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
991.57
Total PnL
-8.43 (-0.84%)
Total Trades (Win/Los)
320 (119/201)
Win Rate
37.19%
Max Drawdown
330.71 (32.71%)
Total Fees
149.84
Position avg (max), %
19.99 (119.00)
Profit Factor
1.05
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 -18.20% 9.61% 0.16% 4.25% -7.37% -5.04% -5.49% 9.38% 4.01% 8.53% 5.32% -16.81% -15.81%
2025 11.23% -1.33% -12.86% 3.90% -6.60% 4.05% 3.45% 9.83% 3.97% -3.43% -9.55% -1.44% -1.81%
2026 10.24% -2.76% -0.69% 5.21% 7.07% 0.00% — — — — — — 19.95%
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 991.57
Min balance 680.28
Max balance 1072.15
Monthly Performance
Metric Value
Average monthly return (geometric), % -0.03
Average monthly return (arithmetic), % 0.29
Best month, % 11.23
Worst month, % -18.20
PnL, Volume & Fees
Metric Value
Total PnL -8.43
Total PnL, % -0.84
Gross profit 2724.22
Gross loss 2583.27
Trading volume (USDT) 418090.41
Total transactions (buy/sell) 321
Total fees 149.84
Funding net 0.47
Funding accrued (received) 10.52
Funding paid 10.05
Trades
Metric Value
Total Trades 320
Win Trades 119
Los Trades 201
Win Rate, % 37.19
Expectancy per trade 0.4405
Max consecutive wins 5
Max consecutive losses 30
Risk & Exposure
Metric Value
Position avg, % of margin balance 19.99
Position max, % of margin balance 119.00
Max Drawdown 330.71
Max Drawdown, % 32.71
Risk-Adjusted Ratios
Metric Value
Profit Factor (gross profit/gross loss) 1.0546
Recovery Factor (Total PnL / Max DD) -0.0255
Sharpe ratio (monthly) 0.1279
Sortino ratio (monthly) 0.1688
CAGR, % -0.35
Calmar ratio (CAGR / Max DD%) -0.0107
Open Positions Size (USDT)
Strategy Charts
SOLUSDT 4h zigzag | PnL: 140.94 | Fee: 149.84 | Vol: 418090.41
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": 13,
    "detection": 3,
    "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
}