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
927.65
Total PnL
-72.35 (-7.23%)
Total Trades (Win/Los)
196 (126/70)
Win Rate
64.29%
Max Drawdown
602.84 (47.22%)
Total Fees
85.62
Position avg (max), %
28.17 (131.91)
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 -1.04% 6.32% 0.89% 6.67% -7.93% -3.45% 4.71% 19.40% -9.28% -12.12% -9.46% -25.32% -32.16%
2025 22.09% -3.41% 12.67% -1.97% -2.89% 11.38% 2.09% 13.76% 3.45% -3.78% 5.06% 0.22% 71.50%
2026 5.88% 0.21% -14.31% -15.97% 4.37% 0.00% — — — — — — -20.26%
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 927.65
Min balance 673.81
Max balance 1276.65
Monthly Performance
Metric Value
Average monthly return (geometric), % -0.25
Average monthly return (arithmetic), % 0.28
Best month, % 22.09
Worst month, % -25.32
PnL, Volume & Fees
Metric Value
Total PnL -72.35
Total PnL, % -7.23
Gross profit 3089.72
Gross loss 3076.59
Trading volume (USDT) 239968.19
Total transactions (buy/sell) 197
Total fees 85.62
Funding net 0.14
Funding accrued (received) 16.88
Funding paid 16.74
Trades
Metric Value
Total Trades 196
Win Trades 126
Los Trades 70
Win Rate, % 64.29
Expectancy per trade 0.0670
Max consecutive wins 10
Max consecutive losses 5
Risk & Exposure
Metric Value
Position avg, % of margin balance 28.17
Position max, % of margin balance 131.91
Max Drawdown 602.84
Max Drawdown, % 47.22
Risk-Adjusted Ratios
Metric Value
Profit Factor (gross profit/gross loss) 1.0043
Recovery Factor (Total PnL / Max DD) -0.1200
Sharpe ratio (monthly) 0.0940
Sortino ratio (monthly) 0.1331
CAGR, % -3.06
Calmar ratio (CAGR / Max DD%) -0.0648
Open Positions Size (USDT)
Strategy Charts
SOLUSDT 4h zigzag | PnL: 13.13 | Fee: 85.62 | Vol: 239968.19
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": 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
}