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
737.91
Total PnL
-262.09 (-26.21%)
Total Trades (Win/Los)
229 (133/96)
Win Rate
58.08%
Max Drawdown
512.75 (46.13%)
Total Fees
86.18
Position avg (max), %
27.28 (137.61)
Profit Factor
0.94
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% 8.15% -10.90% 9.52% 3.47% -0.09% -6.69% -4.00% -2.07% -13.92% -8.10% -11.39% -36.45%
2025 22.72% -0.43% 13.11% -0.64% -17.75% -0.41% -1.76% 13.77% -2.27% -7.26% 7.73% 6.92% 31.25%
2026 6.05% -0.18% -12.09% -8.11% 3.47% 0.00% — — — — — — -11.53%
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 737.91
Min balance 598.83
Max balance 1111.58
Monthly Performance
Metric Value
Average monthly return (geometric), % -1.01
Average monthly return (arithmetic), % -0.61
Best month, % 22.72
Worst month, % -17.75
PnL, Volume & Fees
Metric Value
Total PnL -262.09
Total PnL, % -26.21
Gross profit 2890.60
Gross loss 3065.34
Trading volume (USDT) 241380.87
Total transactions (buy/sell) 230
Total fees 86.18
Funding net -1.17
Funding accrued (received) 12.86
Funding paid 14.03
Trades
Metric Value
Total Trades 229
Win Trades 133
Los Trades 96
Win Rate, % 58.08
Expectancy per trade -0.7631
Max consecutive wins 10
Max consecutive losses 3
Risk & Exposure
Metric Value
Position avg, % of margin balance 27.28
Position max, % of margin balance 137.61
Max Drawdown 512.75
Max Drawdown, % 46.13
Risk-Adjusted Ratios
Metric Value
Profit Factor (gross profit/gross loss) 0.9430
Recovery Factor (Total PnL / Max DD) -0.5111
Sharpe ratio (monthly) -0.2390
Sortino ratio (monthly) -0.3381
CAGR, % -11.83
Calmar ratio (CAGR / Max DD%) -0.2564
Open Positions Size (USDT)
Strategy Charts
SOLUSDT 4h zigzag | PnL: -174.74 | Fee: 86.18 | Vol: 241380.87
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": 6,
    "detection": 12,
    "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
}