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
398.40
Total PnL
-601.60 (-60.16%)
Total Trades (Win/Los)
216 (127/89)
Win Rate
58.80%
Max Drawdown
806.21 (69.56%)
Total Fees
63.76
Position avg (max), %
29.12 (143.68)
Profit Factor
0.80
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 -4.59% 8.14% -12.44% -10.13% 3.37% 0.08% -7.31% -4.55% -5.63% -14.91% -7.91% -11.71% -51.48%
2025 22.59% -0.24% 12.82% 0.98% -17.63% -4.89% -1.68% 5.83% -2.91% -6.99% 4.95% -7.65% -0.58%
2026 6.39% 0.00% -12.64% -14.15% 3.52% 0.00% — — — — — — -17.40%
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 398.40
Min balance 352.85
Max balance 1159.07
Monthly Performance
Metric Value
Average monthly return (geometric), % -3.02
Average monthly return (arithmetic), % -2.64
Best month, % 22.59
Worst month, % -17.63
PnL, Volume & Fees
Metric Value
Total PnL -601.60
Total PnL, % -60.16
Gross profit 2098.44
Gross loss 2633.14
Trading volume (USDT) 178549.67
Total transactions (buy/sell) 217
Total fees 63.76
Funding net -3.15
Funding accrued (received) 9.37
Funding paid 12.52
Trades
Metric Value
Total Trades 216
Win Trades 127
Los Trades 89
Win Rate, % 58.80
Expectancy per trade -2.4754
Max consecutive wins 10
Max consecutive losses 5
Risk & Exposure
Metric Value
Position avg, % of margin balance 29.12
Position max, % of margin balance 143.68
Max Drawdown 806.21
Max Drawdown, % 69.56
Risk-Adjusted Ratios
Metric Value
Profit Factor (gross profit/gross loss) 0.7969
Recovery Factor (Total PnL / Max DD) -0.7462
Sharpe ratio (monthly) -1.0512
Sortino ratio (monthly) -1.2459
CAGR, % -31.69
Calmar ratio (CAGR / Max DD%) -0.4556
Open Positions Size (USDT)
Strategy Charts
SOLUSDT 4h zigzag | PnL: -534.69 | Fee: 63.76 | Vol: 178549.67
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": 14,
    "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
}