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
362.85
Total PnL
-637.15 (-63.72%)
Total Trades (Win/Los)
192 (116/76)
Win Rate
60.42%
Max Drawdown
764.59 (70.40%)
Total Fees
46.55
Position avg (max), %
30.20 (168.74)
Profit Factor
0.72
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 -32.77% 8.15% 3.37% -10.59% 0.07% -1.86% -10.35% 11.99% -6.39% -11.87% -7.84% -24.30% -61.87%
2025 23.14% -1.67% 12.47% 0.91% -18.75% 7.90% -1.76% 5.83% 3.60% -6.93% 5.69% -8.64% 16.61%
2026 6.41% -0.67% -12.91% -16.19% 5.78% 0.00% — — — — — — -18.39%
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 362.85
Min balance 321.53
Max balance 1086.12
Monthly Performance
Metric Value
Average monthly return (geometric), % -3.32
Average monthly return (arithmetic), % -2.61
Best month, % 23.14
Worst month, % -32.77
PnL, Volume & Fees
Metric Value
Total PnL -637.15
Total PnL, % -63.72
Gross profit 1548.44
Gross loss 2138.79
Trading volume (USDT) 130335.68
Total transactions (buy/sell) 193
Total fees 46.55
Funding net -0.26
Funding accrued (received) 9.34
Funding paid 9.59
Trades
Metric Value
Total Trades 192
Win Trades 116
Los Trades 76
Win Rate, % 60.42
Expectancy per trade -3.0747
Max consecutive wins 10
Max consecutive losses 5
Risk & Exposure
Metric Value
Position avg, % of margin balance 30.20
Position max, % of margin balance 168.74
Max Drawdown 764.59
Max Drawdown, % 70.40
Risk-Adjusted Ratios
Metric Value
Profit Factor (gross profit/gross loss) 0.7240
Recovery Factor (Total PnL / Max DD) -0.8333
Sharpe ratio (monthly) -0.7854
Sortino ratio (monthly) -0.8971
CAGR, % -34.28
Calmar ratio (CAGR / Max DD%) -0.4870
Open Positions Size (USDT)
Strategy Charts
SOLUSDT 4h zigzag | PnL: -590.35 | Fee: 46.55 | Vol: 130335.68
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": 16,
    "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
}