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
540.79
Total PnL
-459.21 (-45.92%)
Total Trades (Win/Los)
499 (122/377)
Win Rate
24.45%
Max Drawdown
567.10 (56.09%)
Total Fees
186.30
Position avg (max), %
19.17 (122.20)
Profit Factor
0.89
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 -14.03% -0.31% -3.24% 4.18% -1.58% -3.76% -10.26% 3.96% 4.03% 7.88% 3.97% -20.98% -29.62%
2025 0.88% -0.92% -26.08% 4.07% -4.72% 3.64% -10.09% 11.48% 3.17% -14.32% 11.10% 0.79% -24.67%
2026 2.65% 14.28% -19.45% -3.01% 11.27% 0.00% — — — — — — 1.99%
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 540.79
Min balance 443.90
Max balance 1011.00
Monthly Performance
Metric Value
Average monthly return (geometric), % -2.03
Average monthly return (arithmetic), % -1.51
Best month, % 14.28
Worst month, % -26.08
PnL, Volume & Fees
Metric Value
Total PnL -459.21
Total PnL, % -45.92
Gross profit 2114.62
Gross loss 2387.67
Trading volume (USDT) 519011.29
Total transactions (buy/sell) 505
Total fees 186.30
Funding net 0.13
Funding accrued (received) 7.47
Funding paid 7.33
Trades
Metric Value
Total Trades 499
Win Trades 122
Los Trades 377
Win Rate, % 24.45
Expectancy per trade -0.5472
Max consecutive wins 5
Max consecutive losses 45
Risk & Exposure
Metric Value
Position avg, % of margin balance 19.17
Position max, % of margin balance 122.20
Max Drawdown 567.10
Max Drawdown, % 56.09
Risk-Adjusted Ratios
Metric Value
Profit Factor (gross profit/gross loss) 0.8856
Recovery Factor (Total PnL / Max DD) -0.8098
Sharpe ratio (monthly) -0.5368
Sortino ratio (monthly) -0.6168
CAGR, % -22.47
Calmar ratio (CAGR / Max DD%) -0.4007
Open Positions Size (USDT)
Strategy Charts
SOLUSDT 4h zigzag | PnL: -273.05 | Fee: 186.30 | Vol: 519011.29
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": 13,
    "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
}