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
1301.50
Total PnL
301.50 (30.15%)
Total Trades (Win/Los)
41 (20/21)
Win Rate
48.78%
Max Drawdown
228.99 (18.45%)
Total Fees
10.90
Position avg (max), %
31.02 (47.52)
Profit Factor
1.41
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 | 1.09% | -0.86% | 21.31% | -1.53% | -2.73% | 2.06% | -8.72% | -2.35% | 1.84% | 3.60% | 1.63% | 1.72% | 15.55% |
| 2025 | -10.70% | 8.92% | -1.09% | -2.06% | -2.23% | 2.85% | 4.81% | 1.18% | 5.22% | 2.93% | 6.91% | -4.09% | 11.60% |
| 2026 | 5.33% | 2.74% | 0.83% | -3.16% | -4.48% | 0.01% | — | — | — | — | — | — | 0.95% |
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 | 1301.50 |
| Min balance | 951.22 |
| Max balance | 1472.31 |
Monthly Performance
| Metric | Value |
|---|---|
| Average monthly return (geometric), % | 0.88 |
| Average monthly return (arithmetic), % | 1.03 |
| Best month, % | 21.31 |
| Worst month, % | -10.70 |
PnL, Volume & Fees
| Metric | Value |
|---|---|
| Total PnL | 301.50 |
| Total PnL, % | 30.15 |
| Gross profit | 1086.72 |
| Gross loss | 769.91 |
| Trading volume (USDT) | 30295.99 |
| Total transactions (buy/sell) | 42 |
| Total fees | 10.90 |
| Funding net | -4.41 |
| Funding accrued (received) | 19.26 |
| Funding paid | 23.67 |
Trades
| Metric | Value |
|---|---|
| Total Trades | 41 |
| Win Trades | 20 |
| Los Trades | 21 |
| Win Rate, % | 48.78 |
| Expectancy per trade | 7.7270 |
| Max consecutive wins | 4 |
| Max consecutive losses | 5 |
Risk & Exposure
| Metric | Value |
|---|---|
| Position avg, % of margin balance | 31.02 |
| Position max, % of margin balance | 47.52 |
| Max Drawdown | 228.99 |
| Max Drawdown, % | 18.45 |
Risk-Adjusted Ratios
| Metric | Value |
|---|---|
| Profit Factor (gross profit/gross loss) | 1.4115 |
| Recovery Factor (Total PnL / Max DD) | 1.3167 |
| Sharpe ratio (monthly) | 0.6377 |
| Sortino ratio (monthly) | 1.2077 |
| CAGR, % | 11.53 |
| Calmar ratio (CAGR / Max DD%) | 0.6251 |
Open Positions Size (USDT)
Strategy Charts
SOLUSDT 1d zigzag | PnL: 316.81 | Fee: 10.90 | Vol: 30295.99
Realized PnL by Symbol
Details
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