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
622.52
Total PnL
-377.48 (-37.75%)
Total Trades (Win/Los)
277 (162/115)
Win Rate
58.48%
Max Drawdown
837.57 (59.51%)
Total Fees
123.37
Position avg (max), %
34.41 (144.50)
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 13.40% 6.35% -4.15% 10.95% 0.67% -4.70% -17.93% 5.33% 5.89% -11.79% 6.31% -11.85% -6.89%
2025 16.26% -1.29% 12.03% -4.64% -25.76% 0.13% -2.50% -3.54% -4.56% -2.94% 5.51% 5.02% -12.03%
2026 6.47% 3.58% -13.38% -21.82% 1.77% 0.00% — — — — — — -24.00%
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 622.52
Min balance 569.79
Max balance 1407.36
Monthly Performance
Metric Value
Average monthly return (geometric), % -1.57
Average monthly return (arithmetic), % -1.04
Best month, % 16.26
Worst month, % -25.76
PnL, Volume & Fees
Metric Value
Total PnL -377.48
Total PnL, % -37.75
Gross profit 3991.46
Gross loss 4251.47
Trading volume (USDT) 345488.48
Total transactions (buy/sell) 278
Total fees 123.37
Funding net 5.90
Funding accrued (received) 22.70
Funding paid 16.80
Trades
Metric Value
Total Trades 277
Win Trades 162
Los Trades 115
Win Rate, % 58.48
Expectancy per trade -0.9387
Max consecutive wins 8
Max consecutive losses 5
Risk & Exposure
Metric Value
Position avg, % of margin balance 34.41
Position max, % of margin balance 144.50
Max Drawdown 837.57
Max Drawdown, % 59.51
Risk-Adjusted Ratios
Metric Value
Profit Factor (gross profit/gross loss) 0.9388
Recovery Factor (Total PnL / Max DD) -0.4507
Sharpe ratio (monthly) -0.3623
Sortino ratio (monthly) -0.4377
CAGR, % -17.82
Calmar ratio (CAGR / Max DD%) -0.2995
Open Positions Size (USDT)
Strategy Charts
SOLUSDT 4h zigzag | PnL: -260.01 | Fee: 123.37 | Vol: 345488.48
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": 4,
    "detection": 13,
    "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
}