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
816.05
Total PnL
-183.95 (-18.39%)
Total Trades (Win/Los)
263 (140/123)
Win Rate
53.23%
Max Drawdown
1282.66 (63.62%)
Total Fees
152.22
Position avg (max), %
25.88 (126.05)
Profit Factor
0.99
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 15.37% 16.27% 17.51% -1.94% -13.08% -1.21% 16.70% 14.98% -7.10% 8.39% 8.26% -35.38% 25.44%
2025 -4.14% 0.70% -26.94% 10.73% 0.17% 11.85% 5.37% 11.79% 3.85% -5.12% 3.39% -7.31% -2.69%
2026 7.20% -18.80% -21.66% -8.37% 6.98% 0.00% — — — — — — -33.15%
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 816.05
Min balance 733.50
Max balance 2016.16
Monthly Performance
Metric Value
Average monthly return (geometric), % -0.68
Average monthly return (arithmetic), % 0.28
Best month, % 17.51
Worst month, % -35.38
PnL, Volume & Fees
Metric Value
Total PnL -183.95
Total PnL, % -18.39
Gross profit 4631.16
Gross loss 4656.03
Trading volume (USDT) 425958.17
Total transactions (buy/sell) 264
Total fees 152.22
Funding net -6.86
Funding accrued (received) 15.76
Funding paid 22.62
Trades
Metric Value
Total Trades 263
Win Trades 140
Los Trades 123
Win Rate, % 53.23
Expectancy per trade -0.0946
Max consecutive wins 16
Max consecutive losses 13
Risk & Exposure
Metric Value
Position avg, % of margin balance 25.88
Position max, % of margin balance 126.05
Max Drawdown 1282.66
Max Drawdown, % 63.62
Risk-Adjusted Ratios
Metric Value
Profit Factor (gross profit/gross loss) 0.9947
Recovery Factor (Total PnL / Max DD) -0.1434
Sharpe ratio (monthly) 0.0742
Sortino ratio (monthly) 0.0946
CAGR, % -8.07
Calmar ratio (CAGR / Max DD%) -0.1269
Open Positions Size (USDT)
Strategy Charts
SOLUSDT 4h zigzag | PnL: -24.87 | Fee: 152.22 | Vol: 425958.17
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": 3,
    "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
}