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
1018.55
Total PnL
18.55 (1.86%)
Total Trades (Win/Los)
46 (5/41)
Win Rate
10.87%
Max Drawdown
574.64 (41.00%)
Total Fees
11.40
Position avg (max), %
31.67 (52.42)
Profit Factor
1.08
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 0.85% 9.89% 24.09% -19.51% 12.13% -1.01% -0.62% -10.78% -4.87% -4.68% 14.51% -9.18% 2.73%
2025 8.48% 3.65% 2.93% -2.65% -0.99% -11.93% -0.68% 5.78% 1.43% -18.86% 11.83% 1.80% -3.28%
2026 3.77% 3.96% 0.27% -1.78% -3.50% 0.01% — — — — — — 2.54%
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 1018.55
Min balance 826.79
Max balance 1401.43
Monthly Performance
Metric Value
Average monthly return (geometric), % 0.06
Average monthly return (arithmetic), % 0.48
Best month, % 24.09
Worst month, % -19.51
PnL, Volume & Fees
Metric Value
Total PnL 18.55
Total PnL, % 1.86
Gross profit 535.59
Gross loss 496.65
Trading volume (USDT) 31674.59
Total transactions (buy/sell) 47
Total fees 11.40
Funding net -8.98
Funding accrued (received) 15.41
Funding paid 24.40
Trades
Metric Value
Total Trades 46
Win Trades 5
Los Trades 41
Win Rate, % 10.87
Expectancy per trade 0.8464
Max consecutive wins 2
Max consecutive losses 25
Risk & Exposure
Metric Value
Position avg, % of margin balance 31.67
Position max, % of margin balance 52.42
Max Drawdown 574.64
Max Drawdown, % 41.00
Risk-Adjusted Ratios
Metric Value
Profit Factor (gross profit/gross loss) 1.0784
Recovery Factor (Total PnL / Max DD) 0.0323
Sharpe ratio (monthly) 0.1821
Sortino ratio (monthly) 0.2676
CAGR, % 0.76
Calmar ratio (CAGR / Max DD%) 0.0186
Open Positions Size (USDT)
Strategy Charts
SOLUSDT 1d zigzag | PnL: 38.93 | Fee: 11.40 | Vol: 31674.59
Details
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  "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": 19,
    "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
}