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
582.54
Total PnL
-417.46 (-41.75%)
Total Trades (Win/Los)
823 (180/643)
Win Rate
21.87%
Max Drawdown
841.78 (68.57%)
Total Fees
338.62
Position avg (max), %
24.24 (112.60)
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 -4.68% 15.12% -8.56% 1.94% 1.16% 9.66% -6.01% -7.58% -12.57% 1.50% 5.91% -32.44% -37.41%
2025 -6.63% 3.50% -17.86% -11.06% 2.42% 11.84% -0.31% 7.11% 3.43% 16.84% 0.12% 7.20% 12.02%
2026 -0.93% -5.09% -3.97% -8.21% 0.36% -0.04% — — — — — — -16.86%
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 582.54
Min balance 385.88
Max balance 1227.65
Monthly Performance
Metric Value
Average monthly return (geometric), % -1.78
Average monthly return (arithmetic), % -1.26
Best month, % 16.84
Worst month, % -32.44
PnL, Volume & Fees
Metric Value
Total PnL -417.46
Total PnL, % -41.75
Gross profit 3538.51
Gross loss 3620.11
Trading volume (USDT) 943079.95
Total transactions (buy/sell) 828
Total fees 338.62
Funding net 2.76
Funding accrued (received) 11.96
Funding paid 9.20
Trades
Metric Value
Total Trades 823
Win Trades 180
Los Trades 643
Win Rate, % 21.87
Expectancy per trade -0.0992
Max consecutive wins 6
Max consecutive losses 68
Risk & Exposure
Metric Value
Position avg, % of margin balance 24.24
Position max, % of margin balance 112.60
Max Drawdown 841.78
Max Drawdown, % 68.57
Risk-Adjusted Ratios
Metric Value
Profit Factor (gross profit/gross loss) 0.9775
Recovery Factor (Total PnL / Max DD) -0.4959
Sharpe ratio (monthly) -0.4466
Sortino ratio (monthly) -0.5355
CAGR, % -20.05
Calmar ratio (CAGR / Max DD%) -0.2924
Open Positions Size (USDT)
Strategy Charts
SOLUSDT 4h zigzag | PnL: -81.61 | Fee: 338.62 | Vol: 943079.95
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": 8,
    "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
}