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
914.43
Total PnL
-85.57 (-8.56%)
Total Trades (Win/Los)
424 (149/275)
Win Rate
35.14%
Max Drawdown
1054.91 (66.47%)
Total Fees
224.76
Position avg (max), %
23.78 (131.96)
Profit Factor
1.04
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 4.81% 3.95% 1.01% 4.10% 1.65% 4.56% 4.68% 9.60% 0.87% 4.58% 1.26% -31.22% 2.63%
2025 -11.70% -1.34% -35.53% 19.69% 2.51% 11.10% -1.16% 6.75% 8.02% 1.91% 10.94% -9.16% -10.39%
2026 7.24% 2.18% -1.10% -8.02% -0.25% 0.00% — — — — — — -0.57%
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 914.43
Min balance 532.25
Max balance 1587.17
Monthly Performance
Metric Value
Average monthly return (geometric), % -0.30
Average monthly return (arithmetic), % 0.40
Best month, % 19.69
Worst month, % -35.53
PnL, Volume & Fees
Metric Value
Total PnL -85.57
Total PnL, % -8.56
Gross profit 3946.76
Gross loss 3810.20
Trading volume (USDT) 627080.04
Total transactions (buy/sell) 426
Total fees 224.76
Funding net 2.63
Funding accrued (received) 15.97
Funding paid 13.34
Trades
Metric Value
Total Trades 424
Win Trades 149
Los Trades 275
Win Rate, % 35.14
Expectancy per trade 0.3221
Max consecutive wins 6
Max consecutive losses 21
Risk & Exposure
Metric Value
Position avg, % of margin balance 23.78
Position max, % of margin balance 131.96
Max Drawdown 1054.91
Max Drawdown, % 66.47
Risk-Adjusted Ratios
Metric Value
Profit Factor (gross profit/gross loss) 1.0358
Recovery Factor (Total PnL / Max DD) -0.0811
Sharpe ratio (monthly) 0.1266
Sortino ratio (monthly) 0.1499
CAGR, % -3.64
Calmar ratio (CAGR / Max DD%) -0.0547
Open Positions Size (USDT)
Strategy Charts
SOLUSDT 4h zigzag | PnL: 136.56 | Fee: 224.76 | Vol: 627080.04
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": 10,
    "detection": 2,
    "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
}