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
943.85
Total PnL
-56.15 (-5.61%)
Total Trades (Win/Los)
193 (108/85)
Win Rate
55.96%
Max Drawdown
498.17 (37.54%)
Total Fees
83.64
Position avg (max), %
22.17 (128.18)
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 -24.65% 16.27% 8.17% 3.21% -21.61% -1.32% 5.29% 12.63% 3.84% 8.72% 0.97% -17.58% -15.72%
2025 7.72% 0.93% -1.63% 12.27% -6.55% 12.26% 2.78% 12.81% 3.91% -6.30% -3.65% -6.32% 28.37%
2026 12.47% -8.61% -18.59% -3.22% 7.71% 0.00% — — — — — — -12.76%
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 943.85
Min balance 684.30
Max balance 1327.01
Monthly Performance
Metric Value
Average monthly return (geometric), % -0.19
Average monthly return (arithmetic), % 0.40
Best month, % 16.27
Worst month, % -24.65
PnL, Volume & Fees
Metric Value
Total PnL -56.15
Total PnL, % -5.61
Gross profit 2701.43
Gross loss 2672.71
Trading volume (USDT) 234183.15
Total transactions (buy/sell) 194
Total fees 83.64
Funding net -1.23
Funding accrued (received) 12.06
Funding paid 13.29
Trades
Metric Value
Total Trades 193
Win Trades 108
Los Trades 85
Win Rate, % 55.96
Expectancy per trade 0.1488
Max consecutive wins 12
Max consecutive losses 4
Risk & Exposure
Metric Value
Position avg, % of margin balance 22.17
Position max, % of margin balance 128.18
Max Drawdown 498.17
Max Drawdown, % 37.54
Risk-Adjusted Ratios
Metric Value
Profit Factor (gross profit/gross loss) 1.0107
Recovery Factor (Total PnL / Max DD) -0.1127
Sharpe ratio (monthly) 0.1308
Sortino ratio (monthly) 0.1708
CAGR, % -2.36
Calmar ratio (CAGR / Max DD%) -0.0630
Open Positions Size (USDT)
Strategy Charts
SOLUSDT 4h zigzag | PnL: 28.73 | Fee: 83.64 | Vol: 234183.15
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": 12,
    "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
}