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
791.34
Total PnL
-208.66 (-20.87%)
Total Trades (Win/Los)
279 (170/109)
Win Rate
60.93%
Max Drawdown
961.09 (56.58%)
Total Fees
156.46
Position avg (max), %
36.19 (135.24)
Profit Factor
0.99
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 13.05% -7.06% 12.55% 10.85% 10.50% 11.08% -11.67% 7.38% 0.31% -6.12% 1.55% -29.51% 2.87%
2025 16.45% -3.14% 15.56% 3.97% -14.55% 11.75% -0.67% 11.53% -9.84% -14.63% 5.25% -8.63% 6.12%
2026 -0.80% -2.85% 1.10% -23.81% -2.24% -0.04% — — — — — — -27.46%
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 791.34
Min balance 737.51
Max balance 1698.59
Monthly Performance
Metric Value
Average monthly return (geometric), % -0.77
Average monthly return (arithmetic), % -0.09
Best month, % 16.45
Worst month, % -29.51
PnL, Volume & Fees
Metric Value
Total PnL -208.66
Total PnL, % -20.87
Gross profit 5060.45
Gross loss 5113.82
Trading volume (USDT) 438169.85
Total transactions (buy/sell) 280
Total fees 156.46
Funding net 1.17
Funding accrued (received) 26.87
Funding paid 25.70
Trades
Metric Value
Total Trades 279
Win Trades 170
Los Trades 109
Win Rate, % 60.93
Expectancy per trade -0.1913
Max consecutive wins 9
Max consecutive losses 6
Risk & Exposure
Metric Value
Position avg, % of margin balance 36.19
Position max, % of margin balance 135.24
Max Drawdown 961.09
Max Drawdown, % 56.58
Risk-Adjusted Ratios
Metric Value
Profit Factor (gross profit/gross loss) 0.9896
Recovery Factor (Total PnL / Max DD) -0.2171
Sharpe ratio (monthly) -0.0273
Sortino ratio (monthly) -0.0355
CAGR, % -9.24
Calmar ratio (CAGR / Max DD%) -0.1632
Open Positions Size (USDT)
Strategy Charts
SOLUSDT 4h zigzag | PnL: -53.37 | Fee: 156.46 | Vol: 438169.85
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": 2,
    "detection": 17,
    "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
}