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
1091.29
Total PnL
91.29 (9.13%)
Total Trades (Win/Los)
49 (23/26)
Win Rate
46.94%
Max Drawdown
407.62 (32.84%)
Total Fees
11.47
Position avg (max), %
31.42 (47.52)
Profit Factor
1.13
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 | 1.09% | -0.86% | 21.31% | -1.53% | -2.73% | 2.06% | -8.72% | -2.35% | 2.66% | -4.16% | 1.57% | -6.35% | -0.86% |
| 2025 | -8.45% | 11.13% | -16.40% | 5.07% | -1.76% | 2.85% | 4.84% | 1.15% | 3.19% | 3.31% | 7.52% | -4.24% | 5.12% |
| 2026 | 6.51% | 2.67% | 1.89% | -2.55% | -3.54% | 0.01% | — | — | — | — | — | — | 4.74% |
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 | 1091.29 |
| Min balance | 833.75 |
| Max balance | 1241.37 |
Monthly Performance
| Metric | Value |
|---|---|
| Average monthly return (geometric), % | 0.29 |
| Average monthly return (arithmetic), % | 0.51 |
| Best month, % | 21.31 |
| Worst month, % | -16.40 |
PnL, Volume & Fees
| Metric | Value |
|---|---|
| Total PnL | 91.29 |
| Total PnL, % | 9.13 |
| Gross profit | 926.67 |
| Gross loss | 819.92 |
| Trading volume (USDT) | 31874.34 |
| Total transactions (buy/sell) | 50 |
| Total fees | 11.47 |
| Funding net | -3.99 |
| Funding accrued (received) | 17.27 |
| Funding paid | 21.25 |
Trades
| Metric | Value |
|---|---|
| Total Trades | 49 |
| Win Trades | 23 |
| Los Trades | 26 |
| Win Rate, % | 46.94 |
| Expectancy per trade | 2.1786 |
| Max consecutive wins | 4 |
| Max consecutive losses | 5 |
Risk & Exposure
| Metric | Value |
|---|---|
| Position avg, % of margin balance | 31.42 |
| Position max, % of margin balance | 47.52 |
| Max Drawdown | 407.62 |
| Max Drawdown, % | 32.84 |
Risk-Adjusted Ratios
| Metric | Value |
|---|---|
| Profit Factor (gross profit/gross loss) | 1.1302 |
| Recovery Factor (Total PnL / Max DD) | 0.2240 |
| Sharpe ratio (monthly) | 0.2661 |
| Sortino ratio (monthly) | 0.4174 |
| CAGR, % | 3.68 |
| Calmar ratio (CAGR / Max DD%) | 0.1122 |
Open Positions Size (USDT)
Strategy Charts
SOLUSDT 1d zigzag | PnL: 106.75 | Fee: 11.47 | Vol: 31874.34
Realized PnL by Symbol
Details
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