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
610.11
Total PnL
-389.89 (-38.99%)
Total Trades (Win/Los)
300 (8/292)
Win Rate
2.67%
Max Drawdown
744.37 (55.30%)
Total Fees
48.73
Position avg (max), %
32.36 (49.89)
Profit Factor
0.52
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 -1.31% 9.24% 22.64% -18.56% -7.63% -6.52% -0.37% -25.89% -1.78% 0.58% 14.09% -8.94% -29.54%
2025 7.86% -6.61% 3.75% -3.36% -1.26% -1.00% -1.68% 5.65% 1.40% -4.27% -5.84% 1.96% -4.43%
2026 4.10% 4.30% -1.90% -8.22% -7.30% 0.01% — — — — — — -9.37%
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 610.11
Min balance 601.80
Max balance 1346.17
Monthly Performance
Metric Value
Average monthly return (geometric), % -1.63
Average monthly return (arithmetic), % -1.23
Best month, % 22.64
Worst month, % -25.89
PnL, Volume & Fees
Metric Value
Total PnL -389.89
Total PnL, % -38.99
Gross profit 362.26
Gross loss 691.85
Trading volume (USDT) 135403.82
Total transactions (buy/sell) 305
Total fees 48.73
Funding net -11.57
Funding accrued (received) 9.18
Funding paid 20.75
Trades
Metric Value
Total Trades 300
Win Trades 8
Los Trades 292
Win Rate, % 2.67
Expectancy per trade -1.0986
Max consecutive wins 2
Max consecutive losses 106
Risk & Exposure
Metric Value
Position avg, % of margin balance 32.36
Position max, % of margin balance 49.89
Max Drawdown 744.37
Max Drawdown, % 55.30
Risk-Adjusted Ratios
Metric Value
Profit Factor (gross profit/gross loss) 0.5236
Recovery Factor (Total PnL / Max DD) -0.5238
Sharpe ratio (monthly) -0.4823
Sortino ratio (monthly) -0.6150
CAGR, % -18.50
Calmar ratio (CAGR / Max DD%) -0.3346
Open Positions Size (USDT)
Strategy Charts
SOLUSDT 1d zigzag | PnL: -329.58 | Fee: 48.73 | Vol: 135403.82
Details
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  "description": "",
  "tg_notification": {
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    "notification_position": true,
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    "report": false
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  "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": {
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      "signal_symbol": ""
    }
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    "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": 13,
    "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
}