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
867.85
Total PnL
-132.15 (-13.21%)
Total Trades (Win/Los)
201 (123/78)
Win Rate
61.19%
Max Drawdown
633.23 (53.41%)
Total Fees
75.94
Position avg (max), %
24.84 (155.28)
Profit Factor
0.98
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 -14.95% 19.68% 8.63% -9.39% 3.40% 2.80% -6.33% 11.22% -1.53% -10.56% -28.10% -9.20% -36.21%
2025 22.73% 1.08% -19.90% 2.97% 1.05% 10.30% -1.75% 14.06% 7.23% -7.21% 6.60% 6.83% 44.80%
2026 5.97% -0.25% -11.30% -7.46% 8.31% 0.00% — — — — — — -6.03%
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 867.85
Min balance 552.31
Max balance 1185.54
Monthly Performance
Metric Value
Average monthly return (geometric), % -0.47
Average monthly return (arithmetic), % 0.16
Best month, % 22.73
Worst month, % -28.10
PnL, Volume & Fees
Metric Value
Total PnL -132.15
Total PnL, % -13.21
Gross profit 2701.18
Gross loss 2753.53
Trading volume (USDT) 212800.25
Total transactions (buy/sell) 202
Total fees 75.94
Funding net -3.85
Funding accrued (received) 10.90
Funding paid 14.75
Trades
Metric Value
Total Trades 201
Win Trades 123
Los Trades 78
Win Rate, % 61.19
Expectancy per trade -0.2604
Max consecutive wins 10
Max consecutive losses 3
Risk & Exposure
Metric Value
Position avg, % of margin balance 24.84
Position max, % of margin balance 155.28
Max Drawdown 633.23
Max Drawdown, % 53.41
Risk-Adjusted Ratios
Metric Value
Profit Factor (gross profit/gross loss) 0.9810
Recovery Factor (Total PnL / Max DD) -0.2087
Sharpe ratio (monthly) 0.0512
Sortino ratio (monthly) 0.0697
CAGR, % -5.70
Calmar ratio (CAGR / Max DD%) -0.1067
Open Positions Size (USDT)
Strategy Charts
SOLUSDT 4h zigzag | PnL: -52.35 | Fee: 75.94 | Vol: 212800.25
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": 9,
    "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
}