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
419.26
Total PnL
-580.74 (-58.07%)
Total Trades (Win/Los)
37 (7/30)
Win Rate
18.92%
Max Drawdown
828.49 (73.11%)
Total Fees
14.34
Position avg (max), %
88.34 (172.93)
Profit Factor
0.47
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 | -3.85% | 3.17% | -29.00% | — | — | 10.98% | 4.21% | -18.32% | -5.40% | 10.74% | 42.58% | -21.63% | -22.12% |
| 2025 | -8.07% | 10.51% | 11.34% | -9.46% | -3.79% | 1.06% | -11.27% | 0.45% | 3.70% | -20.65% | 30.78% | 4.01% | -0.67% |
| 2026 | 8.21% | 8.28% | -2.03% | 0.52% | -24.33% | 0.04% | — | — | — | — | — | — | -12.65% |
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 | 28 |
| Pairs count | 1 |
Balance & Equity
| Metric | Value |
|---|---|
| Initial balance | 1000.00 |
| Final balance | 419.26 |
| Min balance | 304.78 |
| Max balance | 1133.27 |
Monthly Performance
| Metric | Value |
|---|---|
| Average monthly return (geometric), % | -1.39 |
| Average monthly return (arithmetic), % | -0.26 |
| Best month, % | 42.58 |
| Worst month, % | -29.00 |
PnL, Volume & Fees
| Metric | Value |
|---|---|
| Total PnL | -580.74 |
| Total PnL, % | -58.07 |
| Gross profit | 504.51 |
| Gross loss | 1068.56 |
| Trading volume (USDT) | 39859.98 |
| Total transactions (buy/sell) | 39 |
| Total fees | 14.34 |
| Funding net | -2.35 |
| Funding accrued (received) | 23.41 |
| Funding paid | 25.76 |
Trades
| Metric | Value |
|---|---|
| Total Trades | 37 |
| Win Trades | 7 |
| Los Trades | 30 |
| Win Rate, % | 18.92 |
| Expectancy per trade | -15.2447 |
| Max consecutive wins | 2 |
| Max consecutive losses | 11 |
Risk & Exposure
| Metric | Value |
|---|---|
| Position avg, % of margin balance | 88.34 |
| Position max, % of margin balance | 172.93 |
| Max Drawdown | 828.49 |
| Max Drawdown, % | 73.11 |
Risk-Adjusted Ratios
| Metric | Value |
|---|---|
| Profit Factor (gross profit/gross loss) | 0.4721 |
| Recovery Factor (Total PnL / Max DD) | -0.7010 |
| Sharpe ratio (monthly) | -0.0590 |
| Sortino ratio (monthly) | -0.0864 |
| CAGR, % | -30.23 |
| Calmar ratio (CAGR / Max DD%) | -0.4135 |
Open Positions Size (USDT)
Strategy Charts
SOLUSDT 1d zigzag | PnL: -564.05 | Fee: 14.34 | Vol: 39859.98
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": 11,
"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
}