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
556.14
Total PnL
-443.86 (-44.39%)
Total Trades (Win/Los)
255 (155/100)
Win Rate
60.78%
Max Drawdown
677.45 (57.29%)
Total Fees
96.83
Position avg (max), %
35.50 (134.68)
Profit Factor
0.90
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 -3.78% -8.59% 10.79% 12.54% -4.84% 7.61% -12.34% -1.94% -0.08% -7.59% 2.03% -32.18% -38.31%
2025 22.63% -5.13% 12.61% 9.26% -15.86% 12.19% -12.67% 11.79% -1.37% -1.67% 5.56% -3.84% 29.84%
2026 -1.22% -11.80% 0.68% -24.76% 5.21% 0.00% — — — — — — -30.56%
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 556.14
Min balance 505.14
Max balance 1182.59
Monthly Performance
Metric Value
Average monthly return (geometric), % -1.94
Average monthly return (arithmetic), % -1.23
Best month, % 22.63
Worst month, % -32.18
PnL, Volume & Fees
Metric Value
Total PnL -443.86
Total PnL, % -44.39
Gross profit 3140.37
Gross loss 3489.47
Trading volume (USDT) 271151.95
Total transactions (buy/sell) 256
Total fees 96.83
Funding net 2.07
Funding accrued (received) 18.52
Funding paid 16.45
Trades
Metric Value
Total Trades 255
Win Trades 155
Los Trades 100
Win Rate, % 60.78
Expectancy per trade -1.3690
Max consecutive wins 8
Max consecutive losses 4
Risk & Exposure
Metric Value
Position avg, % of margin balance 35.50
Position max, % of margin balance 134.68
Max Drawdown 677.45
Max Drawdown, % 57.29
Risk-Adjusted Ratios
Metric Value
Profit Factor (gross profit/gross loss) 0.9000
Recovery Factor (Total PnL / Max DD) -0.6552
Sharpe ratio (monthly) -0.3692
Sortino ratio (monthly) -0.4584
CAGR, % -21.57
Calmar ratio (CAGR / Max DD%) -0.3765
Open Positions Size (USDT)
Strategy Charts
SOLUSDT 4h zigzag | PnL: -349.10 | Fee: 96.83 | Vol: 271151.95
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": 19,
    "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
}