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
947.55
Total PnL
-52.45 (-5.24%)
Total Trades (Win/Los)
289 (171/118)
Win Rate
59.17%
Max Drawdown
745.87 (54.73%)
Total Fees
131.05
Position avg (max), %
30.21 (124.17)
Profit Factor
1.02
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 -5.31% 7.29% 12.64% 11.74% -0.69% 0.91% -4.54% 2.46% -1.58% -9.86% 6.83% 0.92% 19.89%
2025 7.12% -7.84% -5.80% -9.84% -33.09% 0.49% -1.20% 10.76% -0.65% -4.22% 6.74% 6.81% -33.07%
2026 7.37% 15.73% 3.44% -7.61% -0.55% 0.00% — — — — — — 18.09%
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 947.55
Min balance 616.94
Max balance 1362.81
Monthly Performance
Metric Value
Average monthly return (geometric), % -0.18
Average monthly return (arithmetic), % 0.28
Best month, % 15.73
Worst month, % -33.09
PnL, Volume & Fees
Metric Value
Total PnL -52.45
Total PnL, % -5.24
Gross profit 4199.99
Gross loss 4120.38
Trading volume (USDT) 366925.87
Total transactions (buy/sell) 290
Total fees 131.05
Funding net -1.00
Funding accrued (received) 17.31
Funding paid 18.31
Trades
Metric Value
Total Trades 289
Win Trades 171
Los Trades 118
Win Rate, % 59.17
Expectancy per trade 0.2754
Max consecutive wins 10
Max consecutive losses 5
Risk & Exposure
Metric Value
Position avg, % of margin balance 30.21
Position max, % of margin balance 124.17
Max Drawdown 745.87
Max Drawdown, % 54.73
Risk-Adjusted Ratios
Metric Value
Profit Factor (gross profit/gross loss) 1.0193
Recovery Factor (Total PnL / Max DD) -0.0703
Sharpe ratio (monthly) 0.1074
Sortino ratio (monthly) 0.1377
CAGR, % -2.21
Calmar ratio (CAGR / Max DD%) -0.0403
Open Positions Size (USDT)
Strategy Charts
SOLUSDT 4h zigzag | PnL: 79.61 | Fee: 131.05 | Vol: 366925.87
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": 5,
    "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
}