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
1396.39
Total PnL
396.39 (39.64%)
Total Trades (Win/Los)
35 (15/20)
Win Rate
42.86%
Max Drawdown
1633.99 (63.09%)
Total Fees
35.73
Position avg (max), %
94.16 (172.44)
Profit Factor
1.16
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 | -12.67% | -2.74% | 70.05% | -9.97% | -5.25% | 5.94% | 15.76% | -6.82% | 5.26% | 10.49% | 41.68% | 1.57% | 135.63% |
| 2025 | -30.23% | -4.95% | -0.99% | -24.08% | 11.57% | 8.38% | 14.05% | -19.29% | -11.98% | 13.21% | 28.37% | -11.56% | -37.24% |
| 2026 | 9.32% | 7.79% | 2.50% | -8.96% | -14.09% | 0.04% | — | — | — | — | — | — | -5.50% |
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 | 1396.39 |
| Min balance | 707.53 |
| Max balance | 2590.00 |
Monthly Performance
| Metric | Value |
|---|---|
| Average monthly return (geometric), % | 1.12 |
| Average monthly return (arithmetic), % | 2.75 |
| Best month, % | 70.05 |
| Worst month, % | -30.23 |
PnL, Volume & Fees
| Metric | Value |
|---|---|
| Total PnL | 396.39 |
| Total PnL, % | 39.64 |
| Gross profit | 3361.76 |
| Gross loss | 2907.54 |
| Trading volume (USDT) | 99288.42 |
| Total transactions (buy/sell) | 36 |
| Total fees | 35.73 |
| Funding net | -22.10 |
| Funding accrued (received) | 71.00 |
| Funding paid | 93.10 |
Trades
| Metric | Value |
|---|---|
| Total Trades | 35 |
| Win Trades | 15 |
| Los Trades | 20 |
| Win Rate, % | 42.86 |
| Expectancy per trade | 12.9778 |
| Max consecutive wins | 6 |
| Max consecutive losses | 5 |
Risk & Exposure
| Metric | Value |
|---|---|
| Position avg, % of margin balance | 94.16 |
| Position max, % of margin balance | 172.44 |
| Max Drawdown | 1633.99 |
| Max Drawdown, % | 63.09 |
Risk-Adjusted Ratios
| Metric | Value |
|---|---|
| Profit Factor (gross profit/gross loss) | 1.1562 |
| Recovery Factor (Total PnL / Max DD) | 0.2426 |
| Sharpe ratio (monthly) | 0.4930 |
| Sortino ratio (monthly) | 0.9864 |
| CAGR, % | 14.83 |
| Calmar ratio (CAGR / Max DD%) | 0.2350 |
Open Positions Size (USDT)
Strategy Charts
SOLUSDT 1d zigzag | PnL: 454.22 | Fee: 35.73 | Vol: 99288.42
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": 4,
"detection": 7,
"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
}