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
1085.34
Total PnL
85.34 (8.53%)
Total Trades (Win/Los)
39 (16/23)
Win Rate
41.03%
Max Drawdown
288.36 (24.53%)
Total Fees
9.50
Position avg (max), %
31.41 (48.21)
Profit Factor
1.13
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% | -12.41% | -6.42% | 1.79% | 3.52% | 14.92% | 0.88% | 11.34% |
| 2025 | -10.40% | 8.61% | -1.12% | -3.45% | -4.47% | 2.75% | 4.10% | -0.30% | 1.95% | 3.33% | 7.83% | -6.35% | 0.68% |
| 2026 | 3.93% | 1.00% | 0.84% | -4.14% | -4.56% | 0.01% | — | — | — | — | — | — | -3.16% |
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 | 1085.34 |
| Min balance | 887.07 |
| Max balance | 1267.53 |
Monthly Performance
| Metric | Value |
|---|---|
| Average monthly return (geometric), % | 0.27 |
| Average monthly return (arithmetic), % | 0.49 |
| Best month, % | 21.70 |
| Worst month, % | -12.41 |
PnL, Volume & Fees
| Metric | Value |
|---|---|
| Total PnL | 85.34 |
| Total PnL, % | 8.53 |
| Gross profit | 885.07 |
| Gross loss | 786.38 |
| Trading volume (USDT) | 26396.00 |
| Total transactions (buy/sell) | 40 |
| Total fees | 9.50 |
| Funding net | -3.86 |
| Funding accrued (received) | 17.88 |
| Funding paid | 21.74 |
Trades
| Metric | Value |
|---|---|
| Total Trades | 39 |
| Win Trades | 16 |
| Los Trades | 23 |
| Win Rate, % | 41.03 |
| Expectancy per trade | 2.5306 |
| Max consecutive wins | 4 |
| Max consecutive losses | 5 |
Risk & Exposure
| Metric | Value |
|---|---|
| Position avg, % of margin balance | 31.41 |
| Position max, % of margin balance | 48.21 |
| Max Drawdown | 288.36 |
| Max Drawdown, % | 24.53 |
Risk-Adjusted Ratios
| Metric | Value |
|---|---|
| Profit Factor (gross profit/gross loss) | 1.1255 |
| Recovery Factor (Total PnL / Max DD) | 0.2959 |
| Sharpe ratio (monthly) | 0.2531 |
| Sortino ratio (monthly) | 0.4376 |
| CAGR, % | 3.45 |
| Calmar ratio (CAGR / Max DD%) | 0.1406 |
Open Positions Size (USDT)
Strategy Charts
SOLUSDT 1d zigzag | PnL: 98.69 | Fee: 9.50 | Vol: 26396.00
Realized PnL by Symbol
Details
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