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
821.59
Total PnL
-178.41 (-17.84%)
Total Trades (Win/Los)
42 (5/37)
Win Rate
11.90%
Max Drawdown
1819.29 (82.99%)
Total Fees
32.14
Position avg (max), %
88.90 (243.17)
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 | 1.33% | 29.52% | 61.03% | -38.09% | 30.79% | -2.14% | 0.11% | -30.55% | -14.29% | -11.13% | 42.33% | -21.54% | -0.97% |
| 2025 | 23.03% | 7.90% | 6.45% | -5.63% | -2.16% | -34.72% | -3.50% | 21.70% | 4.66% | -54.02% | 49.03% | 5.61% | -24.25% |
| 2026 | 11.31% | 11.08% | 0.70% | -5.00% | -7.37% | 0.04% | — | — | — | — | — | — | 9.60% |
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 | 821.59 |
| Min balance | 372.76 |
| Max balance | 2192.05 |
Monthly Performance
| Metric | Value |
|---|---|
| Average monthly return (geometric), % | -0.65 |
| Average monthly return (arithmetic), % | 2.55 |
| Best month, % | 61.03 |
| Worst month, % | -54.02 |
PnL, Volume & Fees
| Metric | Value |
|---|---|
| Total PnL | -178.41 |
| Total PnL, % | -17.84 |
| Gross profit | 1436.56 |
| Gross loss | 1551.01 |
| Trading volume (USDT) | 89295.41 |
| Total transactions (buy/sell) | 43 |
| Total fees | 32.14 |
| Funding net | -31.82 |
| Funding accrued (received) | 40.25 |
| Funding paid | 72.07 |
Trades
| Metric | Value |
|---|---|
| Total Trades | 42 |
| Win Trades | 5 |
| Los Trades | 37 |
| Win Rate, % | 11.90 |
| Expectancy per trade | -2.7250 |
| Max consecutive wins | 2 |
| Max consecutive losses | 25 |
Risk & Exposure
| Metric | Value |
|---|---|
| Position avg, % of margin balance | 88.90 |
| Position max, % of margin balance | 243.17 |
| Max Drawdown | 1819.29 |
| Max Drawdown, % | 82.99 |
Risk-Adjusted Ratios
| Metric | Value |
|---|---|
| Profit Factor (gross profit/gross loss) | 0.9262 |
| Recovery Factor (Total PnL / Max DD) | -0.0981 |
| Sharpe ratio (monthly) | 0.3565 |
| Sortino ratio (monthly) | 0.5608 |
| CAGR, % | -7.82 |
| Calmar ratio (CAGR / Max DD%) | -0.0942 |
Open Positions Size (USDT)
Strategy Charts
SOLUSDT 1d zigzag | PnL: -114.45 | Fee: 32.14 | Vol: 89295.41
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": 18,
"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
}