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
1145.52
Total PnL
145.52 (14.55%)
Total Trades (Win/Los)
23 (10/13)
Win Rate
43.48%
Max Drawdown
355.66 (28.26%)
Total Fees
5.77
Position avg (max), %
31.95 (53.51)
Profit Factor
1.28
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% | -5.43% | -3.74% | 1.17% | 1.67% | -7.73% | -2.60% | 3.56% | 15.10% | -1.17% | 18.26% |
| 2025 | -15.40% | -3.89% | 4.53% | 0.30% | 2.98% | 0.42% | 1.35% | 5.48% | -3.61% | 3.54% | 8.31% | 1.31% | 3.21% |
| 2026 | -0.85% | 5.51% | -7.09% | -3.69% | 0.28% | 0.01% | — | — | — | — | — | — | -6.12% |
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 | 1145.52 |
| Min balance | 872.41 |
| Max balance | 1327.83 |
Monthly Performance
| Metric | Value |
|---|---|
| Average monthly return (geometric), % | 0.45 |
| Average monthly return (arithmetic), % | 0.69 |
| Best month, % | 24.73 |
| Worst month, % | -15.40 |
PnL, Volume & Fees
| Metric | Value |
|---|---|
| Total PnL | 145.52 |
| Total PnL, % | 14.55 |
| Gross profit | 723.91 |
| Gross loss | 567.59 |
| Trading volume (USDT) | 16034.22 |
| Total transactions (buy/sell) | 24 |
| Total fees | 5.77 |
| Funding net | -5.02 |
| Funding accrued (received) | 17.65 |
| Funding paid | 22.67 |
Trades
| Metric | Value |
|---|---|
| Total Trades | 23 |
| Win Trades | 10 |
| Los Trades | 13 |
| Win Rate, % | 43.48 |
| Expectancy per trade | 6.7963 |
| Max consecutive wins | 2 |
| Max consecutive losses | 4 |
Risk & Exposure
| Metric | Value |
|---|---|
| Position avg, % of margin balance | 31.95 |
| Position max, % of margin balance | 53.51 |
| Max Drawdown | 355.66 |
| Max Drawdown, % | 28.26 |
Risk-Adjusted Ratios
| Metric | Value |
|---|---|
| Profit Factor (gross profit/gross loss) | 1.2754 |
| Recovery Factor (Total PnL / Max DD) | 0.4092 |
| Sharpe ratio (monthly) | 0.3397 |
| Sortino ratio (monthly) | 0.6003 |
| CAGR, % | 5.79 |
| Calmar ratio (CAGR / Max DD%) | 0.2048 |
Open Positions Size (USDT)
Strategy Charts
SOLUSDT 1d zigzag | PnL: 156.31 | Fee: 5.77 | Vol: 16034.22
Realized PnL by Symbol
Details
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