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
629.96
Total PnL
-370.04 (-37.00%)
Total Trades (Win/Los)
356 (178/178)
Win Rate
50.00%
Max Drawdown
743.86 (64.56%)
Total Fees
139.14
Position avg (max), %
27.68 (183.01)
Profit Factor
0.94
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 -16.22% 16.35% -15.59% 11.75% -6.36% 15.63% 1.44% 13.96% -8.51% -8.43% 9.89% -9.20% -3.78%
2025 -2.38% -0.22% -52.50% 21.27% 7.99% 21.28% -2.07% 13.14% -3.87% -4.90% 7.91% -0.80% -20.31%
2026 3.86% -7.42% -15.87% -8.90% 11.50% 0.00% — — — — — — -17.84%
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 629.96
Min balance 408.32
Max balance 1152.17
Monthly Performance
Metric Value
Average monthly return (geometric), % -1.53
Average monthly return (arithmetic), % -0.24
Best month, % 21.28
Worst month, % -52.50
PnL, Volume & Fees
Metric Value
Total PnL -370.04
Total PnL, % -37.00
Gross profit 3640.93
Gross loss 3871.56
Trading volume (USDT) 388949.21
Total transactions (buy/sell) 357
Total fees 139.14
Funding net -0.28
Funding accrued (received) 12.98
Funding paid 13.27
Trades
Metric Value
Total Trades 356
Win Trades 178
Los Trades 178
Win Rate, % 50.00
Expectancy per trade -0.6478
Max consecutive wins 10
Max consecutive losses 9
Risk & Exposure
Metric Value
Position avg, % of margin balance 27.68
Position max, % of margin balance 183.01
Max Drawdown 743.86
Max Drawdown, % 64.56
Risk-Adjusted Ratios
Metric Value
Profit Factor (gross profit/gross loss) 0.9404
Recovery Factor (Total PnL / Max DD) -0.4975
Sharpe ratio (monthly) -0.0580
Sortino ratio (monthly) -0.0729
CAGR, % -17.42
Calmar ratio (CAGR / Max DD%) -0.2698
Open Positions Size (USDT)
Strategy Charts
SOLUSDT 4h zigzag | PnL: -230.62 | Fee: 139.14 | Vol: 388949.21
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": 2,
    "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
}