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
892.82
Total PnL
-107.18 (-10.72%)
Total Trades (Win/Los)
191 (118/73)
Win Rate
61.78%
Max Drawdown
780.73 (50.59%)
Total Fees
87.48
Position avg (max), %
23.71 (150.06)
Profit Factor
1.00
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 -14.88% 0.94% 8.86% -6.74% 0.98% 13.83% 4.05% 11.23% -3.54% 6.19% -2.81% -13.05% 0.44%
2025 8.91% 0.77% -13.61% 3.52% 10.90% 11.90% -1.79% 12.69% 3.86% -4.05% -1.00% -25.92% -1.47%
2026 5.97% -2.76% -9.12% -10.35% 7.47% 0.00% — — — — — — -9.78%
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 892.82
Min balance 760.66
Max balance 1543.27
Monthly Performance
Metric Value
Average monthly return (geometric), % -0.38
Average monthly return (arithmetic), % 0.08
Best month, % 13.83
Worst month, % -25.92
PnL, Volume & Fees
Metric Value
Total PnL -107.18
Total PnL, % -10.72
Gross profit 3126.18
Gross loss 3141.79
Trading volume (USDT) 245141.71
Total transactions (buy/sell) 192
Total fees 87.48
Funding net -4.10
Funding accrued (received) 12.43
Funding paid 16.53
Trades
Metric Value
Total Trades 191
Win Trades 118
Los Trades 73
Win Rate, % 61.78
Expectancy per trade -0.0817
Max consecutive wins 8
Max consecutive losses 4
Risk & Exposure
Metric Value
Position avg, % of margin balance 23.71
Position max, % of margin balance 150.06
Max Drawdown 780.73
Max Drawdown, % 50.59
Risk-Adjusted Ratios
Metric Value
Profit Factor (gross profit/gross loss) 0.9950
Recovery Factor (Total PnL / Max DD) -0.1373
Sharpe ratio (monthly) 0.0303
Sortino ratio (monthly) 0.0395
CAGR, % -4.59
Calmar ratio (CAGR / Max DD%) -0.0907
Open Positions Size (USDT)
Strategy Charts
SOLUSDT 4h zigzag | PnL: -15.61 | Fee: 87.48 | Vol: 245141.71
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": 5,
    "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
}