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
959.13
Total PnL
-40.87 (-4.09%)
Total Trades (Win/Los)
286 (170/116)
Win Rate
59.44%
Max Drawdown
746.19 (56.78%)
Total Fees
122.07
Position avg (max), %
30.10 (126.66)
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% 6.32% 11.64% 11.15% -0.77% -1.71% -4.70% 1.94% -1.53% -11.52% 7.30% -2.32% 8.09%
2025 7.08% -13.41% -7.84% -10.67% -17.86% -0.47% -1.03% 10.77% -1.54% -3.36% 7.30% 7.08% -25.21%
2026 7.76% 15.98% -0.30% -7.52% 2.98% 0.00% — — — — — — 18.65%
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 959.13
Min balance 567.94
Max balance 1314.13
Monthly Performance
Metric Value
Average monthly return (geometric), % -0.14
Average monthly return (arithmetic), % 0.18
Best month, % 15.98
Worst month, % -17.86
PnL, Volume & Fees
Metric Value
Total PnL -40.87
Total PnL, % -4.09
Gross profit 4020.96
Gross loss 3938.27
Trading volume (USDT) 341887.20
Total transactions (buy/sell) 287
Total fees 122.07
Funding net -1.49
Funding accrued (received) 16.13
Funding paid 17.62
Trades
Metric Value
Total Trades 286
Win Trades 170
Los Trades 116
Win Rate, % 59.44
Expectancy per trade 0.2892
Max consecutive wins 10
Max consecutive losses 5
Risk & Exposure
Metric Value
Position avg, % of margin balance 30.10
Position max, % of margin balance 126.66
Max Drawdown 746.19
Max Drawdown, % 56.78
Risk-Adjusted Ratios
Metric Value
Profit Factor (gross profit/gross loss) 1.0210
Recovery Factor (Total PnL / Max DD) -0.0548
Sharpe ratio (monthly) 0.0788
Sortino ratio (monthly) 0.1117
CAGR, % -1.71
Calmar ratio (CAGR / Max DD%) -0.0302
Open Positions Size (USDT)
Strategy Charts
SOLUSDT 4h zigzag | PnL: 82.70 | Fee: 122.07 | Vol: 341887.20
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": 11,
    "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
}