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
966.31
Total PnL
-33.69 (-3.37%)
Total Trades (Win/Los)
298 (93/205)
Win Rate
31.21%
Max Drawdown
493.39 (44.90%)
Total Fees
152.54
Position avg (max), %
16.75 (116.24)
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 -3.91% 4.20% 0.76% 3.31% -15.97% -3.33% -3.34% -20.82% 4.18% 3.82% 1.44% -4.87% -32.37%
2025 4.42% 5.84% 9.15% 3.36% 4.78% 2.16% 8.82% 3.72% 0.15% 1.78% 1.06% -11.87% 36.76%
2026 7.21% 8.69% -10.24% -1.10% 0.99% 0.00% — — — — — — 4.47%
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 966.31
Min balance 605.51
Max balance 1150.36
Monthly Performance
Metric Value
Average monthly return (geometric), % -0.11
Average monthly return (arithmetic), % 0.15
Best month, % 9.15
Worst month, % -20.82
PnL, Volume & Fees
Metric Value
Total PnL -33.69
Total PnL, % -3.37
Gross profit 2352.80
Gross loss 2233.73
Trading volume (USDT) 425387.09
Total transactions (buy/sell) 300
Total fees 152.54
Funding net -0.22
Funding accrued (received) 8.84
Funding paid 9.06
Trades
Metric Value
Total Trades 298
Win Trades 93
Los Trades 205
Win Rate, % 31.21
Expectancy per trade 0.3996
Max consecutive wins 5
Max consecutive losses 23
Risk & Exposure
Metric Value
Position avg, % of margin balance 16.75
Position max, % of margin balance 116.24
Max Drawdown 493.39
Max Drawdown, % 44.90
Risk-Adjusted Ratios
Metric Value
Profit Factor (gross profit/gross loss) 1.0533
Recovery Factor (Total PnL / Max DD) -0.0683
Sharpe ratio (monthly) 0.0728
Sortino ratio (monthly) 0.0881
CAGR, % -1.41
Calmar ratio (CAGR / Max DD%) -0.0314
Open Positions Size (USDT)
Strategy Charts
SOLUSDT 4h zigzag | PnL: 119.08 | Fee: 152.54 | Vol: 425387.09
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": 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
}