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
714.07
Total PnL
-285.93 (-28.59%)
Total Trades (Win/Los)
251 (147/104)
Win Rate
58.57%
Max Drawdown
584.58 (48.66%)
Total Fees
101.59
Position avg (max), %
29.44 (142.83)
Profit Factor
0.95
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 -5.28% 6.28% -4.03% 9.84% -0.74% -1.87% -4.86% 2.36% -5.61% -14.60% 8.98% -4.05% -15.16%
2025 12.84% -0.64% 13.41% -9.77% -18.19% -0.51% -3.91% 9.07% -3.03% -3.76% 5.38% 8.60% 4.53%
2026 6.04% 3.71% -14.38% -16.69% 2.64% 0.00% — — — — — — -19.48%
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 714.07
Min balance 616.83
Max balance 1201.40
Monthly Performance
Metric Value
Average monthly return (geometric), % -1.12
Average monthly return (arithmetic), % -0.76
Best month, % 13.41
Worst month, % -18.19
PnL, Volume & Fees
Metric Value
Total PnL -285.93
Total PnL, % -28.59
Gross profit 3360.62
Gross loss 3545.35
Trading volume (USDT) 284534.33
Total transactions (buy/sell) 252
Total fees 101.59
Funding net 0.39
Funding accrued (received) 15.85
Funding paid 15.46
Trades
Metric Value
Total Trades 251
Win Trades 147
Los Trades 104
Win Rate, % 58.57
Expectancy per trade -0.7360
Max consecutive wins 10
Max consecutive losses 5
Risk & Exposure
Metric Value
Position avg, % of margin balance 29.44
Position max, % of margin balance 142.83
Max Drawdown 584.58
Max Drawdown, % 48.66
Risk-Adjusted Ratios
Metric Value
Profit Factor (gross profit/gross loss) 0.9479
Recovery Factor (Total PnL / Max DD) -0.4891
Sharpe ratio (monthly) -0.3160
Sortino ratio (monthly) -0.4019
CAGR, % -13.02
Calmar ratio (CAGR / Max DD%) -0.2675
Open Positions Size (USDT)
Strategy Charts
SOLUSDT 4h zigzag | PnL: -184.73 | Fee: 101.59 | Vol: 284534.33
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": 5,
    "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
}