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
1035.26
Total PnL
35.26 (3.53%)
Total Trades (Win/Los)
42 (5/37)
Win Rate
11.90%
Max Drawdown
553.52 (39.94%)
Total Fees
10.38
Position avg (max), %
31.45 (51.49)
Profit Factor
1.11
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 0.43% 9.64% 23.55% -19.16% 11.86% -0.94% -0.62% -10.82% -4.89% -3.28% 14.43% -9.13% 3.29%
2025 8.43% 3.64% 2.92% -2.64% -0.98% -11.87% -0.68% 5.75% 1.42% -18.76% 11.75% 1.79% -3.26%
2026 3.75% 3.94% 0.27% -1.79% -2.43% 0.01% — — — — — — 3.63%
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 1035.26
Min balance 832.48
Max balance 1386.00
Monthly Performance
Metric Value
Average monthly return (geometric), % 0.12
Average monthly return (arithmetic), % 0.52
Best month, % 23.55
Worst month, % -19.16
PnL, Volume & Fees
Metric Value
Total PnL 35.26
Total PnL, % 3.53
Gross profit 531.02
Gross loss 476.53
Trading volume (USDT) 28839.58
Total transactions (buy/sell) 43
Total fees 10.38
Funding net -8.85
Funding accrued (received) 15.34
Funding paid 24.20
Trades
Metric Value
Total Trades 42
Win Trades 5
Los Trades 37
Win Rate, % 11.90
Expectancy per trade 1.2975
Max consecutive wins 2
Max consecutive losses 25
Risk & Exposure
Metric Value
Position avg, % of margin balance 31.45
Position max, % of margin balance 51.49
Max Drawdown 553.52
Max Drawdown, % 39.94
Risk-Adjusted Ratios
Metric Value
Profit Factor (gross profit/gross loss) 1.1144
Recovery Factor (Total PnL / Max DD) 0.0637
Sharpe ratio (monthly) 0.2011
Sortino ratio (monthly) 0.2953
CAGR, % 1.45
Calmar ratio (CAGR / Max DD%) 0.0362
Open Positions Size (USDT)
Strategy Charts
SOLUSDT 1d zigzag | PnL: 54.49 | Fee: 10.38 | Vol: 28839.58
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": 18,
    "detection": 2,
    "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
}