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
783.37
Total PnL
-216.63 (-21.66%)
Total Trades (Win/Los)
190 (116/74)
Win Rate
61.05%
Max Drawdown
549.28 (49.33%)
Total Fees
69.27
Position avg (max), %
24.33 (158.20)
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 -14.95% 19.68% 3.89% -10.21% 3.30% 3.09% -6.59% 11.36% -2.14% -10.92% -28.15% -13.82% -43.21%
2025 22.47% 1.21% 4.13% 2.46% -11.57% 8.34% -1.75% 5.66% 7.16% -7.21% 6.70% 6.94% 49.21%
2026 6.04% -0.14% -12.12% -8.29% 8.32% 0.00% — — — — — — -7.55%
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 783.37
Min balance 564.09
Max balance 1113.37
Monthly Performance
Metric Value
Average monthly return (geometric), % -0.81
Average monthly return (arithmetic), % -0.24
Best month, % 22.47
Worst month, % -28.15
PnL, Volume & Fees
Metric Value
Total PnL -216.63
Total PnL, % -21.66
Gross profit 2420.86
Gross loss 2566.11
Trading volume (USDT) 194077.55
Total transactions (buy/sell) 191
Total fees 69.27
Funding net -2.12
Funding accrued (received) 10.92
Funding paid 13.04
Trades
Metric Value
Total Trades 190
Win Trades 116
Los Trades 74
Win Rate, % 61.05
Expectancy per trade -0.7645
Max consecutive wins 11
Max consecutive losses 3
Risk & Exposure
Metric Value
Position avg, % of margin balance 24.33
Position max, % of margin balance 158.20
Max Drawdown 549.28
Max Drawdown, % 49.33
Risk-Adjusted Ratios
Metric Value
Profit Factor (gross profit/gross loss) 0.9434
Recovery Factor (Total PnL / Max DD) -0.3944
Sharpe ratio (monthly) -0.0780
Sortino ratio (monthly) -0.1034
CAGR, % -9.62
Calmar ratio (CAGR / Max DD%) -0.1949
Open Positions Size (USDT)
Strategy Charts
SOLUSDT 4h zigzag | PnL: -145.25 | Fee: 69.27 | Vol: 194077.55
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": 12,
    "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
}