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
988.80
Total PnL
-11.20 (-1.12%)
Total Trades (Win/Los)
286 (169/117)
Win Rate
59.09%
Max Drawdown
719.03 (47.96%)
Total Fees
138.39
Position avg (max), %
33.81 (137.68)
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 13.75% 6.25% -1.28% 10.40% 0.62% -4.40% -18.07% 5.77% 6.49% -9.69% 6.29% -12.14% -1.38%
2025 16.42% -1.20% 12.35% -6.88% -25.83% 0.22% 0.02% 4.61% -4.38% -3.17% 7.32% 4.94% -2.41%
2026 6.48% 16.20% -7.27% -12.16% 1.93% 0.00% — — — — — — 2.74%
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 988.80
Min balance 780.18
Max balance 1499.21
Monthly Performance
Metric Value
Average monthly return (geometric), % -0.04
Average monthly return (arithmetic), % 0.45
Best month, % 16.42
Worst month, % -25.83
PnL, Volume & Fees
Metric Value
Total PnL -11.20
Total PnL, % -1.12
Gross profit 4551.85
Gross loss 4429.58
Trading volume (USDT) 387598.28
Total transactions (buy/sell) 287
Total fees 138.39
Funding net 4.93
Funding accrued (received) 24.02
Funding paid 19.09
Trades
Metric Value
Total Trades 286
Win Trades 169
Los Trades 117
Win Rate, % 59.09
Expectancy per trade 0.4275
Max consecutive wins 8
Max consecutive losses 5
Risk & Exposure
Metric Value
Position avg, % of margin balance 33.81
Position max, % of margin balance 137.68
Max Drawdown 719.03
Max Drawdown, % 47.96
Risk-Adjusted Ratios
Metric Value
Profit Factor (gross profit/gross loss) 1.0276
Recovery Factor (Total PnL / Max DD) -0.0156
Sharpe ratio (monthly) 0.1623
Sortino ratio (monthly) 0.2197
CAGR, % -0.47
Calmar ratio (CAGR / Max DD%) -0.0097
Open Positions Size (USDT)
Strategy Charts
SOLUSDT 4h zigzag | PnL: 122.27 | Fee: 138.39 | Vol: 387598.28
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": 12,
    "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
}