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
1051.04
Total PnL
51.04 (5.10%)
Total Trades (Win/Los)
31 (15/16)
Win Rate
48.39%
Max Drawdown
318.57 (25.75%)
Total Fees
7.64
Position avg (max), %
32.18 (52.59)
Profit Factor
1.08
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 | -11.09% | 9.93% | 24.19% | -3.08% | -3.58% | 1.83% | -12.75% | -2.90% | 1.84% | 3.43% | 14.57% | 0.97% | 19.23% |
| 2025 | -12.67% | 8.84% | -2.17% | -8.36% | 3.18% | -1.19% | 3.38% | -4.95% | -1.88% | 3.58% | 8.40% | -6.56% | -12.11% |
| 2026 | 1.21% | 1.30% | 0.55% | -3.02% | 0.33% | 0.01% | — | — | — | — | — | — | 0.32% |
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 | 1051.04 |
| Min balance | 877.32 |
| Max balance | 1240.30 |
Monthly Performance
| Metric | Value |
|---|---|
| Average monthly return (geometric), % | 0.17 |
| Average monthly return (arithmetic), % | 0.44 |
| Best month, % | 24.19 |
| Worst month, % | -12.75 |
PnL, Volume & Fees
| Metric | Value |
|---|---|
| Total PnL | 51.04 |
| Total PnL, % | 5.10 |
| Gross profit | 815.53 |
| Gross loss | 751.84 |
| Trading volume (USDT) | 21221.53 |
| Total transactions (buy/sell) | 32 |
| Total fees | 7.64 |
| Funding net | -5.02 |
| Funding accrued (received) | 17.73 |
| Funding paid | 22.76 |
Trades
| Metric | Value |
|---|---|
| Total Trades | 31 |
| Win Trades | 15 |
| Los Trades | 16 |
| Win Rate, % | 48.39 |
| Expectancy per trade | 2.0547 |
| Max consecutive wins | 4 |
| Max consecutive losses | 3 |
Risk & Exposure
| Metric | Value |
|---|---|
| Position avg, % of margin balance | 32.18 |
| Position max, % of margin balance | 52.59 |
| Max Drawdown | 318.57 |
| Max Drawdown, % | 25.75 |
Risk-Adjusted Ratios
| Metric | Value |
|---|---|
| Profit Factor (gross profit/gross loss) | 1.0847 |
| Recovery Factor (Total PnL / Max DD) | 0.1602 |
| Sharpe ratio (monthly) | 0.2030 |
| Sortino ratio (monthly) | 0.3355 |
| CAGR, % | 2.08 |
| Calmar ratio (CAGR / Max DD%) | 0.0809 |
Open Positions Size (USDT)
Strategy Charts
SOLUSDT 1d zigzag | PnL: 63.70 | Fee: 7.64 | Vol: 21221.53
Realized PnL by Symbol
Details
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