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
993.17
Total PnL
-6.83 (-0.68%)
Total Trades (Win/Los)
244 (144/100)
Win Rate
59.02%
Max Drawdown
587.84 (41.62%)
Total Fees
120.56
Position avg (max), %
26.69 (124.85)
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 -5.31% 8.16% 11.93% 11.20% 3.40% 1.93% -6.50% -3.52% -1.52% -12.68% -6.71% -6.80% -9.38%
2025 16.04% 2.72% 9.80% 1.13% -17.29% 0.21% -1.62% 13.84% -2.09% -7.37% 8.47% 6.01% 28.14%
2026 5.89% -0.29% -11.79% -7.75% -0.45% 0.00% — — — — — — -14.47%
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 993.17
Min balance 824.42
Max balance 1412.26
Monthly Performance
Metric Value
Average monthly return (geometric), % -0.02
Average monthly return (arithmetic), % 0.30
Best month, % 16.04
Worst month, % -17.29
PnL, Volume & Fees
Metric Value
Total PnL -6.83
Total PnL, % -0.68
Gross profit 4055.16
Gross loss 3938.50
Trading volume (USDT) 337637.88
Total transactions (buy/sell) 245
Total fees 120.56
Funding net -2.93
Funding accrued (received) 16.10
Funding paid 19.03
Trades
Metric Value
Total Trades 244
Win Trades 144
Los Trades 100
Win Rate, % 59.02
Expectancy per trade 0.4781
Max consecutive wins 10
Max consecutive losses 4
Risk & Exposure
Metric Value
Position avg, % of margin balance 26.69
Position max, % of margin balance 124.85
Max Drawdown 587.84
Max Drawdown, % 41.62
Risk-Adjusted Ratios
Metric Value
Profit Factor (gross profit/gross loss) 1.0296
Recovery Factor (Total PnL / Max DD) -0.0116
Sharpe ratio (monthly) 0.1300
Sortino ratio (monthly) 0.1912
CAGR, % -0.28
Calmar ratio (CAGR / Max DD%) -0.0068
Open Positions Size (USDT)
Strategy Charts
SOLUSDT 4h zigzag | PnL: 116.66 | Fee: 120.56 | Vol: 337637.88
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": 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
}