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
796.32
Total PnL
-203.68 (-20.37%)
Total Trades (Win/Los)
10 (4/6)
Win Rate
40.00%
Max Drawdown
1626.06 (80.43%)
Total Fees
5.76
Position avg (max), %
93.26 (326.06)
Profit Factor
0.81
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 | -6.72% | 29.62% | 61.19% | -38.16% | 30.87% | -21.24% | -18.82% | -38.40% | -21.17% | 14.87% | 54.58% | -25.57% | -35.27% |
| 2025 | 28.83% | -27.70% | 11.24% | -9.39% | -3.76% | 1.06% | -15.46% | 16.57% | 3.71% | -0.95% | 22.71% | 3.15% | 17.00% |
| 2026 | 6.51% | 6.67% | 0.44% | 0.13% | -7.94% | 0.04% | — | — | — | — | — | — | 5.22% |
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 | 796.32 |
| Min balance | 395.73 |
| Max balance | 2021.79 |
Monthly Performance
| Metric | Value |
|---|---|
| Average monthly return (geometric), % | -0.75 |
| Average monthly return (arithmetic), % | 1.90 |
| Best month, % | 61.19 |
| Worst month, % | -38.40 |
PnL, Volume & Fees
| Metric | Value |
|---|---|
| Total PnL | -203.68 |
| Total PnL, % | -20.37 |
| Gross profit | 730.24 |
| Gross loss | 907.03 |
| Trading volume (USDT) | 16027.19 |
| Total transactions (buy/sell) | 11 |
| Total fees | 5.76 |
| Funding net | -21.13 |
| Funding accrued (received) | 32.85 |
| Funding paid | 53.98 |
Trades
| Metric | Value |
|---|---|
| Total Trades | 10 |
| Win Trades | 4 |
| Los Trades | 6 |
| Win Rate, % | 40.00 |
| Expectancy per trade | -17.6789 |
| Max consecutive wins | 2 |
| Max consecutive losses | 3 |
Risk & Exposure
| Metric | Value |
|---|---|
| Position avg, % of margin balance | 93.26 |
| Position max, % of margin balance | 326.06 |
| Max Drawdown | 1626.06 |
| Max Drawdown, % | 80.43 |
Risk-Adjusted Ratios
| Metric | Value |
|---|---|
| Profit Factor (gross profit/gross loss) | 0.8051 |
| Recovery Factor (Total PnL / Max DD) | -0.1253 |
| Sharpe ratio (monthly) | 0.2795 |
| Sortino ratio (monthly) | 0.4625 |
| CAGR, % | -9.00 |
| Calmar ratio (CAGR / Max DD%) | -0.1119 |
Open Positions Size (USDT)
Strategy Charts
SOLUSDT 1d zigzag | PnL: -176.79 | Fee: 5.76 | Vol: 16027.19
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": 9,
"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
}