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
695.77
Total PnL
-304.23 (-30.42%)
Total Trades (Win/Los)
562 (124/438)
Win Rate
22.06%
Max Drawdown
561.77 (46.88%)
Total Fees
307.55
Position avg (max), %
18.06 (116.94)
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 2.11% 2.82% -5.83% 2.18% -0.82% 6.29% 7.80% -11.99% -4.36% 7.98% -2.03% -9.77% -7.77%
2025 9.96% -1.23% -15.29% 10.24% -12.21% 4.57% -9.17% 8.32% 0.94% -7.12% 5.76% 1.87% -7.47%
2026 7.72% -8.34% -14.76% -7.74% 4.99% 0.00% — — — — — — -18.48%
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 695.77
Min balance 636.65
Max balance 1198.42
Monthly Performance
Metric Value
Average monthly return (geometric), % -1.20
Average monthly return (arithmetic), % -0.90
Best month, % 10.24
Worst month, % -15.29
PnL, Volume & Fees
Metric Value
Total PnL -304.23
Total PnL, % -30.42
Gross profit 2923.56
Gross loss 2923.63
Trading volume (USDT) 856275.20
Total transactions (buy/sell) 567
Total fees 307.55
Funding net 3.39
Funding accrued (received) 11.09
Funding paid 7.70
Trades
Metric Value
Total Trades 562
Win Trades 124
Los Trades 438
Win Rate, % 22.06
Expectancy per trade -0.0001
Max consecutive wins 7
Max consecutive losses 43
Risk & Exposure
Metric Value
Position avg, % of margin balance 18.06
Position max, % of margin balance 116.94
Max Drawdown 561.77
Max Drawdown, % 46.88
Risk-Adjusted Ratios
Metric Value
Profit Factor (gross profit/gross loss) 1.0000
Recovery Factor (Total PnL / Max DD) -0.5416
Sharpe ratio (monthly) -0.4114
Sortino ratio (monthly) -0.5026
CAGR, % -13.95
Calmar ratio (CAGR / Max DD%) -0.2975
Open Positions Size (USDT)
Strategy Charts
SOLUSDT 4h zigzag | PnL: -0.07 | Fee: 307.55 | Vol: 856275.20
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": 12,
    "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
}