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
1115.27
Total PnL
115.27 (11.53%)
Total Trades (Win/Los)
84 (38/46)
Win Rate
45.24%
Max Drawdown
390.41 (31.43%)
Total Fees
20.27
Position avg (max), %
31.99 (48.05)
Profit Factor
1.12
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% | -8.02% | -3.19% | -0.96% | -4.46% | 0.48% | -3.09% | -1.03% | -2.29% | -9.95% | -14.12% |
| 2025 | 16.55% | 10.10% | -8.60% | 8.09% | -8.29% | 3.07% | 0.20% | 2.59% | 7.74% | 2.49% | -8.72% | -2.21% | 21.41% |
| 2026 | 11.91% | -1.98% | -2.59% | 1.22% | -1.08% | 0.01% | — | — | — | — | — | — | 6.99% |
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 | 1115.27 |
| Min balance | 851.68 |
| Max balance | 1262.46 |
Monthly Performance
| Metric | Value |
|---|---|
| Average monthly return (geometric), % | 0.37 |
| Average monthly return (arithmetic), % | 0.62 |
| Best month, % | 21.61 |
| Worst month, % | -9.95 |
PnL, Volume & Fees
| Metric | Value |
|---|---|
| Total PnL | 115.27 |
| Total PnL, % | 11.53 |
| Gross profit | 1358.14 |
| Gross loss | 1217.32 |
| Trading volume (USDT) | 56325.94 |
| Total transactions (buy/sell) | 85 |
| Total fees | 20.27 |
| Funding net | -5.28 |
| Funding accrued (received) | 17.46 |
| Funding paid | 22.74 |
Trades
| Metric | Value |
|---|---|
| Total Trades | 84 |
| Win Trades | 38 |
| Los Trades | 46 |
| Win Rate, % | 45.24 |
| Expectancy per trade | 1.6764 |
| Max consecutive wins | 5 |
| Max consecutive losses | 6 |
Risk & Exposure
| Metric | Value |
|---|---|
| Position avg, % of margin balance | 31.99 |
| Position max, % of margin balance | 48.05 |
| Max Drawdown | 390.41 |
| Max Drawdown, % | 31.43 |
Risk-Adjusted Ratios
| Metric | Value |
|---|---|
| Profit Factor (gross profit/gross loss) | 1.1157 |
| Recovery Factor (Total PnL / Max DD) | 0.2952 |
| Sharpe ratio (monthly) | 0.2938 |
| Sortino ratio (monthly) | 0.5456 |
| CAGR, % | 4.62 |
| Calmar ratio (CAGR / Max DD%) | 0.1470 |
Open Positions Size (USDT)
Strategy Charts
SOLUSDT 1d zigzag | PnL: 140.81 | Fee: 20.27 | Vol: 56325.94
Realized PnL by Symbol
Details
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