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
998.12
Total PnL
-1.88 (-0.19%)
Total Trades (Win/Los)
693 (238/455)
Win Rate
34.34%
Max Drawdown
511.94 (46.23%)
Total Fees
348.10
Position avg (max), %
29.30 (124.33)
Profit Factor
1.07
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 -11.10% 16.15% -15.32% -7.23% -0.64% 22.40% 3.82% -7.32% -4.78% 9.57% 4.37% -27.47% -25.04%
2025 0.21% 7.79% -19.60% 15.74% 6.22% 16.38% -6.13% 2.75% -6.47% 2.83% 18.99% 9.25% 49.84%
2026 6.51% 2.05% -15.31% -0.65% -2.84% 0.00% — — — — — — -11.14%
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 998.12
Min balance 595.47
Max balance 1337.00
Monthly Performance
Metric Value
Average monthly return (geometric), % -0.01
Average monthly return (arithmetic), % 0.67
Best month, % 22.40
Worst month, % -27.47
PnL, Volume & Fees
Metric Value
Total PnL -1.88
Total PnL, % -0.19
Gross profit 5367.76
Gross loss 5024.41
Trading volume (USDT) 970708.80
Total transactions (buy/sell) 694
Total fees 348.10
Funding net 2.87
Funding accrued (received) 17.69
Funding paid 14.82
Trades
Metric Value
Total Trades 693
Win Trades 238
Los Trades 455
Win Rate, % 34.34
Expectancy per trade 0.4955
Max consecutive wins 12
Max consecutive losses 24
Risk & Exposure
Metric Value
Position avg, % of margin balance 29.30
Position max, % of margin balance 124.33
Max Drawdown 511.94
Max Drawdown, % 46.23
Risk-Adjusted Ratios
Metric Value
Profit Factor (gross profit/gross loss) 1.0683
Recovery Factor (Total PnL / Max DD) -0.0037
Sharpe ratio (monthly) 0.2030
Sortino ratio (monthly) 0.2890
CAGR, % -0.08
Calmar ratio (CAGR / Max DD%) -0.0017
Open Positions Size (USDT)
Strategy Charts
SOLUSDT 4h zigzag | PnL: 343.35 | Fee: 348.10 | Vol: 970708.80
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": 6,
    "detection": 1,
    "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
}