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
620.49
Total PnL
-379.51 (-37.95%)
Total Trades (Win/Los)
14 (6/8)
Win Rate
42.86%
Max Drawdown
1385.33 (77.71%)
Total Fees
8.52
Position avg (max), %
99.42 (286.44)
Profit Factor
0.74
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% | 3.66% | 6.32% | -39.26% | -19.45% | -7.81% | 67.00% | -29.06% | -17.94% |
| 2025 | -19.57% | -21.57% | 17.31% | -14.00% | 4.69% | -1.21% | 9.27% | 14.03% | 3.22% | -6.41% | 21.73% | 3.04% | -0.63% |
| 2026 | 6.29% | 6.45% | -16.79% | 0.65% | -19.68% | 0.05% | — | — | — | — | — | — | -23.85% |
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 | 620.49 |
| Min balance | 397.36 |
| Max balance | 1782.69 |
Monthly Performance
| Metric | Value |
|---|---|
| Average monthly return (geometric), % | -1.63 |
| Average monthly return (arithmetic), % | 1.01 |
| Best month, % | 67.00 |
| Worst month, % | -39.26 |
PnL, Volume & Fees
| Metric | Value |
|---|---|
| Total PnL | -379.51 |
| Total PnL, % | -37.95 |
| Gross profit | 1007.66 |
| Gross loss | 1358.81 |
| Trading volume (USDT) | 23690.75 |
| Total transactions (buy/sell) | 15 |
| Total fees | 8.52 |
| Funding net | -19.84 |
| Funding accrued (received) | 38.38 |
| Funding paid | 58.22 |
Trades
| Metric | Value |
|---|---|
| Total Trades | 14 |
| Win Trades | 6 |
| Los Trades | 8 |
| Win Rate, % | 42.86 |
| Expectancy per trade | -25.0821 |
| Max consecutive wins | 3 |
| Max consecutive losses | 4 |
Risk & Exposure
| Metric | Value |
|---|---|
| Position avg, % of margin balance | 99.42 |
| Position max, % of margin balance | 286.44 |
| Max Drawdown | 1385.33 |
| Max Drawdown, % | 77.71 |
Risk-Adjusted Ratios
| Metric | Value |
|---|---|
| Profit Factor (gross profit/gross loss) | 0.7416 |
| Recovery Factor (Total PnL / Max DD) | -0.2739 |
| Sharpe ratio (monthly) | 0.1467 |
| Sortino ratio (monthly) | 0.2418 |
| CAGR, % | -17.93 |
| Calmar ratio (CAGR / Max DD%) | -0.2308 |
Open Positions Size (USDT)
Strategy Charts
SOLUSDT 1d zigzag | PnL: -351.15 | Fee: 8.52 | Vol: 23690.75
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": 10,
"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
}