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
1116.08
Total PnL
116.08 (11.61%)
Total Trades (Win/Los)
25 (10/15)
Win Rate
40.00%
Max Drawdown
405.77 (30.32%)
Total Fees
6.41
Position avg (max), %
31.92 (53.51)
Profit Factor
1.20
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% | -3.31% | -3.65% | 1.86% | 1.69% | -7.84% | 1.08% | 3.48% | 14.76% | -1.28% | 25.70% |
| 2025 | -15.06% | -0.47% | 4.10% | 0.47% | 2.95% | 0.42% | 1.34% | -9.80% | -3.69% | 3.76% | 8.80% | 1.38% | -7.91% |
| 2026 | 0.81% | 1.31% | -2.79% | -3.21% | 0.33% | 0.01% | — | — | — | — | — | — | -3.57% |
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 | 1116.08 |
| Min balance | 872.41 |
| Max balance | 1338.20 |
Monthly Performance
| Metric | Value |
|---|---|
| Average monthly return (geometric), % | 0.37 |
| Average monthly return (arithmetic), % | 0.60 |
| Best month, % | 24.73 |
| Worst month, % | -15.06 |
PnL, Volume & Fees
| Metric | Value |
|---|---|
| Total PnL | 116.08 |
| Total PnL, % | 11.61 |
| Gross profit | 742.44 |
| Gross loss | 616.31 |
| Trading volume (USDT) | 17805.88 |
| Total transactions (buy/sell) | 26 |
| Total fees | 6.41 |
| Funding net | -3.63 |
| Funding accrued (received) | 18.72 |
| Funding paid | 22.35 |
Trades
| Metric | Value |
|---|---|
| Total Trades | 25 |
| Win Trades | 10 |
| Los Trades | 15 |
| Win Rate, % | 40.00 |
| Expectancy per trade | 5.0449 |
| Max consecutive wins | 4 |
| Max consecutive losses | 4 |
Risk & Exposure
| Metric | Value |
|---|---|
| Position avg, % of margin balance | 31.92 |
| Position max, % of margin balance | 53.51 |
| Max Drawdown | 405.77 |
| Max Drawdown, % | 30.32 |
Risk-Adjusted Ratios
| Metric | Value |
|---|---|
| Profit Factor (gross profit/gross loss) | 1.2046 |
| Recovery Factor (Total PnL / Max DD) | 0.2861 |
| Sharpe ratio (monthly) | 0.2982 |
| Sortino ratio (monthly) | 0.5169 |
| CAGR, % | 4.65 |
| Calmar ratio (CAGR / Max DD%) | 0.1535 |
Open Positions Size (USDT)
Strategy Charts
SOLUSDT 1d zigzag | PnL: 126.12 | Fee: 6.41 | Vol: 17805.88
Realized PnL by Symbol
Details
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