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
846.67
Total PnL
-153.33 (-15.33%)
Total Trades (Win/Los)
16 (7/9)
Win Rate
43.75%
Max Drawdown
1202.66 (65.61%)
Total Fees
11.95
Position avg (max), %
96.69 (296.31)
Profit Factor
0.93
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 | — | 7.06% | 60.56% | -37.91% | 30.55% | 3.13% | 6.47% | -39.83% | 5.25% | 12.52% | 48.84% | -23.77% | 23.68% |
| 2025 | -15.99% | -21.49% | 16.92% | -13.74% | 4.76% | -1.23% | 9.41% | 14.22% | 3.25% | -6.51% | 21.69% | 3.04% | 4.13% |
| 2026 | -12.00% | 18.60% | -21.84% | 0.66% | -19.90% | 0.05% | — | — | — | — | — | — | -34.20% |
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 | 29 |
| Pairs count | 1 |
Balance & Equity
| Metric | Value |
|---|---|
| Initial balance | 1000.00 |
| Final balance | 846.67 |
| Min balance | 606.33 |
| Max balance | 1833.07 |
Monthly Performance
| Metric | Value |
|---|---|
| Average monthly return (geometric), % | -0.57 |
| Average monthly return (arithmetic), % | 1.82 |
| Best month, % | 60.56 |
| Worst month, % | -39.83 |
PnL, Volume & Fees
| Metric | Value |
|---|---|
| Total PnL | -153.33 |
| Total PnL, % | -15.33 |
| Gross profit | 1485.85 |
| Gross loss | 1592.61 |
| Trading volume (USDT) | 33220.31 |
| Total transactions (buy/sell) | 17 |
| Total fees | 11.95 |
| Funding net | -34.63 |
| Funding accrued (received) | 42.93 |
| Funding paid | 77.56 |
Trades
| Metric | Value |
|---|---|
| Total Trades | 16 |
| Win Trades | 7 |
| Los Trades | 9 |
| Win Rate, % | 43.75 |
| Expectancy per trade | -6.6724 |
| Max consecutive wins | 3 |
| Max consecutive losses | 4 |
Risk & Exposure
| Metric | Value |
|---|---|
| Position avg, % of margin balance | 96.69 |
| Position max, % of margin balance | 296.31 |
| Max Drawdown | 1202.66 |
| Max Drawdown, % | 65.61 |
Risk-Adjusted Ratios
| Metric | Value |
|---|---|
| Profit Factor (gross profit/gross loss) | 0.9330 |
| Recovery Factor (Total PnL / Max DD) | -0.1275 |
| Sharpe ratio (monthly) | 0.2851 |
| Sortino ratio (monthly) | 0.4553 |
| CAGR, % | -6.66 |
| Calmar ratio (CAGR / Max DD%) | -0.1015 |
Open Positions Size (USDT)
Strategy Charts
SOLUSDT 1d zigzag | PnL: -106.76 | Fee: 11.95 | Vol: 33220.31
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": 9,
"detection": 11,
"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
}