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
589.43
Total PnL
-410.57 (-41.06%)
Total Trades (Win/Los)
296 (175/121)
Win Rate
59.12%
Max Drawdown
793.29 (59.36%)
Total Fees
129.82
Position avg (max), %
36.75 (144.60)
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 17.48% -8.67% -10.08% 11.06% -0.09% 9.95% -8.50% 5.10% 5.30% -6.52% 1.54% -21.04% -10.66%
2025 16.40% -2.89% 15.58% -6.72% -20.94% -2.71% -12.69% 5.88% -2.32% 15.52% 5.90% -0.40% 3.13%
2026 -0.45% -7.97% -13.50% -20.56% 1.62% 0.00% — — — — — — -36.02%
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 589.43
Min balance 543.07
Max balance 1336.36
Monthly Performance
Metric Value
Average monthly return (geometric), % -1.75
Average monthly return (arithmetic), % -1.16
Best month, % 17.48
Worst month, % -21.04
PnL, Volume & Fees
Metric Value
Total PnL -410.57
Total PnL, % -41.06
Gross profit 4228.47
Gross loss 4510.38
Trading volume (USDT) 363558.18
Total transactions (buy/sell) 297
Total fees 129.82
Funding net 1.16
Funding accrued (received) 21.06
Funding paid 19.89
Trades
Metric Value
Total Trades 296
Win Trades 175
Los Trades 121
Win Rate, % 59.12
Expectancy per trade -0.9524
Max consecutive wins 9
Max consecutive losses 5
Risk & Exposure
Metric Value
Position avg, % of margin balance 36.75
Position max, % of margin balance 144.60
Max Drawdown 793.29
Max Drawdown, % 59.36
Risk-Adjusted Ratios
Metric Value
Profit Factor (gross profit/gross loss) 0.9375
Recovery Factor (Total PnL / Max DD) -0.5176
Sharpe ratio (monthly) -0.3745
Sortino ratio (monthly) -0.4827
CAGR, % -19.66
Calmar ratio (CAGR / Max DD%) -0.3312
Open Positions Size (USDT)
Strategy Charts
SOLUSDT 4h zigzag | PnL: -281.91 | Fee: 129.82 | Vol: 363558.18
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": 14,
    "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
}