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
1238.22
Total PnL
238.22 (23.82%)
Total Trades (Win/Los)
39 (17/22)
Win Rate
43.59%
Max Drawdown
244.28 (20.78%)
Total Fees
10.08
Position avg (max), %
31.10 (48.21)
Profit Factor
1.34
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 | -4.11% | -1.01% | 21.70% | -1.67% | -4.00% | 1.97% | -8.47% | -6.01% | 1.79% | 3.51% | 14.90% | 0.70% | 16.61% |
| 2025 | -10.38% | 8.81% | -1.07% | -2.07% | -2.45% | 2.83% | 4.77% | -0.16% | 3.26% | 3.00% | 7.07% | -4.97% | 7.28% |
| 2026 | 5.31% | 0.79% | 0.84% | -3.16% | -4.49% | 0.01% | — | — | — | — | — | — | -1.00% |
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 | 1238.22 |
| Min balance | 900.12 |
| Max balance | 1427.59 |
Monthly Performance
| Metric | Value |
|---|---|
| Average monthly return (geometric), % | 0.72 |
| Average monthly return (arithmetic), % | 0.91 |
| Best month, % | 21.70 |
| Worst month, % | -10.38 |
PnL, Volume & Fees
| Metric | Value |
|---|---|
| Total PnL | 238.22 |
| Total PnL, % | 23.82 |
| Gross profit | 1004.12 |
| Gross loss | 751.46 |
| Trading volume (USDT) | 28001.17 |
| Total transactions (buy/sell) | 40 |
| Total fees | 10.08 |
| Funding net | -4.37 |
| Funding accrued (received) | 18.69 |
| Funding paid | 23.06 |
Trades
| Metric | Value |
|---|---|
| Total Trades | 39 |
| Win Trades | 17 |
| Los Trades | 22 |
| Win Rate, % | 43.59 |
| Expectancy per trade | 6.4786 |
| Max consecutive wins | 4 |
| Max consecutive losses | 5 |
Risk & Exposure
| Metric | Value |
|---|---|
| Position avg, % of margin balance | 31.10 |
| Position max, % of margin balance | 48.21 |
| Max Drawdown | 244.28 |
| Max Drawdown, % | 20.78 |
Risk-Adjusted Ratios
| Metric | Value |
|---|---|
| Profit Factor (gross profit/gross loss) | 1.3362 |
| Recovery Factor (Total PnL / Max DD) | 0.9752 |
| Sharpe ratio (monthly) | 0.4943 |
| Sortino ratio (monthly) | 0.9648 |
| CAGR, % | 9.25 |
| Calmar ratio (CAGR / Max DD%) | 0.4452 |
Open Positions Size (USDT)
Strategy Charts
SOLUSDT 1d zigzag | PnL: 252.66 | Fee: 10.08 | Vol: 28001.17
Realized PnL by Symbol
Details
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