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
1054.45
Total PnL
54.45 (5.44%)
Total Trades (Win/Los)
14 (6/8)
Win Rate
42.86%
Max Drawdown
475.91 (36.54%)
Total Fees
3.30
Position avg (max), %
31.95 (48.35)
Profit Factor
1.17
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 | — | 5.10% | 21.77% | -17.97% | -1.91% | 4.42% | 1.70% | -8.23% | -8.49% | 3.39% | 14.38% | -9.10% | -1.29% |
| 2025 | -4.98% | -5.65% | 4.93% | -3.64% | 1.73% | -0.46% | 3.50% | 5.59% | 1.38% | 1.50% | 7.47% | 1.18% | 12.24% |
| 2026 | 2.49% | 2.65% | -6.17% | 0.19% | -3.77% | 0.01% | — | — | — | — | — | — | -4.81% |
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 | 1054.45 |
| Min balance | 826.40 |
| Max balance | 1302.30 |
Monthly Performance
| Metric | Value |
|---|---|
| Average monthly return (geometric), % | 0.18 |
| Average monthly return (arithmetic), % | 0.45 |
| Best month, % | 21.77 |
| Worst month, % | -17.97 |
PnL, Volume & Fees
| Metric | Value |
|---|---|
| Total PnL | 54.45 |
| Total PnL, % | 5.44 |
| Gross profit | 457.01 |
| Gross loss | 390.72 |
| Trading volume (USDT) | 9170.16 |
| Total transactions (buy/sell) | 15 |
| Total fees | 3.30 |
| Funding net | -8.55 |
| Funding accrued (received) | 14.26 |
| Funding paid | 22.81 |
Trades
| Metric | Value |
|---|---|
| Total Trades | 14 |
| Win Trades | 6 |
| Los Trades | 8 |
| Win Rate, % | 42.86 |
| Expectancy per trade | 4.7352 |
| Max consecutive wins | 3 |
| Max consecutive losses | 3 |
Risk & Exposure
| Metric | Value |
|---|---|
| Position avg, % of margin balance | 31.95 |
| Position max, % of margin balance | 48.35 |
| Max Drawdown | 475.91 |
| Max Drawdown, % | 36.54 |
Risk-Adjusted Ratios
| Metric | Value |
|---|---|
| Profit Factor (gross profit/gross loss) | 1.1697 |
| Recovery Factor (Total PnL / Max DD) | 0.1144 |
| Sharpe ratio (monthly) | 0.2124 |
| Sortino ratio (monthly) | 0.3229 |
| CAGR, % | 2.22 |
| Calmar ratio (CAGR / Max DD%) | 0.0607 |
Open Positions Size (USDT)
Strategy Charts
SOLUSDT 1d zigzag | PnL: 66.29 | Fee: 3.30 | Vol: 9170.16
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": 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
}