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
666.62
Total PnL
-333.38 (-33.34%)
Total Trades (Win/Los)
213 (130/83)
Win Rate
61.03%
Max Drawdown
586.63 (54.01%)
Total Fees
66.47
Position avg (max), %
29.65 (168.74)
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 -33.58% 6.37% 3.89% 9.51% -7.78% -0.73% -8.54% 19.30% -7.80% -11.28% 6.91% -24.43% -46.95%
2025 22.82% -2.07% 13.13% 1.62% -19.01% 7.76% 2.19% 8.95% 3.57% -3.99% 4.89% 1.29% 41.92%
2026 6.07% 11.82% -12.28% -18.57% 4.50% 0.00% — — — — — — -11.46%
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 666.62
Min balance 499.49
Max balance 1086.12
Monthly Performance
Metric Value
Average monthly return (geometric), % -1.34
Average monthly return (arithmetic), % -0.52
Best month, % 22.82
Worst month, % -33.58
PnL, Volume & Fees
Metric Value
Total PnL -333.38
Total PnL, % -33.34
Gross profit 2304.93
Gross loss 2572.87
Trading volume (USDT) 186219.28
Total transactions (buy/sell) 214
Total fees 66.47
Funding net 1.04
Funding accrued (received) 12.95
Funding paid 11.91
Trades
Metric Value
Total Trades 213
Win Trades 130
Los Trades 83
Win Rate, % 61.03
Expectancy per trade -1.2580
Max consecutive wins 10
Max consecutive losses 5
Risk & Exposure
Metric Value
Position avg, % of margin balance 29.65
Position max, % of margin balance 168.74
Max Drawdown 586.63
Max Drawdown, % 54.01
Risk-Adjusted Ratios
Metric Value
Profit Factor (gross profit/gross loss) 0.8959
Recovery Factor (Total PnL / Max DD) -0.5683
Sharpe ratio (monthly) -0.1452
Sortino ratio (monthly) -0.1813
CAGR, % -15.46
Calmar ratio (CAGR / Max DD%) -0.2862
Open Positions Size (USDT)
Strategy Charts
SOLUSDT 4h zigzag | PnL: -267.95 | Fee: 66.47 | Vol: 186219.28
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": 16,
    "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
}