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
982.10
Total PnL
-17.90 (-1.79%)
Total Trades (Win/Los)
207 (127/80)
Win Rate
61.35%
Max Drawdown
1179.10 (57.44%)
Total Fees
125.51
Position avg (max), %
25.30 (151.94)
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 6.51% 4.26% 9.62% -5.42% 1.14% 14.98% 5.12% 12.07% -2.01% 6.26% -1.85% -12.37% 41.24%
2025 8.15% 0.55% -17.27% 6.03% 11.03% 11.96% -4.41% 12.05% 3.79% -7.87% 3.89% -26.05% -6.68%
2026 5.96% -10.79% -10.22% -18.23% 7.36% 0.00% — — — — — — -25.49%
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 982.10
Min balance 873.68
Max balance 2052.79
Monthly Performance
Metric Value
Average monthly return (geometric), % -0.06
Average monthly return (arithmetic), % 0.48
Best month, % 14.98
Worst month, % -26.05
PnL, Volume & Fees
Metric Value
Total PnL -17.90
Total PnL, % -1.79
Gross profit 4352.15
Gross loss 4240.27
Trading volume (USDT) 351666.21
Total transactions (buy/sell) 208
Total fees 125.51
Funding net -4.27
Funding accrued (received) 18.32
Funding paid 22.59
Trades
Metric Value
Total Trades 207
Win Trades 127
Los Trades 80
Win Rate, % 61.35
Expectancy per trade 0.5405
Max consecutive wins 8
Max consecutive losses 5
Risk & Exposure
Metric Value
Position avg, % of margin balance 25.30
Position max, % of margin balance 151.94
Max Drawdown 1179.10
Max Drawdown, % 57.44
Risk-Adjusted Ratios
Metric Value
Profit Factor (gross profit/gross loss) 1.0264
Recovery Factor (Total PnL / Max DD) -0.0152
Sharpe ratio (monthly) 0.1642
Sortino ratio (monthly) 0.2125
CAGR, % -0.75
Calmar ratio (CAGR / Max DD%) -0.0130
Open Positions Size (USDT)
Strategy Charts
SOLUSDT 4h zigzag | PnL: 111.89 | Fee: 125.51 | Vol: 351666.21
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": 8,
    "detection": 4,
    "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
}