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
1269.88
Total PnL
269.88 (26.99%)
Total Trades (Win/Los)
21 (11/10)
Win Rate
52.38%
Max Drawdown
232.35 (19.11%)
Total Fees
5.66
Position avg (max), %
31.66 (53.51)
Profit Factor
1.60
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% | -3.31% | -3.65% | 1.86% | 1.69% | -7.84% | -1.95% | 3.44% | 14.59% | -1.14% | 21.88% |
| 2025 | -3.05% | -3.37% | 4.67% | -4.24% | 2.89% | 0.43% | 1.35% | 5.52% | -3.59% | 3.48% | 8.18% | 1.29% | 13.45% |
| 2026 | -3.12% | 5.78% | -7.20% | -3.68% | 0.28% | 0.01% | — | — | — | — | — | — | -8.14% |
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 | 1269.88 |
| Min balance | 872.41 |
| Max balance | 1476.28 |
Monthly Performance
| Metric | Value |
|---|---|
| Average monthly return (geometric), % | 0.80 |
| Average monthly return (arithmetic), % | 0.99 |
| Best month, % | 24.73 |
| Worst month, % | -7.84 |
PnL, Volume & Fees
| Metric | Value |
|---|---|
| Total PnL | 269.88 |
| Total PnL, % | 26.99 |
| Gross profit | 746.16 |
| Gross loss | 466.57 |
| Trading volume (USDT) | 15734.69 |
| Total transactions (buy/sell) | 22 |
| Total fees | 5.66 |
| Funding net | -4.05 |
| Funding accrued (received) | 19.66 |
| Funding paid | 23.71 |
Trades
| Metric | Value |
|---|---|
| Total Trades | 21 |
| Win Trades | 11 |
| Los Trades | 10 |
| Win Rate, % | 52.38 |
| Expectancy per trade | 13.3138 |
| Max consecutive wins | 4 |
| Max consecutive losses | 3 |
Risk & Exposure
| Metric | Value |
|---|---|
| Position avg, % of margin balance | 31.66 |
| Position max, % of margin balance | 53.51 |
| Max Drawdown | 232.35 |
| Max Drawdown, % | 19.11 |
Risk-Adjusted Ratios
| Metric | Value |
|---|---|
| Profit Factor (gross profit/gross loss) | 1.5992 |
| Recovery Factor (Total PnL / Max DD) | 1.1615 |
| Sharpe ratio (monthly) | 0.5330 |
| Sortino ratio (monthly) | 1.1752 |
| CAGR, % | 10.40 |
| Calmar ratio (CAGR / Max DD%) | 0.5443 |
Open Positions Size (USDT)
Strategy Charts
SOLUSDT 1d zigzag | PnL: 279.59 | Fee: 5.66 | Vol: 15734.69
Realized PnL by Symbol
Details
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