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
675.29
Total PnL
-324.71 (-32.47%)
Total Trades (Win/Los)
168 (7/161)
Win Rate
4.17%
Max Drawdown
692.80 (50.98%)
Total Fees
28.80
Position avg (max), %
32.39 (50.96)
Profit Factor
0.58
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 | -1.14% | 9.51% | 23.25% | -18.96% | -8.45% | -6.79% | 7.89% | -21.48% | -1.93% | -0.39% | 14.30% | -9.06% | -20.63% |
| 2025 | 8.56% | -6.44% | 3.90% | -3.49% | -1.31% | -1.02% | 3.17% | 5.08% | 1.26% | -3.87% | -5.35% | 2.00% | 1.36% |
| 2026 | 4.17% | 4.36% | -4.83% | -9.75% | -10.10% | 0.01% | — | — | — | — | — | — | -16.04% |
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 | 675.29 |
| Min balance | 666.26 |
| Max balance | 1359.06 |
Monthly Performance
| Metric | Value |
|---|---|
| Average monthly return (geometric), % | -1.30 |
| Average monthly return (arithmetic), % | -0.90 |
| Best month, % | 23.25 |
| Worst month, % | -21.48 |
PnL, Volume & Fees
| Metric | Value |
|---|---|
| Total PnL | -324.71 |
| Total PnL, % | -32.47 |
| Gross profit | 397.90 |
| Gross loss | 682.13 |
| Trading volume (USDT) | 80021.51 |
| Total transactions (buy/sell) | 172 |
| Total fees | 28.80 |
| Funding net | -11.68 |
| Funding accrued (received) | 10.86 |
| Funding paid | 22.54 |
Trades
| Metric | Value |
|---|---|
| Total Trades | 168 |
| Win Trades | 7 |
| Los Trades | 161 |
| Win Rate, % | 4.17 |
| Expectancy per trade | -1.6919 |
| Max consecutive wins | 2 |
| Max consecutive losses | 100 |
Risk & Exposure
| Metric | Value |
|---|---|
| Position avg, % of margin balance | 32.39 |
| Position max, % of margin balance | 50.96 |
| Max Drawdown | 692.80 |
| Max Drawdown, % | 50.98 |
Risk-Adjusted Ratios
| Metric | Value |
|---|---|
| Profit Factor (gross profit/gross loss) | 0.5833 |
| Recovery Factor (Total PnL / Max DD) | -0.4687 |
| Sharpe ratio (monthly) | -0.3482 |
| Sortino ratio (monthly) | -0.4637 |
| CAGR, % | -15.01 |
| Calmar ratio (CAGR / Max DD%) | -0.2944 |
Open Positions Size (USDT)
Strategy Charts
SOLUSDT 1d zigzag | PnL: -284.23 | Fee: 28.80 | Vol: 80021.51
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": 12,
"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
}