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
441.15
Total PnL
-558.85 (-55.88%)
Total Trades (Win/Los)
247 (149/98)
Win Rate
60.32%
Max Drawdown
756.16 (65.36%)
Total Fees
87.81
Position avg (max), %
34.78 (134.45)
Profit Factor
0.86
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% -8.71% 8.93% 12.67% -5.13% 7.67% -12.57% -2.64% 2.25% -8.25% 1.68% -32.31% -39.48%
2025 22.66% -2.64% 2.09% 9.16% -15.71% 12.32% -12.73% 3.93% -4.69% 0.25% 5.40% -4.15% 10.31%
2026 -1.63% -11.82% -0.42% -27.28% 5.20% 0.00% — — — — — — -33.92%
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 441.15
Min balance 400.77
Max balance 1156.93
Monthly Performance
Metric Value
Average monthly return (geometric), % -2.69
Average monthly return (arithmetic), % -2.01
Best month, % 22.66
Worst month, % -32.31
PnL, Volume & Fees
Metric Value
Total PnL -558.85
Total PnL, % -55.88
Gross profit 2805.68
Gross loss 3278.66
Trading volume (USDT) 245879.41
Total transactions (buy/sell) 248
Total fees 87.81
Funding net 1.94
Funding accrued (received) 16.81
Funding paid 14.87
Trades
Metric Value
Total Trades 247
Win Trades 149
Los Trades 98
Win Rate, % 60.32
Expectancy per trade -1.9149
Max consecutive wins 8
Max consecutive losses 4
Risk & Exposure
Metric Value
Position avg, % of margin balance 34.78
Position max, % of margin balance 134.45
Max Drawdown 756.16
Max Drawdown, % 65.36
Risk-Adjusted Ratios
Metric Value
Profit Factor (gross profit/gross loss) 0.8557
Recovery Factor (Total PnL / Max DD) -0.7391
Sharpe ratio (monthly) -0.6226
Sortino ratio (monthly) -0.7287
CAGR, % -28.74
Calmar ratio (CAGR / Max DD%) -0.4398
Open Positions Size (USDT)
Strategy Charts
SOLUSDT 4h zigzag | PnL: -472.98 | Fee: 87.81 | Vol: 245879.41
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": 20,
    "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
}