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
794.60
Total PnL
-205.40 (-20.54%)
Total Trades (Win/Los)
376 (154/222)
Win Rate
40.96%
Max Drawdown
1025.15 (66.07%)
Total Fees
205.05
Position avg (max), %
24.69 (181.61)
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 10.30% 4.73% -1.79% 11.99% -7.29% 0.19% -3.46% 13.16% 3.26% 8.72% -3.22% -29.59% -1.38%
2025 0.97% -0.02% -42.88% 17.36% 7.11% 13.46% 4.24% 5.59% 4.01% 5.70% 21.01% -7.40% 11.51%
2026 9.33% -11.25% -23.62% -2.26% -0.27% 0.00% — — — — — — -27.75%
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 794.60
Min balance 526.40
Max balance 1551.54
Monthly Performance
Metric Value
Average monthly return (geometric), % -0.76
Average monthly return (arithmetic), % 0.27
Best month, % 21.01
Worst month, % -42.88
PnL, Volume & Fees
Metric Value
Total PnL -205.40
Total PnL, % -20.54
Gross profit 4135.57
Gross loss 4137.41
Trading volume (USDT) 572407.93
Total transactions (buy/sell) 377
Total fees 205.05
Funding net 1.49
Funding accrued (received) 15.72
Funding paid 14.24
Trades
Metric Value
Total Trades 376
Win Trades 154
Los Trades 222
Win Rate, % 40.96
Expectancy per trade -0.0049
Max consecutive wins 10
Max consecutive losses 30
Risk & Exposure
Metric Value
Position avg, % of margin balance 24.69
Position max, % of margin balance 181.61
Max Drawdown 1025.15
Max Drawdown, % 66.07
Risk-Adjusted Ratios
Metric Value
Profit Factor (gross profit/gross loss) 0.9996
Recovery Factor (Total PnL / Max DD) -0.2004
Sharpe ratio (monthly) 0.0707
Sortino ratio (monthly) 0.0860
CAGR, % -9.08
Calmar ratio (CAGR / Max DD%) -0.1375
Open Positions Size (USDT)
Strategy Charts
SOLUSDT 4h zigzag | PnL: -1.84 | Fee: 205.05 | Vol: 572407.93
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": 9,
    "detection": 2,
    "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
}