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
523.89
Total PnL
-476.11 (-47.61%)
Total Trades (Win/Los)
235 (138/97)
Win Rate
58.72%
Max Drawdown
658.63 (59.24%)
Total Fees
77.74
Position avg (max), %
31.07 (144.98)
Profit Factor
0.87
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 -6.21% 6.39% -10.84% 9.62% -1.05% -3.74% -8.57% -8.50% -6.03% -11.13% 8.26% -24.48% -46.94%
2025 22.87% -1.86% 13.09% 2.11% -17.68% 8.81% -1.64% 1.07% 3.86% -3.58% 4.87% -3.78% 25.29%
2026 6.17% 1.41% -14.58% -16.53% 2.64% 0.00% — — — — — — -21.20%
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 523.89
Min balance 453.26
Max balance 1111.88
Monthly Performance
Metric Value
Average monthly return (geometric), % -2.13
Average monthly return (arithmetic), % -1.63
Best month, % 22.87
Worst month, % -24.48
PnL, Volume & Fees
Metric Value
Total PnL -476.11
Total PnL, % -47.61
Gross profit 2605.88
Gross loss 3004.62
Trading volume (USDT) 217722.61
Total transactions (buy/sell) 236
Total fees 77.74
Funding net 0.36
Funding accrued (received) 13.50
Funding paid 13.13
Trades
Metric Value
Total Trades 235
Win Trades 138
Los Trades 97
Win Rate, % 58.72
Expectancy per trade -1.6968
Max consecutive wins 10
Max consecutive losses 5
Risk & Exposure
Metric Value
Position avg, % of margin balance 31.07
Position max, % of margin balance 144.98
Max Drawdown 658.63
Max Drawdown, % 59.24
Risk-Adjusted Ratios
Metric Value
Profit Factor (gross profit/gross loss) 0.8673
Recovery Factor (Total PnL / Max DD) -0.7229
Sharpe ratio (monthly) -0.5765
Sortino ratio (monthly) -0.7098
CAGR, % -23.49
Calmar ratio (CAGR / Max DD%) -0.3965
Open Positions Size (USDT)
Strategy Charts
SOLUSDT 4h zigzag | PnL: -398.74 | Fee: 77.74 | Vol: 217722.61
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": 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
}