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
568.42
Total PnL
-431.58 (-43.16%)
Total Trades (Win/Los)
250 (146/104)
Win Rate
58.40%
Max Drawdown
648.82 (56.90%)
Total Fees
93.21
Position avg (max), %
31.57 (143.34)
Profit Factor
0.90
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 -4.59% 6.39% -7.60% 9.99% -0.77% -3.79% -5.44% 1.85% -5.66% -14.17% 7.58% -12.07% -27.34%
2025 23.12% -0.47% 13.30% -10.50% -17.77% -5.10% -3.71% 9.32% -3.28% -3.73% 5.19% -2.55% -2.59%
2026 6.13% 3.10% -14.36% -16.52% 2.67% 0.00% — — — — — — -19.69%
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 568.42
Min balance 491.51
Max balance 1140.33
Monthly Performance
Metric Value
Average monthly return (geometric), % -1.87
Average monthly return (arithmetic), % -1.45
Best month, % 23.12
Worst month, % -17.77
PnL, Volume & Fees
Metric Value
Total PnL -431.58
Total PnL, % -43.16
Gross profit 3079.14
Gross loss 3415.92
Trading volume (USDT) 261034.63
Total transactions (buy/sell) 251
Total fees 93.21
Funding net -1.59
Funding accrued (received) 14.38
Funding paid 15.97
Trades
Metric Value
Total Trades 250
Win Trades 146
Los Trades 104
Win Rate, % 58.40
Expectancy per trade -1.3471
Max consecutive wins 10
Max consecutive losses 5
Risk & Exposure
Metric Value
Position avg, % of margin balance 31.57
Position max, % of margin balance 143.34
Max Drawdown 648.82
Max Drawdown, % 56.90
Risk-Adjusted Ratios
Metric Value
Profit Factor (gross profit/gross loss) 0.9014
Recovery Factor (Total PnL / Max DD) -0.6652
Sharpe ratio (monthly) -0.5500
Sortino ratio (monthly) -0.7147
CAGR, % -20.86
Calmar ratio (CAGR / Max DD%) -0.3666
Open Positions Size (USDT)
Strategy Charts
SOLUSDT 4h zigzag | PnL: -336.78 | Fee: 93.21 | Vol: 261034.63
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": 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
}