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
753.75
Total PnL
-246.25 (-24.62%)
Total Trades (Win/Los)
176 (112/64)
Win Rate
63.64%
Max Drawdown
606.97 (52.01%)
Total Fees
67.09
Position avg (max), %
26.76 (132.40)
Profit Factor
0.93
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 | -0.90% | 8.16% | 0.94% | -12.71% | -0.02% | -2.18% | 2.63% | 11.36% | -9.09% | -13.01% | -9.74% | -25.19% | -43.62% |
| 2025 | 22.50% | 1.22% | 12.30% | -2.66% | -2.78% | 11.41% | 2.13% | 13.79% | 3.52% | -7.12% | 5.88% | -8.03% | 59.76% |
| 2026 | 11.45% | -0.88% | -14.42% | -16.13% | 5.54% | 0.00% | — | — | — | — | — | — | -16.31% |
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 | 753.75 |
| Min balance | 559.96 |
| Max balance | 1166.93 |
Monthly Performance
| Metric | Value |
|---|---|
| Average monthly return (geometric), % | -0.94 |
| Average monthly return (arithmetic), % | -0.40 |
| Best month, % | 22.50 |
| Worst month, % | -25.19 |
PnL, Volume & Fees
| Metric | Value |
|---|---|
| Total PnL | -246.25 |
| Total PnL, % | -24.62 |
| Gross profit | 2452.95 |
| Gross loss | 2629.05 |
| Trading volume (USDT) | 188043.13 |
| Total transactions (buy/sell) | 177 |
| Total fees | 67.09 |
| Funding net | -3.06 |
| Funding accrued (received) | 12.44 |
| Funding paid | 15.51 |
Trades
| Metric | Value |
|---|---|
| Total Trades | 176 |
| Win Trades | 112 |
| Los Trades | 64 |
| Win Rate, % | 63.64 |
| Expectancy per trade | -1.0005 |
| Max consecutive wins | 11 |
| Max consecutive losses | 5 |
Risk & Exposure
| Metric | Value |
|---|---|
| Position avg, % of margin balance | 26.76 |
| Position max, % of margin balance | 132.40 |
| Max Drawdown | 606.97 |
| Max Drawdown, % | 52.01 |
Risk-Adjusted Ratios
| Metric | Value |
|---|---|
| Profit Factor (gross profit/gross loss) | 0.9330 |
| Recovery Factor (Total PnL / Max DD) | -0.4057 |
| Sharpe ratio (monthly) | -0.1355 |
| Sortino ratio (monthly) | -0.1816 |
| CAGR, % | -11.05 |
| Calmar ratio (CAGR / Max DD%) | -0.2124 |
Open Positions Size (USDT)
Strategy Charts
SOLUSDT 4h zigzag | PnL: -176.09 | Fee: 67.09 | Vol: 188043.13
Realized PnL by Symbol
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": 18,
"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
}