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
1405.29
Total PnL
405.29 (40.53%)
Total Trades (Win/Los)
59 (32/27)
Win Rate
54.24%
Max Drawdown
348.60 (22.47%)
Total Fees
16.70
Position avg (max), %
31.73 (48.34)
Profit Factor
1.47
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 | 2.08% | 2.97% | 21.77% | -0.72% | -2.42% | 1.98% | -8.46% | 0.06% | 2.82% | -1.88% | 2.05% | -6.05% | 12.03% |
| 2025 | 1.33% | 11.13% | -11.30% | 7.89% | -3.99% | 3.10% | 4.80% | 5.06% | 7.18% | 1.38% | -12.94% | -2.82% | 7.97% |
| 2026 | 11.02% | 3.19% | 2.22% | 0.85% | -1.62% | 0.01% | — | — | — | — | — | — | 16.21% |
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 | 1405.29 |
| Min balance | 965.62 |
| Max balance | 1551.25 |
Monthly Performance
| Metric | Value |
|---|---|
| Average monthly return (geometric), % | 1.14 |
| Average monthly return (arithmetic), % | 1.36 |
| Best month, % | 21.77 |
| Worst month, % | -12.94 |
PnL, Volume & Fees
| Metric | Value |
|---|---|
| Total PnL | 405.29 |
| Total PnL, % | 40.53 |
| Gross profit | 1345.23 |
| Gross loss | 916.75 |
| Trading volume (USDT) | 46404.56 |
| Total transactions (buy/sell) | 60 |
| Total fees | 16.70 |
| Funding net | -6.49 |
| Funding accrued (received) | 20.02 |
| Funding paid | 26.50 |
Trades
| Metric | Value |
|---|---|
| Total Trades | 59 |
| Win Trades | 32 |
| Los Trades | 27 |
| Win Rate, % | 54.24 |
| Expectancy per trade | 7.2623 |
| Max consecutive wins | 7 |
| Max consecutive losses | 4 |
Risk & Exposure
| Metric | Value |
|---|---|
| Position avg, % of margin balance | 31.73 |
| Position max, % of margin balance | 48.34 |
| Max Drawdown | 348.60 |
| Max Drawdown, % | 22.47 |
Risk-Adjusted Ratios
| Metric | Value |
|---|---|
| Profit Factor (gross profit/gross loss) | 1.4674 |
| Recovery Factor (Total PnL / Max DD) | 1.1626 |
| Sharpe ratio (monthly) | 0.7072 |
| Sortino ratio (monthly) | 1.2274 |
| CAGR, % | 15.13 |
| Calmar ratio (CAGR / Max DD%) | 0.6733 |
Open Positions Size (USDT)
Strategy Charts
SOLUSDT 1d zigzag | PnL: 428.48 | Fee: 16.70 | Vol: 46404.56
Realized PnL by Symbol
Details
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