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
812.82
Total PnL
-187.18 (-18.72%)
Total Trades (Win/Los)
251 (152/99)
Win Rate
60.56%
Max Drawdown
631.57 (45.96%)
Total Fees
118.26
Position avg (max), %
31.69 (143.27)
Profit Factor
0.98
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 11.11% 6.33% -10.26% 9.63% 0.03% -0.75% -8.48% -7.68% 5.35% -7.08% 6.87% -8.80% -6.97%
2025 15.82% -2.67% 14.78% 4.90% -25.78% 8.76% -1.42% 8.94% 3.46% -3.31% 5.37% -3.77% 19.35%
2026 6.39% 1.22% -14.50% -21.68% 1.52% 0.00% — — — — — — -26.79%
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 812.82
Min balance 742.69
Max balance 1374.26
Monthly Performance
Metric Value
Average monthly return (geometric), % -0.69
Average monthly return (arithmetic), % -0.19
Best month, % 15.82
Worst month, % -25.78
PnL, Volume & Fees
Metric Value
Total PnL -187.18
Total PnL, % -18.72
Gross profit 4064.43
Gross loss 4139.10
Trading volume (USDT) 331327.74
Total transactions (buy/sell) 252
Total fees 118.26
Funding net 5.75
Funding accrued (received) 22.84
Funding paid 17.09
Trades
Metric Value
Total Trades 251
Win Trades 152
Los Trades 99
Win Rate, % 60.56
Expectancy per trade -0.2975
Max consecutive wins 9
Max consecutive losses 5
Risk & Exposure
Metric Value
Position avg, % of margin balance 31.69
Position max, % of margin balance 143.27
Max Drawdown 631.57
Max Drawdown, % 45.96
Risk-Adjusted Ratios
Metric Value
Profit Factor (gross profit/gross loss) 0.9820
Recovery Factor (Total PnL / Max DD) -0.2964
Sharpe ratio (monthly) -0.0680
Sortino ratio (monthly) -0.0863
CAGR, % -8.22
Calmar ratio (CAGR / Max DD%) -0.1790
Open Positions Size (USDT)
Strategy Charts
SOLUSDT 4h zigzag | PnL: -74.67 | Fee: 118.26 | Vol: 331327.74
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": 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
}