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
808.61
Total PnL
-191.39 (-19.14%)
Total Trades (Win/Los)
762 (206/556)
Win Rate
27.03%
Max Drawdown
891.67 (69.59%)
Total Fees
327.05
Position avg (max), %
26.47 (124.62)
Profit Factor
1.03
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 2.95% 3.18% -13.91% 4.91% -3.34% 16.75% 9.77% -6.12% -14.77% 0.87% 1.46% -46.78% -48.21%
2025 -4.15% 2.69% -17.06% 15.20% -0.56% 6.75% 3.03% 7.09% -5.58% 7.83% 24.39% 1.25% 41.21%
2026 7.84% 4.21% -0.85% -0.86% 0.10% 0.00% — — — — — — 10.57%
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 808.61
Min balance 389.73
Max balance 1281.40
Monthly Performance
Metric Value
Average monthly return (geometric), % -0.71
Average monthly return (arithmetic), % 0.21
Best month, % 24.39
Worst month, % -46.78
PnL, Volume & Fees
Metric Value
Total PnL -191.39
Total PnL, % -19.14
Gross profit 4077.50
Gross loss 3943.10
Trading volume (USDT) 911250.82
Total transactions (buy/sell) 765
Total fees 327.05
Funding net 1.25
Funding accrued (received) 12.60
Funding paid 11.35
Trades
Metric Value
Total Trades 762
Win Trades 206
Los Trades 556
Win Rate, % 27.03
Expectancy per trade 0.1764
Max consecutive wins 8
Max consecutive losses 39
Risk & Exposure
Metric Value
Position avg, % of margin balance 26.47
Position max, % of margin balance 124.62
Max Drawdown 891.67
Max Drawdown, % 69.59
Risk-Adjusted Ratios
Metric Value
Profit Factor (gross profit/gross loss) 1.0341
Recovery Factor (Total PnL / Max DD) -0.2146
Sharpe ratio (monthly) 0.0590
Sortino ratio (monthly) 0.0723
CAGR, % -8.42
Calmar ratio (CAGR / Max DD%) -0.1210
Open Positions Size (USDT)
Strategy Charts
SOLUSDT 4h zigzag | PnL: 134.40 | Fee: 327.05 | Vol: 911250.82
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": 7,
    "detection": 1,
    "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
}