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
1507.61
Total PnL
507.61 (50.76%)
Total Trades (Win/Los)
187 (6/181)
Win Rate
3.21%
Max Drawdown
1604.87 (70.89%)
Total Fees
146.23
Position avg (max), %
78.92 (148.37)
Profit Factor
1.62
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 5.16% 29.26% 60.61% -37.93% 30.57% -3.46% -8.62% -40.37% -12.53% -6.62% 43.99% -22.13% -14.76%
2025 23.84% 5.57% 7.60% -6.57% -2.55% -24.07% 12.88% 18.87% 4.15% -8.63% 23.10% 3.20% 57.77%
2026 6.60% 6.75% 0.44% 0.13% -2.02% 0.04% — — — — — — 12.18%
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 1507.61
Min balance 659.16
Max balance 2264.03
Monthly Performance
Metric Value
Average monthly return (geometric), % 1.38
Average monthly return (arithmetic), % 3.58
Best month, % 60.61
Worst month, % -40.37
PnL, Volume & Fees
Metric Value
Total PnL 507.61
Total PnL, % 50.76
Gross profit 1806.01
Gross loss 1117.21
Trading volume (USDT) 406265.76
Total transactions (buy/sell) 189
Total fees 146.23
Funding net -34.97
Funding accrued (received) 37.62
Funding paid 72.60
Trades
Metric Value
Total Trades 187
Win Trades 6
Los Trades 181
Win Rate, % 3.21
Expectancy per trade 3.6835
Max consecutive wins 2
Max consecutive losses 178
Risk & Exposure
Metric Value
Position avg, % of margin balance 78.92
Position max, % of margin balance 148.37
Max Drawdown 1604.87
Max Drawdown, % 70.89
Risk-Adjusted Ratios
Metric Value
Profit Factor (gross profit/gross loss) 1.6165
Recovery Factor (Total PnL / Max DD) 0.3163
Sharpe ratio (monthly) 0.5855
Sortino ratio (monthly) 1.0055
CAGR, % 18.53
Calmar ratio (CAGR / Max DD%) 0.2614
Open Positions Size (USDT)
Strategy Charts
SOLUSDT 1d zigzag | PnL: 688.81 | Fee: 146.23 | Vol: 406265.76
Details
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  "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": 20,
    "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
}