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
940.25
Total PnL
-59.75 (-5.97%)
Total Trades (Win/Los)
197 (120/77)
Win Rate
60.91%
Max Drawdown
542.74 (46.72%)
Total Fees
78.93
Position avg (max), %
24.52 (156.44)
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 -14.95% 19.68% 6.80% -9.25% 3.44% 2.80% -6.60% 11.29% -1.51% -10.96% -28.23% -9.20% -37.68%
2025 22.49% 1.10% 4.22% 2.98% -10.80% 9.01% -1.69% 13.84% 7.19% -7.29% 6.69% 5.97% 62.51%
2026 5.98% -0.36% -12.21% -7.56% 8.33% 0.00% — — — — — — -7.16%
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 940.25
Min balance 619.04
Max balance 1161.78
Monthly Performance
Metric Value
Average monthly return (geometric), % -0.21
Average monthly return (arithmetic), % 0.37
Best month, % 22.49
Worst month, % -28.23
PnL, Volume & Fees
Metric Value
Total PnL -59.75
Total PnL, % -5.97
Gross profit 2787.99
Gross loss 2765.96
Trading volume (USDT) 221157.45
Total transactions (buy/sell) 198
Total fees 78.93
Funding net -2.85
Funding accrued (received) 11.93
Funding paid 14.79
Trades
Metric Value
Total Trades 197
Win Trades 120
Los Trades 77
Win Rate, % 60.91
Expectancy per trade 0.1119
Max consecutive wins 11
Max consecutive losses 3
Risk & Exposure
Metric Value
Position avg, % of margin balance 24.52
Position max, % of margin balance 156.44
Max Drawdown 542.74
Max Drawdown, % 46.72
Risk-Adjusted Ratios
Metric Value
Profit Factor (gross profit/gross loss) 1.0080
Recovery Factor (Total PnL / Max DD) -0.1101
Sharpe ratio (monthly) 0.1224
Sortino ratio (monthly) 0.1702
CAGR, % -2.52
Calmar ratio (CAGR / Max DD%) -0.0539
Open Positions Size (USDT)
Strategy Charts
SOLUSDT 4h zigzag | PnL: 22.04 | Fee: 78.93 | Vol: 221157.45
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": 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
}