hb/tester/1

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

Pairs

Initial Balance

1000.00

Final Balance

1016.32

Total PnL

16.32 (1.63%)

Total Trades (Win/Los)

14 (7/7)

Win Rate

50.00%

Max Drawdown

411.70 (32.33%)

Total Fees

3.27

Position avg (max), %

33.06 (51.80)

Profit Factor

1.08

Duration (days)

882.0

Equity Curve (Margin balance)

Y scale not from zero

Monthly Returns Heatmap (%)

Year	Jan	Feb	Mar	Apr	May	Jun	Jul	Aug	Sep	Oct	Nov	Dec	Year
2024	—	1.83%	20.23%	-16.91%	10.18%	1.36%	1.83%	-13.80%	1.04%	3.70%	15.68%	-9.82%	8.99%
2025	-10.12%	-6.07%	4.74%	-4.31%	1.77%	-0.47%	3.57%	5.70%	1.41%	-2.95%	8.10%	1.28%	1.11%
2026	-6.19%	6.03%	-6.10%	-0.15%	-1.10%	0.01%	—	—	—	—	—	—	-7.75%

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	29
Pairs count	1

Balance & Equity

Metric	Value
Initial balance	1000.00
Final balance	1016.32
Min balance	861.70
Max balance	1273.41

Monthly Performance

Metric	Value
Average monthly return (geometric), %	0.06
Average monthly return (arithmetic), %	0.36
Best month, %	20.23
Worst month, %	-16.91

PnL, Volume & Fees

Metric	Value
Total PnL	16.32
Total PnL, %	1.63
Gross profit	460.43
Gross loss	424.80
Trading volume (USDT)	9084.68
Total transactions (buy/sell)	15
Total fees	3.27
Funding net	-16.04
Funding accrued (received)	11.14
Funding paid	27.18

Trades

Metric	Value
Total Trades	14
Win Trades	7
Los Trades	7
Win Rate, %	50.00
Expectancy per trade	2.5449
Max consecutive wins	3
Max consecutive losses	2

Risk & Exposure

Metric	Value
Position avg, % of margin balance	33.06
Position max, % of margin balance	51.80
Max Drawdown	411.70
Max Drawdown, %	32.33

Risk-Adjusted Ratios

Metric	Value
Profit Factor (gross profit/gross loss)	1.0839
Recovery Factor (Total PnL / Max DD)	0.0397
Sharpe ratio (monthly)	0.1601
Sortino ratio (monthly)	0.2358
CAGR, %	0.67
Calmar ratio (CAGR / Max DD%)	0.0208

Open Positions Size (USDT)

Y scale not from zero

Strategy Charts

SOLUSDT 1d zigzag | PnL: 35.63 | Fee: 3.27 | Vol: 9084.68

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": 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": 9,
    "detection": 19,
    "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
}

Timestamp	Symbol	Order ID	Side	Action	Size	Price	Fee	PnL	Balance	Post Size	Post Side	Cost
2024-02-28 23:58:00	SOLUSDT	2	buy	opened	2.7	118.9216080	0.1155918029760	0	999.8844081970240	2.7	long	321.08834160
2024-06-07 18:01:00	SOLUSDT	1	sell	reversed	4.7	160.7537165	0.2719952883180	112.94669295	1106.6978515747060	-2.0	short	755.54246755
2024-07-15 16:42:00	SOLUSDT	3	buy	reversed	4.3	154.9842255	0.2399155810740	11.53898200	1119.4600353936320	2.3	long	666.43216965
2024-08-05 01:10:00	SOLUSDT	4	sell	reversed	5.2	120.3978460	0.2253847677120	-79.54867285	1038.6159337109200	-2.9	short	626.06879920
2024-09-19 13:13:00	SOLUSDT	5	buy	reversed	5.3	141.0993675	0.2692175931900	-60.03441235	980.8068947877300	2.4	long	747.82664775
2025-01-13 12:55:00	SOLUSDT	6	sell	reversed	4.2	174.9887325	0.2645829635400	81.33447600	1054.6937315841900	-1.8	short	734.95267650
2025-01-18 03:09:00	SOLUSDT	7	buy	reversed	3.3	223.2481095	0.2652187540860	-86.86687860	967.7874630401040	1.5	long	736.71876135
2025-02-18 06:10:00	SOLUSDT	8	sell	reversed	3.3	168.2011090	0.1998229174920	-82.57050075	883.6322654976120	-1.8	short	555.06365970
2025-04-22 16:00:00	SOLUSDT	9	buy	reversed	3.8	147.5216145	0.2018095686360	37.22309010	922.7297615189760	2.0	long	560.58213510
2025-10-10 21:12:00	SOLUSDT	10	sell	reversed	3.5	190.6532480	0.2402230924800	86.26326700	1000.4635003264960	-1.5	short	667.28636800
2026-01-13 22:10:00	SOLUSDT	11	buy	reversed	3.7	146.9614185	0.1957526094420	65.53774425	1068.6917102920540	2.2	long	543.75724845
2026-01-29 15:40:00	SOLUSDT	12	sell	reversed	5.1	116.6791480	0.2142229157280	-66.62099510	1001.2392144063260	-2.9	short	595.06365480
2026-03-16 04:55:00	SOLUSDT	13	buy	reversed	6.4	94.0629105	0.2167209457920	65.58708875	1068.1813581405340	3.5	long	602.00262720
2026-05-23 07:50:00	SOLUSDT	14	sell	reversed	7.7	81.3215275	0.2254232742300	-44.59484050	1020.5858073413040	-4.2	short	626.17576175
2026-06-01 00:00:00	SOLUSDT	16	buy	closed	4.2	82.4088330	0.1211409845100	-4.56668310	1016.3241971567940	0		346.11709860

Name	maxMktOrderQty	leverage_max	lotSize	current price	maxMktOrderQty * current price (USDT)	lotSize * current price (USDT)
SOLUSDT	12000.0	100.00	0.1	82.38	988560.00	8.238

Symbol	Strategy	Trades	Win Rate	Profit Factor	PnL	Fee	Volume (USDT)	Pos Avg %	Pos Max %
SOLUSDT	zigzag	14	50.00%	1.08	35.63	3.27	9084.68	33.06%	51.80%

Run Tag: run_159_of_380
Run Parameters:
settings[*].zigzag.detection=19, settings[*].zigzag.length=9
config_tester.json:
{
  "name_comment": "zz-sol-1d-notp",
  "InitialBalance": 1000.0,
  "StartDate": "2024-01-01T00:00:00",
  "EndDate": "2026-06-01T00:00:00",
  "WarmupDays": 22,
  "MakerFee": 0.00036,
  "TakerFee": 0.00035,
  "SlippagePercent": 0.00035,
  "FundingRate": 0.000045,
  "FundingIntervalHours": 8,
  "UpdateData": true,
  "LimitOrderVolumeCheck": false,
  "use_logger": false,
  "max_parallel_runs": 10,
  "parameter_mining": [
    {
      "name": "settings[*].zigzag.length",
      "start": 2.0,
      "end": 20.0,
      "step": 1.0,
      "values": []
    },
    {
      "name": "settings[*].zigzag.detection",
      "start": 1.0,
      "end": 20.0,
      "step": 1.0,
      "values": []
    }
  ],
  "report": {
    "chart_ohlc_height": 550,
    "chart_balance_height": 550,
    "chart_position_height": 550,
    "include_chart_ohlc": true,
    "include_chart_balance": true,
    "include_chart_position": true,
    "include_strategy_settings": true,
    "include_trades_table": true,
    "include_summary_table": true,
    "include_monthly_returns_heatmap": true,
    "include_position_stats": true,
    "enable_timing_logs": false
  },
  "report_optimizer": {
    "chart_height": 550,
    "z_parameters": [
      "TotalPnLPercent",
      "MaxDrawdownPercent",
      "ProfitFactor",
      "WinRate",
      "TotalFees",
      "PositionAvgPercent",
      "PositionMaxPercent",
      "TotalTrades"
    ]
  }
}

------------
{
  "profit": 1.0,
  "loss": 1.0,
  "size": 0.99,
  "each": false
}

------------
risk_multiplier: 1