447
Max consecutive wins 9
Max consecutive losses 5
Risk & Exposure
Metric Value
Position avg, % of margin balance 36.03
Position max, % of margin balance 143.62
Max Drawdown 838.04
Max Drawdown, % 50.63
Risk-Adjusted Ratios
Metric Value
Profit Factor (gross profit/gross loss) 1.0085
Recovery Factor (Total PnL / Max DD) -0.1335
Sharpe ratio (monthly) 0.0277
Sortino ratio (monthly) 0.0387
CAGR, % -4.79
Calmar ratio (CAGR / Max DD%) -0.0947
Open Positions Size (USDT)
Strategy Charts
SOLUSDT 4h zigzag | PnL: 43.42 | Fee: 159.07 | Vol: 445451.91
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": 13,
    "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
}