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
711.35
Total PnL
-288.65 (-28.87%)
Total Trades (Win/Los)
332 (126/206)
Win Rate
37.95%
Max Drawdown
585.46 (51.86%)
Total Fees
138.40
Position avg (max), %
24.50 (131.99)
Profit Factor
0.95
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 -9.15% 15.12% 0.25% 3.22% -17.50% -4.99% -3.52% 9.67% 3.84% 8.50% 1.12% -27.39% -25.76%
2025 -9.63% 0.76% -13.06% 12.72% -8.97% 12.18% 3.65% 10.46% 4.09% -3.27% -2.24% -15.08% -12.81%
2026 5.67% 4.93% 0.03% 0.72% -1.64% 0.00% — — — — — — 9.89%
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 711.35
Min balance 543.44
Max balance 1128.90
Monthly Performance
Metric Value
Average monthly return (geometric), % -1.13
Average monthly return (arithmetic), % -0.65
Best month, % 15.12
Worst month, % -27.39
PnL, Volume & Fees
Metric Value
Total PnL -288.65
Total PnL, % -28.87
Gross profit 2627.02
Gross loss 2777.80
Trading volume (USDT) 386237.61
Total transactions (buy/sell) 333
Total fees 138.40
Funding net 0.53
Funding accrued (received) 11.92
Funding paid 11.39
Trades
Metric Value
Total Trades 332
Win Trades 126
Los Trades 206
Win Rate, % 37.95
Expectancy per trade -0.4542
Max consecutive wins 8
Max consecutive losses 31
Risk & Exposure
Metric Value
Position avg, % of margin balance 24.50
Position max, % of margin balance 131.99
Max Drawdown 585.46
Max Drawdown, % 51.86
Risk-Adjusted Ratios
Metric Value
Profit Factor (gross profit/gross loss) 0.9457
Recovery Factor (Total PnL / Max DD) -0.4930
Sharpe ratio (monthly) -0.2384
Sortino ratio (monthly) -0.2938
CAGR, % -13.15
Calmar ratio (CAGR / Max DD%) -0.2537
Open Positions Size (USDT)
Strategy Charts
SOLUSDT 4h zigzag | PnL: -150.78 | Fee: 138.40 | Vol: 386237.61
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": 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
}