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
1260.16
Total PnL
260.16 (26.02%)
Total Trades (Win/Los)
187 (6/181)
Win Rate
3.21%
Max Drawdown
514.33 (36.19%)
Total Fees
46.18
Position avg (max), %
30.76 (53.16)
Profit Factor
1.90
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 1.72% 10.08% 24.52% -19.79% 12.35% -1.60% -3.44% -15.30% -4.35% -1.96% 14.39% -9.11% -1.41%
2025 8.41% 2.62% 3.31% -2.98% -1.11% -8.06% 3.67% 5.86% 1.45% -3.00% 9.06% 1.42% 21.10%
2026 2.97% 3.15% 0.21% 0.06% -0.89% 0.01% — — — — — — 5.57%
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 1260.16
Min balance 907.02
Max balance 1421.34
Monthly Performance
Metric Value
Average monthly return (geometric), % 0.77
Average monthly return (arithmetic), % 1.12
Best month, % 24.52
Worst month, % -19.79
PnL, Volume & Fees
Metric Value
Total PnL 260.16
Total PnL, % 26.02
Gross profit 669.88
Gross loss 352.62
Trading volume (USDT) 128297.05
Total transactions (buy/sell) 189
Total fees 46.18
Funding net -10.92
Funding accrued (received) 14.41
Funding paid 25.32
Trades
Metric Value
Total Trades 187
Win Trades 6
Los Trades 181
Win Rate, % 3.21
Expectancy per trade 1.6966
Max consecutive wins 2
Max consecutive losses 178
Risk & Exposure
Metric Value
Position avg, % of margin balance 30.76
Position max, % of margin balance 53.16
Max Drawdown 514.33
Max Drawdown, % 36.19
Risk-Adjusted Ratios
Metric Value
Profit Factor (gross profit/gross loss) 1.8997
Recovery Factor (Total PnL / Max DD) 0.5058
Sharpe ratio (monthly) 0.4648
Sortino ratio (monthly) 0.7389
CAGR, % 10.05
Calmar ratio (CAGR / Max DD%) 0.2777
Open Positions Size (USDT)
Strategy Charts
SOLUSDT 1d zigzag | PnL: 317.26 | Fee: 46.18 | Vol: 128297.05
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": {
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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": 20,
    "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
}