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
681.91
Total PnL
-318.09 (-31.81%)
Total Trades (Win/Los)
380 (219/161)
Win Rate
57.63%
Max Drawdown
1176.30 (67.70%)
Total Fees
186.15
Position avg (max), %
39.45 (124.98)
Profit Factor
0.98
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 19.51% -6.03% 14.71% 2.96% 2.53% 14.32% 1.44% 6.38% -6.10% -6.86% 3.58% -13.44% 31.55%
2025 8.07% -5.91% -28.27% -3.35% -28.63% -0.44% 5.42% -12.70% 6.77% -5.84% 10.08% -8.13% -53.13%
2026 6.76% 7.44% 15.09% -16.41% 0.33% -0.04% — — — — — — 10.67%
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 681.91
Min balance 561.13
Max balance 1737.43
Monthly Performance
Metric Value
Average monthly return (geometric), % -1.27
Average monthly return (arithmetic), % -0.56
Best month, % 19.51
Worst month, % -28.63
PnL, Volume & Fees
Metric Value
Total PnL -318.09
Total PnL, % -31.81
Gross profit 5412.76
Gross loss 5540.10
Trading volume (USDT) 520872.92
Total transactions (buy/sell) 381
Total fees 186.15
Funding net -4.59
Funding accrued (received) 21.61
Funding paid 26.21
Trades
Metric Value
Total Trades 380
Win Trades 219
Los Trades 161
Win Rate, % 57.63
Expectancy per trade -0.3351
Max consecutive wins 7
Max consecutive losses 5
Risk & Exposure
Metric Value
Position avg, % of margin balance 39.45
Position max, % of margin balance 124.98
Max Drawdown 1176.30
Max Drawdown, % 67.70
Risk-Adjusted Ratios
Metric Value
Profit Factor (gross profit/gross loss) 0.9770
Recovery Factor (Total PnL / Max DD) -0.2704
Sharpe ratio (monthly) -0.1690
Sortino ratio (monthly) -0.2121
CAGR, % -14.66
Calmar ratio (CAGR / Max DD%) -0.2166
Open Positions Size (USDT)
Strategy Charts
SOLUSDT 4h zigzag | PnL: -127.35 | Fee: 186.15 | Vol: 520872.92
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": 3,
    "detection": 9,
    "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
}