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
983.76
Total PnL
-16.24 (-1.62%)
Total Trades (Win/Los)
406 (106/300)
Win Rate
26.11%
Max Drawdown
644.87 (40.90%)
Total Fees
288.64
Position avg (max), %
17.59 (112.28)
Profit Factor
1.08
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 13.09% 3.86% -6.44% 4.11% 4.87% -1.40% -0.16% 7.97% 3.96% 9.53% 2.41% -12.23% 30.51%
2025 10.20% 0.59% -13.73% 4.02% -4.40% -0.30% -7.65% 11.99% -5.61% 2.33% 2.94% -1.43% -3.90%
2026 -2.40% 8.38% -23.39% -4.10% 0.92% 0.00% — — — — — — -21.56%
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 983.76
Min balance 931.72
Max balance 1576.59
Monthly Performance
Metric Value
Average monthly return (geometric), % -0.05
Average monthly return (arithmetic), % 0.26
Best month, % 13.09
Worst month, % -23.39
PnL, Volume & Fees
Metric Value
Total PnL -16.24
Total PnL, % -1.62
Gross profit 3491.92
Gross loss 3222.59
Trading volume (USDT) 804257.11
Total transactions (buy/sell) 410
Total fees 288.64
Funding net 3.06
Funding accrued (received) 14.14
Funding paid 11.07
Trades
Metric Value
Total Trades 406
Win Trades 106
Los Trades 300
Win Rate, % 26.11
Expectancy per trade 0.6634
Max consecutive wins 5
Max consecutive losses 34
Risk & Exposure
Metric Value
Position avg, % of margin balance 17.59
Position max, % of margin balance 112.28
Max Drawdown 644.87
Max Drawdown, % 40.90
Risk-Adjusted Ratios
Metric Value
Profit Factor (gross profit/gross loss) 1.0836
Recovery Factor (Total PnL / Max DD) -0.0252
Sharpe ratio (monthly) 0.1178
Sortino ratio (monthly) 0.1538
CAGR, % -0.68
Calmar ratio (CAGR / Max DD%) -0.0165
Open Positions Size (USDT)
Strategy Charts
SOLUSDT 4h zigzag | PnL: 269.34 | Fee: 288.64 | Vol: 804257.11
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": 14,
    "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
}