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
1318.19
Total PnL
318.19 (31.82%)
Total Trades (Win/Los)
51 (24/27)
Win Rate
47.06%
Max Drawdown
272.10 (20.88%)
Total Fees
14.16
Position avg (max), %
31.49 (48.34)
Profit Factor
1.38
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 | 2.08% | 2.97% | 21.77% | -2.00% | -2.45% | 2.01% | -8.59% | 0.15% | 2.87% | 3.57% | 2.24% | -6.55% | 16.32% |
| 2025 | -9.66% | 8.76% | -1.39% | -0.49% | 1.78% | 3.06% | 4.68% | 0.38% | 7.85% | -0.25% | -5.99% | -2.82% | 4.46% |
| 2026 | 8.46% | 3.25% | 0.84% | -0.35% | -3.58% | 0.01% | — | — | — | — | — | — | 8.52% |
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 | 1318.19 |
| Min balance | 965.62 |
| Max balance | 1430.88 |
Monthly Performance
| Metric | Value |
|---|---|
| Average monthly return (geometric), % | 0.93 |
| Average monthly return (arithmetic), % | 1.09 |
| Best month, % | 21.77 |
| Worst month, % | -9.66 |
PnL, Volume & Fees
| Metric | Value |
|---|---|
| Total PnL | 318.19 |
| Total PnL, % | 31.82 |
| Gross profit | 1233.11 |
| Gross loss | 894.14 |
| Trading volume (USDT) | 39335.00 |
| Total transactions (buy/sell) | 52 |
| Total fees | 14.16 |
| Funding net | -6.63 |
| Funding accrued (received) | 19.34 |
| Funding paid | 25.98 |
Trades
| Metric | Value |
|---|---|
| Total Trades | 51 |
| Win Trades | 24 |
| Los Trades | 27 |
| Win Rate, % | 47.06 |
| Expectancy per trade | 6.6466 |
| Max consecutive wins | 4 |
| Max consecutive losses | 4 |
Risk & Exposure
| Metric | Value |
|---|---|
| Position avg, % of margin balance | 31.49 |
| Position max, % of margin balance | 48.34 |
| Max Drawdown | 272.10 |
| Max Drawdown, % | 20.88 |
Risk-Adjusted Ratios
| Metric | Value |
|---|---|
| Profit Factor (gross profit/gross loss) | 1.3791 |
| Recovery Factor (Total PnL / Max DD) | 1.1694 |
| Sharpe ratio (monthly) | 0.6472 |
| Sortino ratio (monthly) | 1.2355 |
| CAGR, % | 12.12 |
| Calmar ratio (CAGR / Max DD%) | 0.5806 |
Open Positions Size (USDT)
Strategy Charts
SOLUSDT 1d zigzag | PnL: 338.97 | Fee: 14.16 | Vol: 39335.00
Realized PnL by Symbol
Details
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