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
381.99
Total PnL
-618.01 (-61.80%)
Total Trades (Win/Los)
185 (114/71)
Win Rate
61.62%
Max Drawdown
765.15 (70.45%)
Total Fees
41.42
Position avg (max), %
29.26 (177.89)
Profit Factor
0.71
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 -37.06% 8.18% 1.65% -10.72% 0.00% -1.87% -12.49% 11.30% -8.87% -12.26% -8.72% -25.06% -67.69%
2025 23.15% -2.15% 12.51% -1.65% -12.08% 7.55% 2.37% 14.01% 3.95% -7.29% 5.72% -7.94% 38.03%
2026 11.73% -0.69% -12.88% -16.18% 5.71% 0.00% — — — — — — -14.33%
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 381.99
Min balance 320.97
Max balance 1086.12
Monthly Performance
Metric Value
Average monthly return (geometric), % -3.16
Average monthly return (arithmetic), % -2.34
Best month, % 23.15
Worst month, % -37.06
PnL, Volume & Fees
Metric Value
Total PnL -618.01
Total PnL, % -61.80
Gross profit 1425.15
Gross loss 2001.31
Trading volume (USDT) 116016.07
Total transactions (buy/sell) 186
Total fees 41.42
Funding net -0.42
Funding accrued (received) 8.31
Funding paid 8.73
Trades
Metric Value
Total Trades 185
Win Trades 114
Los Trades 71
Win Rate, % 61.62
Expectancy per trade -3.1144
Max consecutive wins 10
Max consecutive losses 5
Risk & Exposure
Metric Value
Position avg, % of margin balance 29.26
Position max, % of margin balance 177.89
Max Drawdown 765.15
Max Drawdown, % 70.45
Risk-Adjusted Ratios
Metric Value
Profit Factor (gross profit/gross loss) 0.7121
Recovery Factor (Total PnL / Max DD) -0.8077
Sharpe ratio (monthly) -0.6618
Sortino ratio (monthly) -0.7738
CAGR, % -32.87
Calmar ratio (CAGR / Max DD%) -0.4666
Open Positions Size (USDT)
Strategy Charts
SOLUSDT 4h zigzag | PnL: -576.16 | Fee: 41.42 | Vol: 116016.07
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": 17,
    "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
}