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
1016.47
Total PnL
16.47 (1.65%)
Total Trades (Win/Los)
35 (16/19)
Win Rate
45.71%
Max Drawdown
320.46 (25.90%)
Total Fees
8.78
Position avg (max), %
32.20 (52.59)
Profit Factor
1.04
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 | -11.09% | 9.93% | 24.19% | -3.08% | -3.58% | 1.83% | -12.91% | -2.91% | 2.09% | 3.43% | 14.56% | 0.97% | 19.28% |
| 2025 | -10.64% | 8.64% | -2.13% | -1.54% | 3.24% | -1.22% | 3.52% | -4.98% | -1.83% | -8.08% | 9.15% | -6.34% | -13.43% |
| 2026 | 5.29% | 0.80% | 0.55% | -3.41% | -4.49% | 0.01% | — | — | — | — | — | — | -1.53% |
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 | 1016.47 |
| Min balance | 877.32 |
| Max balance | 1260.26 |
Monthly Performance
| Metric | Value |
|---|---|
| Average monthly return (geometric), % | 0.06 |
| Average monthly return (arithmetic), % | 0.33 |
| Best month, % | 24.19 |
| Worst month, % | -12.91 |
PnL, Volume & Fees
| Metric | Value |
|---|---|
| Total PnL | 16.47 |
| Total PnL, % | 1.65 |
| Gross profit | 876.60 |
| Gross loss | 845.91 |
| Trading volume (USDT) | 24389.56 |
| Total transactions (buy/sell) | 36 |
| Total fees | 8.78 |
| Funding net | -5.44 |
| Funding accrued (received) | 17.98 |
| Funding paid | 23.42 |
Trades
| Metric | Value |
|---|---|
| Total Trades | 35 |
| Win Trades | 16 |
| Los Trades | 19 |
| Win Rate, % | 45.71 |
| Expectancy per trade | 0.8767 |
| Max consecutive wins | 4 |
| Max consecutive losses | 5 |
Risk & Exposure
| Metric | Value |
|---|---|
| Position avg, % of margin balance | 32.20 |
| Position max, % of margin balance | 52.59 |
| Max Drawdown | 320.46 |
| Max Drawdown, % | 25.90 |
Risk-Adjusted Ratios
| Metric | Value |
|---|---|
| Profit Factor (gross profit/gross loss) | 1.0363 |
| Recovery Factor (Total PnL / Max DD) | 0.0514 |
| Sharpe ratio (monthly) | 0.1515 |
| Sortino ratio (monthly) | 0.2556 |
| CAGR, % | 0.68 |
| Calmar ratio (CAGR / Max DD%) | 0.0262 |
Open Positions Size (USDT)
Strategy Charts
SOLUSDT 1d zigzag | PnL: 30.68 | Fee: 8.78 | Vol: 24389.56
Realized PnL by Symbol
Details
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