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
1208.97
Total PnL
208.97 (20.90%)
Total Trades (Win/Los)
21 (10/11)
Win Rate
47.62%
Max Drawdown
313.66 (25.79%)
Total Fees
5.35
Position avg (max), %
31.93 (53.51)
Profit Factor
1.45
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% | 0.17% | 1.61% | -10.53% | -4.64% | 3.46% | 14.69% | -1.97% | 9.70% |
| 2025 | -3.22% | -3.41% | 4.49% | -0.80% | 2.96% | 0.42% | 1.34% | 5.45% | -3.62% | 3.56% | 8.35% | 1.31% | 17.28% |
| 2026 | -0.76% | 5.56% | -7.08% | -3.72% | 0.28% | 0.01% | — | — | — | — | — | — | -6.01% |
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 | 1208.97 |
| Min balance | 872.41 |
| Max balance | 1402.07 |
Monthly Performance
| Metric | Value |
|---|---|
| Average monthly return (geometric), % | 0.64 |
| Average monthly return (arithmetic), % | 0.84 |
| Best month, % | 24.73 |
| Worst month, % | -10.53 |
PnL, Volume & Fees
| Metric | Value |
|---|---|
| Total PnL | 208.97 |
| Total PnL, % | 20.90 |
| Gross profit | 701.33 |
| Gross loss | 483.43 |
| Trading volume (USDT) | 14883.55 |
| Total transactions (buy/sell) | 22 |
| Total fees | 5.35 |
| Funding net | -3.57 |
| Funding accrued (received) | 18.73 |
| Funding paid | 22.30 |
Trades
| Metric | Value |
|---|---|
| Total Trades | 21 |
| Win Trades | 10 |
| Los Trades | 11 |
| Win Rate, % | 47.62 |
| Expectancy per trade | 10.3761 |
| Max consecutive wins | 2 |
| Max consecutive losses | 3 |
Risk & Exposure
| Metric | Value |
|---|---|
| Position avg, % of margin balance | 31.93 |
| Position max, % of margin balance | 53.51 |
| Max Drawdown | 313.66 |
| Max Drawdown, % | 25.79 |
Risk-Adjusted Ratios
| Metric | Value |
|---|---|
| Profit Factor (gross profit/gross loss) | 1.4507 |
| Recovery Factor (Total PnL / Max DD) | 0.6662 |
| Sharpe ratio (monthly) | 0.4392 |
| Sortino ratio (monthly) | 0.8923 |
| CAGR, % | 8.18 |
| Calmar ratio (CAGR / Max DD%) | 0.3170 |
Open Positions Size (USDT)
Strategy Charts
SOLUSDT 1d zigzag | PnL: 217.90 | Fee: 5.35 | Vol: 14883.55
Realized PnL by Symbol
Details
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