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
1378.85
Total PnL
378.85 (37.89%)
Total Trades (Win/Los)
50 (12/38)
Win Rate
24.00%
Max Drawdown
871.72 (47.60%)
Total Fees
36.83
Position avg (max), %
90.38 (155.29)
Profit Factor
1.24
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 -13.86% 3.63% -30.45% 13.40% -3.80% -18.38% -1.73% -18.76% 10.30% 10.54% 41.86% 13.20% -13.59%
2025 9.92% 9.27% 9.57% 2.69% 16.46% 0.99% -10.99% 0.07% 3.89% 18.28% 18.08% -24.71% 54.66%
2026 -12.50% 16.92% 9.04% -5.72% -1.88% 0.04% — — — — — — 3.25%
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 1378.85
Min balance 347.09
Max balance 1831.43
Monthly Performance
Metric Value
Average monthly return (geometric), % 1.08
Average monthly return (arithmetic), % 2.18
Best month, % 41.86
Worst month, % -30.45
PnL, Volume & Fees
Metric Value
Total PnL 378.85
Total PnL, % 37.89
Gross profit 2141.97
Gross loss 1727.47
Trading volume (USDT) 102373.25
Total transactions (buy/sell) 52
Total fees 36.83
Funding net 1.19
Funding accrued (received) 50.74
Funding paid 49.55
Trades
Metric Value
Total Trades 50
Win Trades 12
Los Trades 38
Win Rate, % 24.00
Expectancy per trade 8.2899
Max consecutive wins 3
Max consecutive losses 11
Risk & Exposure
Metric Value
Position avg, % of margin balance 90.38
Position max, % of margin balance 155.29
Max Drawdown 871.72
Max Drawdown, % 47.60
Risk-Adjusted Ratios
Metric Value
Profit Factor (gross profit/gross loss) 1.2399
Recovery Factor (Total PnL / Max DD) 0.4346
Sharpe ratio (monthly) 0.5111
Sortino ratio (monthly) 0.7884
CAGR, % 14.23
Calmar ratio (CAGR / Max DD%) 0.2989
Open Positions Size (USDT)
Strategy Charts
SOLUSDT 1d zigzag | PnL: 414.50 | Fee: 36.83 | Vol: 102373.25
Details
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  "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": 7,
    "detection": 1,
    "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
}