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
706.78
Total PnL
-293.22 (-29.32%)
Total Trades (Win/Los)
261 (158/103)
Win Rate
60.54%
Max Drawdown
793.96 (55.01%)
Total Fees
121.84
Position avg (max), %
32.44 (133.70)
Profit Factor
0.96
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 -10.79% -8.67% 1.69% 10.88% -0.98% 13.39% -10.82% 19.94% 3.59% -4.93% 1.13% -8.86% 0.14%
2025 15.83% -2.85% 13.56% 3.69% -13.33% 8.55% -11.01% 6.70% -1.14% -8.99% 5.82% -4.21% 7.97%
2026 -0.93% 0.17% -12.88% -23.89% -0.65% 0.00% — — — — — — -34.63%
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 706.78
Min balance 649.40
Max balance 1443.36
Monthly Performance
Metric Value
Average monthly return (geometric), % -1.15
Average monthly return (arithmetic), % -0.67
Best month, % 19.94
Worst month, % -23.89
PnL, Volume & Fees
Metric Value
Total PnL -293.22
Total PnL, % -29.32
Gross profit 4081.55
Gross loss 4256.12
Trading volume (USDT) 341290.99
Total transactions (buy/sell) 262
Total fees 121.84
Funding net 3.19
Funding accrued (received) 21.59
Funding paid 18.40
Trades
Metric Value
Total Trades 261
Win Trades 158
Los Trades 103
Win Rate, % 60.54
Expectancy per trade -0.6689
Max consecutive wins 9
Max consecutive losses 6
Risk & Exposure
Metric Value
Position avg, % of margin balance 32.44
Position max, % of margin balance 133.70
Max Drawdown 793.96
Max Drawdown, % 55.01
Risk-Adjusted Ratios
Metric Value
Profit Factor (gross profit/gross loss) 0.9590
Recovery Factor (Total PnL / Max DD) -0.3693
Sharpe ratio (monthly) -0.2365
Sortino ratio (monthly) -0.3203
CAGR, % -13.39
Calmar ratio (CAGR / Max DD%) -0.2434
Open Positions Size (USDT)
Strategy Charts
SOLUSDT 4h zigzag | PnL: -174.57 | Fee: 121.84 | Vol: 341290.99
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": 16,
    "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
}