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
704.00
Total PnL
-296.00 (-29.60%)
Total Trades (Win/Los)
181 (113/68)
Win Rate
62.43%
Max Drawdown
619.59 (53.54%)
Total Fees
66.54
Position avg (max), %
23.94 (157.53)
Profit Factor
0.91
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% 8.86% -10.47% 3.38% 2.15% -10.12% 12.08% -5.67% -12.12% -28.15% -13.88% -45.87%
2025 22.38% 1.27% 4.09% 3.99% -2.27% 8.34% -1.72% 13.77% 7.06% -7.23% 4.81% -7.54% 52.85%
2026 6.00% -0.14% -12.68% -14.68% 7.89% 0.00% — — — — — — -14.91%
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 704.00
Min balance 537.65
Max balance 1157.24
Monthly Performance
Metric Value
Average monthly return (geometric), % -1.16
Average monthly return (arithmetic), % -0.53
Best month, % 22.38
Worst month, % -28.15
PnL, Volume & Fees
Metric Value
Total PnL -296.00
Total PnL, % -29.60
Gross profit 2356.88
Gross loss 2581.29
Trading volume (USDT) 186461.22
Total transactions (buy/sell) 182
Total fees 66.54
Funding net -5.05
Funding accrued (received) 9.41
Funding paid 14.46
Trades
Metric Value
Total Trades 181
Win Trades 113
Los Trades 68
Win Rate, % 62.43
Expectancy per trade -1.2398
Max consecutive wins 11
Max consecutive losses 5
Risk & Exposure
Metric Value
Position avg, % of margin balance 23.94
Position max, % of margin balance 157.53
Max Drawdown 619.59
Max Drawdown, % 53.54
Risk-Adjusted Ratios
Metric Value
Profit Factor (gross profit/gross loss) 0.9131
Recovery Factor (Total PnL / Max DD) -0.4777
Sharpe ratio (monthly) -0.1656
Sortino ratio (monthly) -0.2195
CAGR, % -13.53
Calmar ratio (CAGR / Max DD%) -0.2527
Open Positions Size (USDT)
Strategy Charts
SOLUSDT 4h zigzag | PnL: -224.41 | Fee: 66.54 | Vol: 186461.22
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": 14,
    "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
}