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
360.64
Total PnL
-639.36 (-63.94%)
Total Trades (Win/Los)
207 (123/84)
Win Rate
59.42%
Max Drawdown
827.76 (72.15%)
Total Fees
54.80
Position avg (max), %
29.50 (145.46)
Profit Factor
0.76
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 -4.90% 8.16% -13.22% -10.42% 3.12% -0.95% -10.20% -13.50% -5.99% -12.08% -7.65% -24.12% -63.26%
2025 23.12% -1.37% 12.50% 1.51% -17.73% 8.43% -1.55% 6.07% 3.95% -7.30% 5.53% -8.85% 19.74%
2026 6.47% -0.59% -12.81% -14.23% 3.56% 0.00% — — — — — — -18.03%
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 360.64
Min balance 319.52
Max balance 1147.28
Monthly Performance
Metric Value
Average monthly return (geometric), % -3.34
Average monthly return (arithmetic), % -2.83
Best month, % 23.12
Worst month, % -24.12
PnL, Volume & Fees
Metric Value
Total PnL -639.36
Total PnL, % -63.94
Gross profit 1825.30
Gross loss 2407.98
Trading volume (USDT) 153448.80
Total transactions (buy/sell) 208
Total fees 54.80
Funding net -1.89
Funding accrued (received) 8.98
Funding paid 10.87
Trades
Metric Value
Total Trades 207
Win Trades 123
Los Trades 84
Win Rate, % 59.42
Expectancy per trade -2.8149
Max consecutive wins 10
Max consecutive losses 5
Risk & Exposure
Metric Value
Position avg, % of margin balance 29.50
Position max, % of margin balance 145.46
Max Drawdown 827.76
Max Drawdown, % 72.15
Risk-Adjusted Ratios
Metric Value
Profit Factor (gross profit/gross loss) 0.7580
Recovery Factor (Total PnL / Max DD) -0.7724
Sharpe ratio (monthly) -0.9866
Sortino ratio (monthly) -1.1377
CAGR, % -34.45
Calmar ratio (CAGR / Max DD%) -0.4775
Open Positions Size (USDT)
Strategy Charts
SOLUSDT 4h zigzag | PnL: -582.67 | Fee: 54.80 | Vol: 153448.80
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": 15,
    "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
}