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
1004.84
Total PnL
4.84 (0.48%)
Total Trades (Win/Los)
322 (190/132)
Win Rate
59.01%
Max Drawdown
1073.74 (59.93%)
Total Fees
175.59
Position avg (max), %
34.42 (124.04)
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 12.42% 6.04% 12.86% 11.35% 3.81% -3.81% 0.57% 4.60% 3.31% -7.88% 6.29% -12.07% 39.98%
2025 16.22% -9.46% -10.87% -4.83% -37.05% 0.00% 0.70% 5.59% -1.76% -3.69% 9.77% -9.04% -43.56%
2026 7.88% 15.65% 16.53% -10.56% -2.19% 0.00% — — — — — — 27.19%
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 1004.84
Min balance 717.94
Max balance 1791.68
Monthly Performance
Metric Value
Average monthly return (geometric), % 0.02
Average monthly return (arithmetic), % 0.68
Best month, % 16.53
Worst month, % -37.05
PnL, Volume & Fees
Metric Value
Total PnL 4.84
Total PnL, % 0.48
Gross profit 5571.87
Gross loss 5392.23
Trading volume (USDT) 491614.14
Total transactions (buy/sell) 323
Total fees 175.59
Funding net 0.79
Funding accrued (received) 24.53
Funding paid 23.74
Trades
Metric Value
Total Trades 322
Win Trades 190
Los Trades 132
Win Rate, % 59.01
Expectancy per trade 0.5579
Max consecutive wins 8
Max consecutive losses 5
Risk & Exposure
Metric Value
Position avg, % of margin balance 34.42
Position max, % of margin balance 124.04
Max Drawdown 1073.74
Max Drawdown, % 59.93
Risk-Adjusted Ratios
Metric Value
Profit Factor (gross profit/gross loss) 1.0333
Recovery Factor (Total PnL / Max DD) 0.0045
Sharpe ratio (monthly) 0.2158
Sortino ratio (monthly) 0.2854
CAGR, % 0.20
Calmar ratio (CAGR / Max DD%) 0.0033
Open Positions Size (USDT)
Strategy Charts
SOLUSDT 4h zigzag | PnL: 179.64 | Fee: 175.59 | Vol: 491614.14
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": 4,
    "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
}