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
816.40
Total PnL
-183.60 (-18.36%)
Total Trades (Win/Los)
243 (151/92)
Win Rate
62.14%
Max Drawdown
885.69 (54.11%)
Total Fees
126.12
Position avg (max), %
30.64 (137.18)
Profit Factor
0.99
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 -13.69% -8.41% 0.98% 10.91% -1.50% 11.67% 4.73% 19.19% 3.19% -7.83% 5.30% -10.72% 8.67%
2025 21.71% -2.70% 13.36% 3.08% -15.04% 11.80% -10.91% 11.82% -1.20% -1.96% 5.74% -4.33% 28.29%
2026 -0.89% -9.99% -12.77% -23.92% -1.08% 0.00% — — — — — — -41.44%
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 816.40
Min balance 698.92
Max balance 1636.85
Monthly Performance
Metric Value
Average monthly return (geometric), % -0.67
Average monthly return (arithmetic), % -0.12
Best month, % 21.71
Worst month, % -23.92
PnL, Volume & Fees
Metric Value
Total PnL -183.60
Total PnL, % -18.36
Gross profit 4258.84
Gross loss 4320.41
Trading volume (USDT) 353311.04
Total transactions (buy/sell) 244
Total fees 126.12
Funding net 4.10
Funding accrued (received) 23.48
Funding paid 19.38
Trades
Metric Value
Total Trades 243
Win Trades 151
Los Trades 92
Win Rate, % 62.14
Expectancy per trade -0.2534
Max consecutive wins 10
Max consecutive losses 6
Risk & Exposure
Metric Value
Position avg, % of margin balance 30.64
Position max, % of margin balance 137.18
Max Drawdown 885.69
Max Drawdown, % 54.11
Risk-Adjusted Ratios
Metric Value
Profit Factor (gross profit/gross loss) 0.9857
Recovery Factor (Total PnL / Max DD) -0.2073
Sharpe ratio (monthly) -0.0385
Sortino ratio (monthly) -0.0545
CAGR, % -8.06
Calmar ratio (CAGR / Max DD%) -0.1489
Open Positions Size (USDT)
Strategy Charts
SOLUSDT 4h zigzag | PnL: -61.57 | Fee: 126.12 | Vol: 353311.04
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": 17,
    "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
}