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
605.57
Total PnL
-394.43 (-39.44%)
Total Trades (Win/Los)
203 (127/76)
Win Rate
62.56%
Max Drawdown
638.19 (58.76%)
Total Fees
58.25
Position avg (max), %
29.42 (177.89)
Profit Factor
0.86
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 -37.37% 6.44% 1.65% 9.18% -7.78% -0.57% -10.86% 18.57% -8.77% -11.63% 4.13% -25.08% -54.91%
2025 22.71% -1.91% 12.99% -0.89% -2.74% 8.10% 2.19% 6.01% 3.69% -3.61% 5.34% 1.15% 63.46%
2026 6.10% 0.94% -12.29% -16.17% 4.34% 0.00% — — — — — — -17.84%
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 605.57
Min balance 447.93
Max balance 1086.12
Monthly Performance
Metric Value
Average monthly return (geometric), % -1.66
Average monthly return (arithmetic), % -0.87
Best month, % 22.71
Worst month, % -37.37
PnL, Volume & Fees
Metric Value
Total PnL -394.43
Total PnL, % -39.44
Gross profit 2036.64
Gross loss 2374.17
Trading volume (USDT) 163177.13
Total transactions (buy/sell) 204
Total fees 58.25
Funding net 1.35
Funding accrued (received) 11.99
Funding paid 10.65
Trades
Metric Value
Total Trades 203
Win Trades 127
Los Trades 76
Win Rate, % 62.56
Expectancy per trade -1.6627
Max consecutive wins 10
Max consecutive losses 5
Risk & Exposure
Metric Value
Position avg, % of margin balance 29.42
Position max, % of margin balance 177.89
Max Drawdown 638.19
Max Drawdown, % 58.76
Risk-Adjusted Ratios
Metric Value
Profit Factor (gross profit/gross loss) 0.8578
Recovery Factor (Total PnL / Max DD) -0.6181
Sharpe ratio (monthly) -0.2551
Sortino ratio (monthly) -0.3099
CAGR, % -18.76
Calmar ratio (CAGR / Max DD%) -0.3192
Open Positions Size (USDT)
Strategy Charts
SOLUSDT 4h zigzag | PnL: -337.53 | Fee: 58.25 | Vol: 163177.13
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": 17,
    "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
}