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
732.13
Total PnL
-267.87 (-26.79%)
Total Trades (Win/Los)
280 (167/113)
Win Rate
59.64%
Max Drawdown
656.17 (49.32%)
Total Fees
130.07
Position avg (max), %
34.50 (143.78)
Profit Factor
0.97
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 14.89% -8.69% -10.52% 10.47% -0.10% 9.78% -8.50% -5.55% 4.58% -5.55% 1.52% -8.52% -9.85%
2025 15.90% -3.21% 14.85% 5.21% -21.28% 9.00% -10.31% 7.76% -0.52% 15.53% 5.76% -2.39% 33.37%
2026 -0.64% -9.13% -14.43% -22.15% 1.23% 0.00% — — — — — — -39.11%
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 732.13
Min balance 674.31
Max balance 1330.48
Monthly Performance
Metric Value
Average monthly return (geometric), % -1.03
Average monthly return (arithmetic), % -0.50
Best month, % 15.90
Worst month, % -22.15
PnL, Volume & Fees
Metric Value
Total PnL -267.87
Total PnL, % -26.79
Gross profit 4334.33
Gross loss 4475.98
Trading volume (USDT) 364337.83
Total transactions (buy/sell) 281
Total fees 130.07
Funding net 3.86
Funding accrued (received) 22.91
Funding paid 19.05
Trades
Metric Value
Total Trades 280
Win Trades 167
Los Trades 113
Win Rate, % 59.64
Expectancy per trade -0.5059
Max consecutive wins 9
Max consecutive losses 5
Risk & Exposure
Metric Value
Position avg, % of margin balance 34.50
Position max, % of margin balance 143.78
Max Drawdown 656.17
Max Drawdown, % 49.32
Risk-Adjusted Ratios
Metric Value
Profit Factor (gross profit/gross loss) 0.9684
Recovery Factor (Total PnL / Max DD) -0.4082
Sharpe ratio (monthly) -0.1702
Sortino ratio (monthly) -0.2269
CAGR, % -12.11
Calmar ratio (CAGR / Max DD%) -0.2456
Open Positions Size (USDT)
Strategy Charts
SOLUSDT 4h zigzag | PnL: -141.65 | Fee: 130.07 | Vol: 364337.83
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": 15,
    "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
}