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
4605.40
Total PnL
3605.40 (360.54%)
Total Trades (Win/Los)
25 (12/13)
Win Rate
48.00%
Max Drawdown
1905.72 (35.03%)
Total Fees
48.77
Position avg (max), %
89.63 (171.61)
Profit Factor
2.43
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 | -16.62% | 33.14% | 66.65% | -23.39% | -0.32% | 8.60% | 15.67% | -21.22% | 8.62% | 10.65% | 42.24% | 6.28% | 154.02% |
| 2025 | 6.33% | -0.12% | 11.31% | -1.64% | 13.38% | 1.11% | 2.93% | 15.99% | 3.60% | 5.76% | 18.89% | -5.42% | 96.08% |
| 2026 | -13.34% | 17.09% | 1.37% | 0.51% | -10.54% | 0.04% | — | — | — | — | — | — | -7.47% |
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 | 4605.40 |
| Min balance | 796.84 |
| Max balance | 5618.88 |
Monthly Performance
| Metric | Value |
|---|---|
| Average monthly return (geometric), % | 5.23 |
| Average monthly return (arithmetic), % | 6.59 |
| Best month, % | 66.65 |
| Worst month, % | -23.39 |
PnL, Volume & Fees
| Metric | Value |
|---|---|
| Total PnL | 3605.40 |
| Total PnL, % | 360.54 |
| Gross profit | 6236.99 |
| Gross loss | 2571.75 |
| Trading volume (USDT) | 135591.82 |
| Total transactions (buy/sell) | 26 |
| Total fees | 48.77 |
| Funding net | -11.08 |
| Funding accrued (received) | 145.71 |
| Funding paid | 156.79 |
Trades
| Metric | Value |
|---|---|
| Total Trades | 25 |
| Win Trades | 12 |
| Los Trades | 13 |
| Win Rate, % | 48.00 |
| Expectancy per trade | 146.6097 |
| Max consecutive wins | 5 |
| Max consecutive losses | 3 |
Risk & Exposure
| Metric | Value |
|---|---|
| Position avg, % of margin balance | 89.63 |
| Position max, % of margin balance | 171.61 |
| Max Drawdown | 1905.72 |
| Max Drawdown, % | 35.03 |
Risk-Adjusted Ratios
| Metric | Value |
|---|---|
| Profit Factor (gross profit/gross loss) | 2.4252 |
| Recovery Factor (Total PnL / Max DD) | 1.8919 |
| Sharpe ratio (monthly) | 1.2836 |
| Sortino ratio (monthly) | 3.1288 |
| CAGR, % | 88.22 |
| Calmar ratio (CAGR / Max DD%) | 2.5185 |
Open Positions Size (USDT)
Strategy Charts
SOLUSDT 1d zigzag | PnL: 3665.24 | Fee: 48.77 | Vol: 135591.82
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": 7,
"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
}