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
510.40
Total PnL
-489.60 (-48.96%)
Total Trades (Win/Los)
221 (130/91)
Win Rate
58.82%
Max Drawdown
645.48 (58.88%)
Total Fees
65.04
Position avg (max), %
27.41 (144.84)
Profit Factor
0.84
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% -16.63% -9.54% 3.35% 0.09% -6.79% -4.19% -5.56% -14.80% -7.69% -11.43% -53.05%
2025 22.66% -0.19% 12.27% 1.75% -17.76% -0.62% -1.66% 5.99% -2.81% -7.23% 5.74% 5.37% 19.69%
2026 6.18% 0.01% -12.79% -5.32% 3.58% 0.00% — — — — — — -9.17%
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 510.40
Min balance 450.82
Max balance 1096.30
Monthly Performance
Metric Value
Average monthly return (geometric), % -2.22
Average monthly return (arithmetic), % -1.84
Best month, % 22.66
Worst month, % -17.76
PnL, Volume & Fees
Metric Value
Total PnL -489.60
Total PnL, % -48.96
Gross profit 2156.64
Gross loss 2579.19
Trading volume (USDT) 182156.22
Total transactions (buy/sell) 222
Total fees 65.04
Funding net -2.00
Funding accrued (received) 9.45
Funding paid 11.46
Trades
Metric Value
Total Trades 221
Win Trades 130
Los Trades 91
Win Rate, % 58.82
Expectancy per trade -1.9120
Max consecutive wins 10
Max consecutive losses 3
Risk & Exposure
Metric Value
Position avg, % of margin balance 27.41
Position max, % of margin balance 144.84
Max Drawdown 645.48
Max Drawdown, % 58.88
Risk-Adjusted Ratios
Metric Value
Profit Factor (gross profit/gross loss) 0.8362
Recovery Factor (Total PnL / Max DD) -0.7585
Sharpe ratio (monthly) -0.7333
Sortino ratio (monthly) -0.9098
CAGR, % -24.31
Calmar ratio (CAGR / Max DD%) -0.4129
Open Positions Size (USDT)
Strategy Charts
SOLUSDT 4h zigzag | PnL: -422.55 | Fee: 65.04 | Vol: 182156.22
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": 13,
    "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
}