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
739.93
Total PnL
-260.07 (-26.01%)
Total Trades (Win/Los)
253 (132/121)
Win Rate
52.17%
Max Drawdown
1625.25 (72.20%)
Total Fees
138.71
Position avg (max), %
25.37 (183.04)
Profit Factor
0.97
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% 16.11% 8.20% 4.14% -4.70% 2.82% 16.33% 12.45% -4.76% 8.50% 8.37% -42.63% 24.30%
2025 -4.18% 0.71% -43.75% 10.79% 5.09% 12.09% 3.01% 12.47% 7.91% -2.26% -2.57% -7.20% -21.73%
2026 9.02% -7.38% -25.76% -5.85% 7.75% 0.00% — — — — — — -23.95%
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 739.93
Min balance 625.84
Max balance 2251.09
Monthly Performance
Metric Value
Average monthly return (geometric), % -1.00
Average monthly return (arithmetic), % 0.34
Best month, % 16.33
Worst month, % -43.75
PnL, Volume & Fees
Metric Value
Total PnL -260.07
Total PnL, % -26.01
Gross profit 3990.97
Gross loss 4110.30
Trading volume (USDT) 388050.54
Total transactions (buy/sell) 254
Total fees 138.71
Funding net -2.04
Funding accrued (received) 16.23
Funding paid 18.27
Trades
Metric Value
Total Trades 253
Win Trades 132
Los Trades 121
Win Rate, % 52.17
Expectancy per trade -0.4716
Max consecutive wins 13
Max consecutive losses 8
Risk & Exposure
Metric Value
Position avg, % of margin balance 25.37
Position max, % of margin balance 183.04
Max Drawdown 1625.25
Max Drawdown, % 72.20
Risk-Adjusted Ratios
Metric Value
Profit Factor (gross profit/gross loss) 0.9710
Recovery Factor (Total PnL / Max DD) -0.1600
Sharpe ratio (monthly) 0.0798
Sortino ratio (monthly) 0.0941
CAGR, % -11.73
Calmar ratio (CAGR / Max DD%) -0.1624
Open Positions Size (USDT)
Strategy Charts
SOLUSDT 4h zigzag | PnL: -119.32 | Fee: 138.71 | Vol: 388050.54
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": 10,
    "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
}