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
1001.43
Total PnL
1.43 (0.14%)
Total Trades (Win/Los)
635 (161/474)
Win Rate
25.35%
Max Drawdown
713.46 (50.89%)
Total Fees
399.14
Position avg (max), %
23.55 (130.04)
Profit Factor
1.09
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 7.74% 8.60% 0.50% 4.08% 0.88% -0.79% 1.89% 6.07% -9.20% -5.05% 0.21% -19.39% -7.82%
2025 0.00% 3.20% -21.73% 14.31% 12.44% 4.78% -7.73% 12.22% 2.76% 15.81% -1.35% -3.28% 27.89%
2026 1.94% -5.85% -7.70% -0.81% -3.22% -0.04% — — — — — — -15.00%
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 1001.43
Min balance 688.58
Max balance 1402.04
Monthly Performance
Metric Value
Average monthly return (geometric), % 0.01
Average monthly return (arithmetic), % 0.38
Best month, % 15.81
Worst month, % -21.73
PnL, Volume & Fees
Metric Value
Total PnL 1.43
Total PnL, % 0.14
Gross profit 4619.92
Gross loss 4222.12
Trading volume (USDT) 1111878.86
Total transactions (buy/sell) 637
Total fees 399.14
Funding net 2.77
Funding accrued (received) 16.55
Funding paid 13.78
Trades
Metric Value
Total Trades 635
Win Trades 161
Los Trades 474
Win Rate, % 25.35
Expectancy per trade 0.6264
Max consecutive wins 6
Max consecutive losses 50
Risk & Exposure
Metric Value
Position avg, % of margin balance 23.55
Position max, % of margin balance 130.04
Max Drawdown 713.46
Max Drawdown, % 50.89
Risk-Adjusted Ratios
Metric Value
Profit Factor (gross profit/gross loss) 1.0942
Recovery Factor (Total PnL / Max DD) 0.0020
Sharpe ratio (monthly) 0.1545
Sortino ratio (monthly) 0.2114
CAGR, % 0.06
Calmar ratio (CAGR / Max DD%) 0.0012
Open Positions Size (USDT)
Strategy Charts
SOLUSDT 4h zigzag | PnL: 397.80 | Fee: 399.14 | Vol: 1111878.86
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": 9,
    "detection": 1,
    "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
}