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
624.49
Total PnL
-375.51 (-37.55%)
Total Trades (Win/Los)
272 (164/108)
Win Rate
60.29%
Max Drawdown
806.75 (58.24%)
Total Fees
124.01
Position avg (max), %
35.31 (135.71)
Profit Factor
0.94
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 -3.54% -8.57% 11.84% 10.49% 8.82% 11.12% -12.54% 7.44% -0.03% -7.35% 1.66% -29.73% -18.06%
2025 16.16% -3.73% 11.74% 8.91% -15.78% 11.42% -1.52% 11.83% -11.90% -1.74% 5.61% -8.86% 17.20%
2026 -1.17% -12.10% 1.44% -24.60% -2.02% -0.04% — — — — — — -34.92%
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 624.49
Min balance 578.38
Max balance 1385.13
Monthly Performance
Metric Value
Average monthly return (geometric), % -1.55
Average monthly return (arithmetic), % -0.89
Best month, % 16.16
Worst month, % -29.73
PnL, Volume & Fees
Metric Value
Total PnL -375.51
Total PnL, % -37.55
Gross profit 4002.74
Gross loss 4254.46
Trading volume (USDT) 347293.97
Total transactions (buy/sell) 273
Total fees 124.01
Funding net 0.23
Funding accrued (received) 20.85
Funding paid 20.63
Trades
Metric Value
Total Trades 272
Win Trades 164
Los Trades 108
Win Rate, % 60.29
Expectancy per trade -0.9255
Max consecutive wins 9
Max consecutive losses 6
Risk & Exposure
Metric Value
Position avg, % of margin balance 35.31
Position max, % of margin balance 135.71
Max Drawdown 806.75
Max Drawdown, % 58.24
Risk-Adjusted Ratios
Metric Value
Profit Factor (gross profit/gross loss) 0.9408
Recovery Factor (Total PnL / Max DD) -0.4655
Sharpe ratio (monthly) -0.2781
Sortino ratio (monthly) -0.3432
CAGR, % -17.71
Calmar ratio (CAGR / Max DD%) -0.3041
Open Positions Size (USDT)
Strategy Charts
SOLUSDT 4h zigzag | PnL: -251.73 | Fee: 124.01 | Vol: 347293.97
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": 18,
    "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
}