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
186.53
Total PnL
-813.47 (-81.35%)
Total Trades (Win/Los)
300 (8/292)
Win Rate
2.67%
Max Drawdown
1891.67 (91.34%)
Total Fees
66.62
Position avg (max), %
92.95 (172.70)
Profit Factor
0.48
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 -4.04% 29.39% 60.82% -38.01% -21.28% -24.56% -1.75% -60.27% -5.18% 2.04% 41.80% -21.35% -69.04%
2025 22.79% -19.89% 11.13% -9.31% -3.73% -2.82% -5.03% 17.20% 3.84% -11.45% -17.36% 6.10% -16.76%
2026 12.25% 11.90% -5.52% -23.06% -20.70% 0.04% — — — — — — -27.57%
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 186.53
Min balance 179.30
Max balance 2070.97
Monthly Performance
Metric Value
Average monthly return (geometric), % -5.44
Average monthly return (arithmetic), % -2.53
Best month, % 60.82
Worst month, % -60.27
PnL, Volume & Fees
Metric Value
Total PnL -813.47
Total PnL, % -81.35
Gross profit 671.41
Gross loss 1389.87
Trading volume (USDT) 185098.15
Total transactions (buy/sell) 305
Total fees 66.62
Funding net -28.38
Funding accrued (received) 13.96
Funding paid 42.34
Trades
Metric Value
Total Trades 300
Win Trades 8
Los Trades 292
Win Rate, % 2.67
Expectancy per trade -2.3949
Max consecutive wins 2
Max consecutive losses 106
Risk & Exposure
Metric Value
Position avg, % of margin balance 92.95
Position max, % of margin balance 172.70
Max Drawdown 1891.67
Max Drawdown, % 91.34
Risk-Adjusted Ratios
Metric Value
Profit Factor (gross profit/gross loss) 0.4831
Recovery Factor (Total PnL / Max DD) -0.4300
Sharpe ratio (monthly) -0.3802
Sortino ratio (monthly) -0.5188
CAGR, % -50.11
Calmar ratio (CAGR / Max DD%) -0.5486
Open Positions Size (USDT)
Strategy Charts
SOLUSDT 1d zigzag | PnL: -718.47 | Fee: 66.62 | Vol: 185098.15
Details
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  "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": 13,
    "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
}