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
1119.93
Total PnL
119.93 (11.99%)
Total Trades (Win/Los)
90 (38/52)
Win Rate
42.22%
Max Drawdown
445.24 (28.85%)
Total Fees
23.92
Position avg (max), %
31.91 (48.05)
Profit Factor
1.10
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 | -4.09% | 3.05% | 21.61% | -7.78% | -3.19% | -0.96% | -4.45% | 0.48% | -2.25% | 0.70% | -2.57% | -6.47% | -8.47% |
| 2025 | 17.94% | 10.14% | -1.29% | 7.93% | -7.71% | 3.08% | 4.17% | 2.57% | 7.92% | 2.96% | -5.96% | -11.92% | 29.46% |
| 2026 | 12.03% | -1.59% | -11.42% | -2.29% | -0.95% | 0.01% | — | — | — | — | — | — | -5.47% |
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 | 1119.93 |
| Min balance | 907.59 |
| Max balance | 1543.14 |
Monthly Performance
| Metric | Value |
|---|---|
| Average monthly return (geometric), % | 0.38 |
| Average monthly return (arithmetic), % | 0.66 |
| Best month, % | 21.61 |
| Worst month, % | -11.92 |
PnL, Volume & Fees
| Metric | Value |
|---|---|
| Total PnL | 119.93 |
| Total PnL, % | 11.99 |
| Gross profit | 1604.28 |
| Gross loss | 1456.90 |
| Trading volume (USDT) | 66441.77 |
| Total transactions (buy/sell) | 91 |
| Total fees | 23.92 |
| Funding net | -3.53 |
| Funding accrued (received) | 20.00 |
| Funding paid | 23.54 |
Trades
| Metric | Value |
|---|---|
| Total Trades | 90 |
| Win Trades | 38 |
| Los Trades | 52 |
| Win Rate, % | 42.22 |
| Expectancy per trade | 1.6376 |
| Max consecutive wins | 5 |
| Max consecutive losses | 7 |
Risk & Exposure
| Metric | Value |
|---|---|
| Position avg, % of margin balance | 31.91 |
| Position max, % of margin balance | 48.05 |
| Max Drawdown | 445.24 |
| Max Drawdown, % | 28.85 |
Risk-Adjusted Ratios
| Metric | Value |
|---|---|
| Profit Factor (gross profit/gross loss) | 1.1012 |
| Recovery Factor (Total PnL / Max DD) | 0.2694 |
| Sharpe ratio (monthly) | 0.2988 |
| Sortino ratio (monthly) | 0.5367 |
| CAGR, % | 4.80 |
| Calmar ratio (CAGR / Max DD%) | 0.1664 |
Open Positions Size (USDT)
Strategy Charts
SOLUSDT 1d zigzag | PnL: 147.38 | Fee: 23.92 | Vol: 66441.77
Realized PnL by Symbol
Details
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