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
971.61
Total PnL
-28.39 (-2.84%)
Total Trades (Win/Los)
463 (99/364)
Win Rate
21.38%
Max Drawdown
646.07 (59.66%)
Total Fees
223.04
Position avg (max), %
17.85 (133.64)
Profit Factor
1.10
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 -9.31% 1.36% -12.53% -2.51% -3.11% 0.80% -17.89% -23.33% -2.64% 7.97% -0.39% -4.15% -51.63%
2025 4.15% 4.20% 10.27% 4.18% 2.75% 2.27% 8.11% 5.86% 6.22% -1.00% 4.80% 1.57% 67.85%
2026 8.63% 8.87% 2.12% -8.01% 7.72% 0.00% — — — — — — 19.68%
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 971.61
Min balance 436.85
Max balance 1082.91
Monthly Performance
Metric Value
Average monthly return (geometric), % -0.10
Average monthly return (arithmetic), % 0.23
Best month, % 10.27
Worst month, % -23.33
PnL, Volume & Fees
Metric Value
Total PnL -28.39
Total PnL, % -2.84
Gross profit 2052.32
Gross loss 1858.16
Trading volume (USDT) 620972.40
Total transactions (buy/sell) 465
Total fees 223.04
Funding net 0.49
Funding accrued (received) 7.74
Funding paid 7.26
Trades
Metric Value
Total Trades 463
Win Trades 99
Los Trades 364
Win Rate, % 21.38
Expectancy per trade 0.4194
Max consecutive wins 6
Max consecutive losses 67
Risk & Exposure
Metric Value
Position avg, % of margin balance 17.85
Position max, % of margin balance 133.64
Max Drawdown 646.07
Max Drawdown, % 59.66
Risk-Adjusted Ratios
Metric Value
Profit Factor (gross profit/gross loss) 1.1045
Recovery Factor (Total PnL / Max DD) -0.0439
Sharpe ratio (monthly) 0.1034
Sortino ratio (monthly) 0.1269
CAGR, % -1.19
Calmar ratio (CAGR / Max DD%) -0.0199
Open Positions Size (USDT)
Strategy Charts
SOLUSDT 4h zigzag | PnL: 194.17 | Fee: 223.04 | Vol: 620972.40
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": 20,
    "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
}