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
1485.02
Total PnL
485.02 (48.50%)
Total Trades (Win/Los)
23 (10/13)
Win Rate
43.48%
Max Drawdown
1287.90 (56.39%)
Total Fees
23.55
Position avg (max), %
94.64 (196.83)
Profit Factor
1.26
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 | -19.27% | 7.71% | 84.21% | -10.79% | -5.58% | 5.51% | 4.98% | -22.06% | 3.18% | 10.87% | 43.03% | -3.34% | 84.20% |
| 2025 | -5.86% | -4.49% | 13.16% | -11.06% | 7.99% | 1.25% | 4.25% | -29.13% | -12.02% | 12.46% | 26.92% | 3.62% | -4.89% |
| 2026 | -2.46% | 4.74% | -8.23% | -10.48% | 1.03% | 0.04% | — | — | — | — | — | — | -15.17% |
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 | 1485.02 |
| Min balance | 609.66 |
| Max balance | 2283.76 |
Monthly Performance
| Metric | Value |
|---|---|
| Average monthly return (geometric), % | 1.33 |
| Average monthly return (arithmetic), % | 3.01 |
| Best month, % | 84.21 |
| Worst month, % | -29.13 |
PnL, Volume & Fees
| Metric | Value |
|---|---|
| Total PnL | 485.02 |
| Total PnL, % | 48.50 |
| Gross profit | 2503.73 |
| Gross loss | 1986.05 |
| Trading volume (USDT) | 65454.73 |
| Total transactions (buy/sell) | 24 |
| Total fees | 23.55 |
| Funding net | -9.11 |
| Funding accrued (received) | 76.16 |
| Funding paid | 85.27 |
Trades
| Metric | Value |
|---|---|
| Total Trades | 23 |
| Win Trades | 10 |
| Los Trades | 13 |
| Win Rate, % | 43.48 |
| Expectancy per trade | 22.5078 |
| Max consecutive wins | 4 |
| Max consecutive losses | 4 |
Risk & Exposure
| Metric | Value |
|---|---|
| Position avg, % of margin balance | 94.64 |
| Position max, % of margin balance | 196.83 |
| Max Drawdown | 1287.90 |
| Max Drawdown, % | 56.39 |
Risk-Adjusted Ratios
| Metric | Value |
|---|---|
| Profit Factor (gross profit/gross loss) | 1.2607 |
| Recovery Factor (Total PnL / Max DD) | 0.3766 |
| Sharpe ratio (monthly) | 0.5108 |
| Sortino ratio (monthly) | 1.1711 |
| CAGR, % | 17.79 |
| Calmar ratio (CAGR / Max DD%) | 0.3155 |
Open Positions Size (USDT)
Strategy Charts
SOLUSDT 1d zigzag | PnL: 517.68 | Fee: 23.55 | Vol: 65454.73
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": 3,
"detection": 17,
"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
}