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
539.99
Total PnL
-460.01 (-46.00%)
Total Trades (Win/Los)
274 (160/114)
Win Rate
58.39%
Max Drawdown
867.23 (63.72%)
Total Fees
119.44
Position avg (max), %
34.92 (144.63)
Profit Factor
0.92
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 14.05% 6.18% -7.31% 10.02% 0.00% -0.75% -8.44% 3.89% 5.75% -12.87% 6.20% -21.44% -10.38%
2025 16.21% -1.23% 15.42% -8.15% -25.66% -4.52% -3.64% 5.75% -4.21% -3.15% 5.85% -7.23% -19.82%
2026 6.54% 3.09% -13.43% -22.20% 1.57% 0.00% — — — — — — -24.85%
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 539.99
Min balance 493.80
Max balance 1361.03
Monthly Performance
Metric Value
Average monthly return (geometric), % -2.03
Average monthly return (arithmetic), % -1.46
Best month, % 16.21
Worst month, % -25.66
PnL, Volume & Fees
Metric Value
Total PnL -460.01
Total PnL, % -46.00
Gross profit 3907.40
Gross loss 4252.40
Trading volume (USDT) 334485.47
Total transactions (buy/sell) 275
Total fees 119.44
Funding net 4.43
Funding accrued (received) 21.54
Funding paid 17.11
Trades
Metric Value
Total Trades 274
Win Trades 160
Los Trades 114
Win Rate, % 58.39
Expectancy per trade -1.2591
Max consecutive wins 8
Max consecutive losses 5
Risk & Exposure
Metric Value
Position avg, % of margin balance 34.92
Position max, % of margin balance 144.63
Max Drawdown 867.23
Max Drawdown, % 63.72
Risk-Adjusted Ratios
Metric Value
Profit Factor (gross profit/gross loss) 0.9189
Recovery Factor (Total PnL / Max DD) -0.5304
Sharpe ratio (monthly) -0.4851
Sortino ratio (monthly) -0.5808
CAGR, % -22.52
Calmar ratio (CAGR / Max DD%) -0.3535
Open Positions Size (USDT)
Strategy Charts
SOLUSDT 4h zigzag | PnL: -345.00 | Fee: 119.44 | Vol: 334485.47
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": 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
}