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
965.09
Total PnL
-34.91 (-3.49%)
Total Trades (Win/Los)
343 (105/238)
Win Rate
30.61%
Max Drawdown
573.32 (40.56%)
Total Fees
198.54
Position avg (max), %
17.83 (130.06)
Profit Factor
1.06
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 13.68% 3.60% 1.30% 3.74% -1.34% -3.35% -9.94% 3.88% 3.96% -4.01% 6.40% -23.95% -10.85%
2025 8.74% -1.19% 6.50% 3.80% -5.36% 1.56% -0.45% 5.69% 1.88% -12.03% -6.63% -0.15% 0.38%
2026 11.67% 10.13% -19.67% 5.57% 3.41% 0.00% — — — — — — 7.85%
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 965.09
Min balance 840.32
Max balance 1413.64
Monthly Performance
Metric Value
Average monthly return (geometric), % -0.12
Average monthly return (arithmetic), % 0.25
Best month, % 13.68
Worst month, % -23.95
PnL, Volume & Fees
Metric Value
Total PnL -34.91
Total PnL, % -3.49
Gross profit 2917.41
Gross loss 2756.90
Trading volume (USDT) 553536.23
Total transactions (buy/sell) 346
Total fees 198.54
Funding net 3.12
Funding accrued (received) 12.41
Funding paid 9.29
Trades
Metric Value
Total Trades 343
Win Trades 105
Los Trades 238
Win Rate, % 30.61
Expectancy per trade 0.4680
Max consecutive wins 5
Max consecutive losses 30
Risk & Exposure
Metric Value
Position avg, % of margin balance 17.83
Position max, % of margin balance 130.06
Max Drawdown 573.32
Max Drawdown, % 40.56
Risk-Adjusted Ratios
Metric Value
Profit Factor (gross profit/gross loss) 1.0582
Recovery Factor (Total PnL / Max DD) -0.0609
Sharpe ratio (monthly) 0.1041
Sortino ratio (monthly) 0.1302
CAGR, % -1.46
Calmar ratio (CAGR / Max DD%) -0.0360
Open Positions Size (USDT)
Strategy Charts
SOLUSDT 4h zigzag | PnL: 160.51 | Fee: 198.54 | Vol: 553536.23
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": 15,
    "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
}