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
1000.66
Total PnL
0.66 (0.07%)
Total Trades (Win/Los)
202 (125/77)
Win Rate
61.88%
Max Drawdown
696.76 (52.52%)
Total Fees
83.66
Position avg (max), %
24.46 (158.82)
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 -14.88% 19.66% 8.70% -9.42% 3.40% 14.61% -6.27% 11.39% -1.50% -10.57% -28.24% -8.98% -28.62%
2025 22.53% 0.96% -19.91% 3.02% 2.86% 10.37% -1.72% 13.71% 7.63% -7.63% 6.74% 7.17% 47.29%
2026 5.91% -0.23% -9.88% -7.71% 8.30% 0.00% — — — — — — -4.82%
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 1000.66
Min balance 629.86
Max balance 1326.62
Monthly Performance
Metric Value
Average monthly return (geometric), % 0.00
Average monthly return (arithmetic), % 0.67
Best month, % 22.53
Worst month, % -28.24
PnL, Volume & Fees
Metric Value
Total PnL 0.66
Total PnL, % 0.07
Gross profit 3018.25
Gross loss 2930.26
Trading volume (USDT) 234442.98
Total transactions (buy/sell) 203
Total fees 83.66
Funding net -3.67
Funding accrued (received) 12.09
Funding paid 15.77
Trades
Metric Value
Total Trades 202
Win Trades 125
Los Trades 77
Win Rate, % 61.88
Expectancy per trade 0.4356
Max consecutive wins 10
Max consecutive losses 3
Risk & Exposure
Metric Value
Position avg, % of margin balance 24.46
Position max, % of margin balance 158.82
Max Drawdown 696.76
Max Drawdown, % 52.52
Risk-Adjusted Ratios
Metric Value
Profit Factor (gross profit/gross loss) 1.0300
Recovery Factor (Total PnL / Max DD) 0.0010
Sharpe ratio (monthly) 0.2043
Sortino ratio (monthly) 0.2862
CAGR, % 0.03
Calmar ratio (CAGR / Max DD%) 0.0005
Open Positions Size (USDT)
Strategy Charts
SOLUSDT 4h zigzag | PnL: 88.00 | Fee: 83.66 | Vol: 234442.98
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": 7,
    "detection": 8,
    "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
}