hb/tester/ver.2026/05/18/backtest_results: 2024-01-01 - 2026-06-01 | zz-sol-1d-notp-100 | exchange: Bybit
Pairs
1
Initial Balance
1000.00
Final Balance
3331.79
Total PnL
2331.79 (233.18%)
Total Trades (Win/Los)
66 (38/28)
Win Rate
57.58%
Max Drawdown
1951.14 (47.74%)
Total Fees
98.44
Position avg (max), %
90.29 (135.94)
Profit Factor
1.52
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% | 9.08% | 65.00% | 4.21% | 1.31% | 5.78% | -17.88% | 1.92% | 8.67% | -3.83% | 0.08% | -16.83% | 43.26% |
| 2025 | 33.08% | 26.94% | -23.46% | 25.40% | -9.27% | 9.16% | 0.77% | 6.96% | 23.93% | 7.60% | -28.47% | -7.30% | 53.05% |
| 2026 | 33.88% | 7.86% | 6.48% | 2.56% | -3.61% | 0.04% | — | — | — | — | — | — | 52.07% |
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 | 3331.79 |
| Min balance | 777.87 |
| Max balance | 4087.22 |
Monthly Performance
| Metric | Value |
|---|---|
| Average monthly return (geometric), % | 4.10 |
| Average monthly return (arithmetic), % | 5.60 |
| Best month, % | 65.00 |
| Worst month, % | -28.47 |
PnL, Volume & Fees
| Metric | Value |
|---|---|
| Total PnL | 2331.79 |
| Total PnL, % | 233.18 |
| Gross profit | 7217.67 |
| Gross loss | 4750.97 |
| Trading volume (USDT) | 273532.43 |
| Total transactions (buy/sell) | 67 |
| Total fees | 98.44 |
| Funding net | -36.47 |
| Funding accrued (received) | 98.97 |
| Funding paid | 135.45 |
Trades
| Metric | Value |
|---|---|
| Total Trades | 66 |
| Win Trades | 38 |
| Los Trades | 28 |
| Win Rate, % | 57.58 |
| Expectancy per trade | 37.3743 |
| Max consecutive wins | 6 |
| Max consecutive losses | 4 |
Risk & Exposure
| Metric | Value |
|---|---|
| Position avg, % of margin balance | 90.29 |
| Position max, % of margin balance | 135.94 |
| Max Drawdown | 1951.14 |
| Max Drawdown, % | 47.74 |
Risk-Adjusted Ratios
| Metric | Value |
|---|---|
| Profit Factor (gross profit/gross loss) | 1.5192 |
| Recovery Factor (Total PnL / Max DD) | 1.1951 |
| Sharpe ratio (monthly) | 1.0559 |
| Sortino ratio (monthly) | 2.2987 |
| CAGR, % | 64.61 |
| Calmar ratio (CAGR / Max DD%) | 1.3533 |
Open Positions Size (USDT)
Strategy Charts
SOLUSDT 1d zigzag | PnL: 2466.70 | Fee: 98.44 | Vol: 273532.43
Realized PnL by Symbol
Details
{
"name": "1",
"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": "1d",
"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": 2,
"detection": 4,
"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
}