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
911.55
Total PnL
-88.45 (-8.84%)
Total Trades (Win/Los)
239 (138/101)
Win Rate
57.74%
Max Drawdown
665.48 (47.21%)
Total Fees
110.81
Position avg (max), %
26.81 (126.29)
Profit Factor
1.01
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% 11.08% 11.55% 3.50% 2.10% -6.47% -3.49% -1.52% -13.87% -7.98% -9.75% -14.73%
2025 16.20% 0.40% 9.51% -0.20% -17.82% -0.38% -1.81% 14.24% -2.53% -7.33% 7.63% 5.73% 20.35%
2026 5.98% -0.23% -12.16% -7.59% 3.49% 0.00% — — — — — — -11.18%
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 911.55
Min balance 744.15
Max balance 1409.64
Monthly Performance
Metric Value
Average monthly return (geometric), % -0.31
Average monthly return (arithmetic), % 0.04
Best month, % 16.20
Worst month, % -17.82
PnL, Volume & Fees
Metric Value
Total PnL -88.45
Total PnL, % -8.84
Gross profit 3731.03
Gross loss 3706.12
Trading volume (USDT) 310374.20
Total transactions (buy/sell) 240
Total fees 110.81
Funding net -2.55
Funding accrued (received) 15.23
Funding paid 17.79
Trades
Metric Value
Total Trades 239
Win Trades 138
Los Trades 101
Win Rate, % 57.74
Expectancy per trade 0.1043
Max consecutive wins 10
Max consecutive losses 3
Risk & Exposure
Metric Value
Position avg, % of margin balance 26.81
Position max, % of margin balance 126.29
Max Drawdown 665.48
Max Drawdown, % 47.21
Risk-Adjusted Ratios
Metric Value
Profit Factor (gross profit/gross loss) 1.0067
Recovery Factor (Total PnL / Max DD) -0.1329
Sharpe ratio (monthly) 0.0157
Sortino ratio (monthly) 0.0223
CAGR, % -3.76
Calmar ratio (CAGR / Max DD%) -0.0797
Open Positions Size (USDT)
Strategy Charts
SOLUSDT 4h zigzag | PnL: 24.92 | Fee: 110.81 | Vol: 310374.20
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": 6,
    "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
}