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
1008.79
Total PnL
8.79 (0.88%)
Total Trades (Win/Los)
27 (11/16)
Win Rate
40.74%
Max Drawdown
379.61 (31.22%)
Total Fees
6.30
Position avg (max), %
31.81 (53.51)
Profit Factor
1.03
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 | -6.32% | 2.08% | 24.73% | -3.14% | -3.65% | 1.86% | -12.86% | -8.70% | 1.76% | 3.56% | 15.08% | -1.34% | 7.93% |
| 2025 | -14.90% | 2.65% | 3.60% | 0.67% | 2.91% | 0.41% | 1.32% | -10.03% | -2.75% | 3.72% | 8.72% | 1.37% | -4.59% |
| 2026 | 1.44% | 1.18% | -1.78% | -3.14% | 0.34% | 0.01% | — | — | — | — | — | — | -2.01% |
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 | 1008.79 |
| Min balance | 836.44 |
| Max balance | 1216.05 |
Monthly Performance
| Metric | Value |
|---|---|
| Average monthly return (geometric), % | 0.03 |
| Average monthly return (arithmetic), % | 0.29 |
| Best month, % | 24.73 |
| Worst month, % | -14.90 |
PnL, Volume & Fees
| Metric | Value |
|---|---|
| Total PnL | 8.79 |
| Total PnL, % | 0.88 |
| Gross profit | 707.53 |
| Gross loss | 689.13 |
| Trading volume (USDT) | 17511.39 |
| Total transactions (buy/sell) | 28 |
| Total fees | 6.30 |
| Funding net | -3.31 |
| Funding accrued (received) | 16.83 |
| Funding paid | 20.14 |
Trades
| Metric | Value |
|---|---|
| Total Trades | 27 |
| Win Trades | 11 |
| Los Trades | 16 |
| Win Rate, % | 40.74 |
| Expectancy per trade | 0.6816 |
| Max consecutive wins | 4 |
| Max consecutive losses | 4 |
Risk & Exposure
| Metric | Value |
|---|---|
| Position avg, % of margin balance | 31.81 |
| Position max, % of margin balance | 53.51 |
| Max Drawdown | 379.61 |
| Max Drawdown, % | 31.22 |
Risk-Adjusted Ratios
| Metric | Value |
|---|---|
| Profit Factor (gross profit/gross loss) | 1.0267 |
| Recovery Factor (Total PnL / Max DD) | 0.0232 |
| Sharpe ratio (monthly) | 0.1377 |
| Sortino ratio (monthly) | 0.2186 |
| CAGR, % | 0.36 |
| Calmar ratio (CAGR / Max DD%) | 0.0116 |
Open Positions Size (USDT)
Strategy Charts
SOLUSDT 1d zigzag | PnL: 18.40 | Fee: 6.30 | Vol: 17511.39
Realized PnL by Symbol
Details
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