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
1194.89
Total PnL
194.89 (19.49%)
Total Trades (Win/Los)
23 (10/13)
Win Rate
43.48%
Max Drawdown
306.80 (22.62%)
Total Fees
6.17
Position avg (max), %
31.89 (53.51)
Profit Factor
1.40
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 | -6.32% | 2.08% | 24.73% | -3.14% | -3.65% | 1.86% | 1.68% | -7.83% | 1.18% | 3.61% | 15.31% | -1.45% | 26.62% |
| 2025 | -2.87% | -1.49% | 4.20% | -3.84% | 2.84% | 0.42% | 1.33% | -9.79% | -3.70% | 3.85% | 9.01% | 1.41% | 0.06% |
| 2026 | -1.55% | 1.52% | -2.80% | -3.23% | 0.33% | 0.01% | — | — | — | — | — | — | -5.66% |
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 | 1194.89 |
| Min balance | 872.41 |
| Max balance | 1376.40 |
Monthly Performance
| Metric | Value |
|---|---|
| Average monthly return (geometric), % | 0.60 |
| Average monthly return (arithmetic), % | 0.79 |
| Best month, % | 24.73 |
| Worst month, % | -9.79 |
PnL, Volume & Fees
| Metric | Value |
|---|---|
| Total PnL | 194.89 |
| Total PnL, % | 19.49 |
| Gross profit | 716.38 |
| Gross loss | 512.87 |
| Trading volume (USDT) | 17146.99 |
| Total transactions (buy/sell) | 24 |
| Total fees | 6.17 |
| Funding net | -2.45 |
| Funding accrued (received) | 20.39 |
| Funding paid | 22.84 |
Trades
| Metric | Value |
|---|---|
| Total Trades | 23 |
| Win Trades | 10 |
| Los Trades | 13 |
| Win Rate, % | 43.48 |
| Expectancy per trade | 8.8482 |
| Max consecutive wins | 4 |
| Max consecutive losses | 4 |
Risk & Exposure
| Metric | Value |
|---|---|
| Position avg, % of margin balance | 31.89 |
| Position max, % of margin balance | 53.51 |
| Max Drawdown | 306.80 |
| Max Drawdown, % | 22.62 |
Risk-Adjusted Ratios
| Metric | Value |
|---|---|
| Profit Factor (gross profit/gross loss) | 1.3968 |
| Recovery Factor (Total PnL / Max DD) | 0.6352 |
| Sharpe ratio (monthly) | 0.4226 |
| Sortino ratio (monthly) | 0.8943 |
| CAGR, % | 7.65 |
| Calmar ratio (CAGR / Max DD%) | 0.3382 |
Open Positions Size (USDT)
Strategy Charts
SOLUSDT 1d zigzag | PnL: 203.51 | Fee: 6.17 | Vol: 17146.99
Realized PnL by Symbol
Details
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