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
854.62
Total PnL
-145.38 (-14.54%)
Total Trades (Win/Los)
240 (148/92)
Win Rate
61.67%
Max Drawdown
1021.12 (56.64%)
Total Fees
137.49
Position avg (max), %
29.85 (125.28)
Profit Factor
1.00
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 2.82% -8.37% -0.87% 10.39% -3.01% 11.62% 4.74% 19.23% 3.29% -9.12% 5.30% -10.79% 22.91%
2025 22.13% -4.03% 12.83% 1.41% -15.93% 11.76% -11.01% 11.92% -4.46% 1.49% 5.53% -4.40% 22.75%
2026 -1.45% -11.97% -13.24% -23.91% -1.09% 0.00% — — — — — — -43.35%
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 854.62
Min balance 781.81
Max balance 1802.92
Monthly Performance
Metric Value
Average monthly return (geometric), % -0.52
Average monthly return (arithmetic), % 0.03
Best month, % 22.13
Worst month, % -23.91
PnL, Volume & Fees
Metric Value
Total PnL -145.38
Total PnL, % -14.54
Gross profit 4647.62
Gross loss 4656.26
Trading volume (USDT) 385169.61
Total transactions (buy/sell) 241
Total fees 137.49
Funding net 0.74
Funding accrued (received) 23.14
Funding paid 22.39
Trades
Metric Value
Total Trades 240
Win Trades 148
Los Trades 92
Win Rate, % 61.67
Expectancy per trade -0.0360
Max consecutive wins 10
Max consecutive losses 6
Risk & Exposure
Metric Value
Position avg, % of margin balance 29.85
Position max, % of margin balance 125.28
Max Drawdown 1021.12
Max Drawdown, % 56.64
Risk-Adjusted Ratios
Metric Value
Profit Factor (gross profit/gross loss) 0.9981
Recovery Factor (Total PnL / Max DD) -0.1424
Sharpe ratio (monthly) 0.0088
Sortino ratio (monthly) 0.0126
CAGR, % -6.30
Calmar ratio (CAGR / Max DD%) -0.1112
Open Positions Size (USDT)
Strategy Charts
SOLUSDT 4h zigzag | PnL: -8.64 | Fee: 137.49 | Vol: 385169.61
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": 18,
    "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
}