hb/tester/ver.2026/05/18/backtest_results: 2024-01-01 - 2026-06-01 | zz-sol-1d-notp | exchange: Bybit

Pairs
1
Initial Balance
1000.00
Final Balance
1394.60
Total PnL
394.60 (39.46%)
Total Trades (Win/Los)
37 (19/18)
Win Rate
51.35%
Max Drawdown
406.09 (26.38%)
Total Fees
10.63
Position avg (max), %
31.89 (48.20)
Profit Factor
1.63
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 -4.11% 2.70% 21.69% -3.78% -2.83% 2.01% 5.49% 0.13% 1.81% 3.54% 15.02% -6.24% 37.24%
2025 -9.81% 0.11% -0.93% -6.18% 3.16% 3.12% 4.85% -3.21% -1.89% 3.66% 8.59% -6.53% -6.46%
2026 8.55% 3.31% 0.82% -0.35% -3.57% 0.01% — — — — — — 8.66%
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 1394.60
Min balance 933.86
Max balance 1539.33
Monthly Performance
Metric Value
Average monthly return (geometric), % 1.12
Average monthly return (arithmetic), % 1.31
Best month, % 21.69
Worst month, % -9.81
PnL, Volume & Fees
Metric Value
Total PnL 394.60
Total PnL, % 39.46
Gross profit 1063.31
Gross loss 651.76
Trading volume (USDT) 29548.49
Total transactions (buy/sell) 38
Total fees 10.63
Funding net -6.32
Funding accrued (received) 20.49
Funding paid 26.81
Trades
Metric Value
Total Trades 37
Win Trades 19
Los Trades 18
Win Rate, % 51.35
Expectancy per trade 11.1229
Max consecutive wins 6
Max consecutive losses 3
Risk & Exposure
Metric Value
Position avg, % of margin balance 31.89
Position max, % of margin balance 48.20
Max Drawdown 406.09
Max Drawdown, % 26.38
Risk-Adjusted Ratios
Metric Value
Profit Factor (gross profit/gross loss) 1.6314
Recovery Factor (Total PnL / Max DD) 0.9717
Sharpe ratio (monthly) 0.7149
Sortino ratio (monthly) 1.4728
CAGR, % 14.77
Calmar ratio (CAGR / Max DD%) 0.5598
Open Positions Size (USDT)
Strategy Charts
SOLUSDT 1d zigzag | PnL: 411.55 | Fee: 10.63 | Vol: 29548.49
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": 33.0,
    "balance_percentage_short": 33.0,
    "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": 4,
    "detection": 5,
    "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
}