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
1523.62
Total PnL
523.62 (52.36%)
Total Trades (Win/Los)
59 (29/30)
Win Rate
49.15%
Max Drawdown
391.31 (20.94%)
Total Fees
19.15
Position avg (max), %
31.27 (48.24)
Profit Factor
1.48
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 | 5.78% | 2.95% | 21.71% | -0.92% | -0.79% | 2.21% | -4.24% | 0.51% | 3.67% | -1.86% | 2.26% | -8.01% | 22.65% |
| 2025 | -5.20% | 9.50% | 0.67% | 6.08% | 3.11% | 3.02% | 8.05% | 3.30% | 8.07% | -0.30% | -4.61% | -9.09% | 22.81% |
| 2026 | 9.69% | 3.23% | -7.76% | -0.01% | -3.13% | 0.01% | — | — | — | — | — | — | 1.17% |
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 | 1523.62 |
| Min balance | 972.81 |
| Max balance | 1868.63 |
Monthly Performance
| Metric | Value |
|---|---|
| Average monthly return (geometric), % | 1.41 |
| Average monthly return (arithmetic), % | 1.60 |
| Best month, % | 21.71 |
| Worst month, % | -9.09 |
PnL, Volume & Fees
| Metric | Value |
|---|---|
| Total PnL | 523.62 |
| Total PnL, % | 52.36 |
| Gross profit | 1696.15 |
| Gross loss | 1147.02 |
| Trading volume (USDT) | 53209.00 |
| Total transactions (buy/sell) | 60 |
| Total fees | 19.15 |
| Funding net | -6.35 |
| Funding accrued (received) | 22.81 |
| Funding paid | 29.16 |
Trades
| Metric | Value |
|---|---|
| Total Trades | 59 |
| Win Trades | 29 |
| Los Trades | 30 |
| Win Rate, % | 49.15 |
| Expectancy per trade | 9.3073 |
| Max consecutive wins | 4 |
| Max consecutive losses | 5 |
Risk & Exposure
| Metric | Value |
|---|---|
| Position avg, % of margin balance | 31.27 |
| Position max, % of margin balance | 48.24 |
| Max Drawdown | 391.31 |
| Max Drawdown, % | 20.94 |
Risk-Adjusted Ratios
| Metric | Value |
|---|---|
| Profit Factor (gross profit/gross loss) | 1.4787 |
| Recovery Factor (Total PnL / Max DD) | 1.3381 |
| Sharpe ratio (monthly) | 0.8968 |
| Sortino ratio (monthly) | 1.7846 |
| CAGR, % | 19.05 |
| Calmar ratio (CAGR / Max DD%) | 0.9097 |
Open Positions Size (USDT)
Strategy Charts
SOLUSDT 1d zigzag | PnL: 549.13 | Fee: 19.15 | Vol: 53209.00
Realized PnL by Symbol
Details
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