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
1507.56
Total PnL
507.56 (50.76%)
Total Trades (Win/Los)
62 (24/38)
Win Rate
38.71%
Max Drawdown
328.23 (18.16%)
Total Fees
19.11
Position avg (max), %
31.63 (48.34)
Profit Factor
1.58
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 | -12.99% | 5.97% | 21.51% | -0.50% | -3.40% | 3.01% | 5.47% | 3.47% | 2.73% | -1.90% | 15.10% | -1.89% | 37.79% |
| 2025 | -4.01% | -0.62% | 1.21% | -1.78% | 3.95% | 3.00% | 8.13% | -2.91% | -1.58% | 3.56% | 6.52% | -4.69% | 10.32% |
| 2026 | 9.90% | -2.40% | -5.88% | 0.20% | -1.95% | 0.01% | — | — | — | — | — | — | -0.80% |
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 | 1507.56 |
| Min balance | 859.09 |
| Max balance | 1807.25 |
Monthly Performance
| Metric | Value |
|---|---|
| Average monthly return (geometric), % | 1.38 |
| Average monthly return (arithmetic), % | 1.58 |
| Best month, % | 21.51 |
| Worst month, % | -12.99 |
PnL, Volume & Fees
| Metric | Value |
|---|---|
| Total PnL | 507.56 |
| Total PnL, % | 50.76 |
| Gross profit | 1445.20 |
| Gross loss | 915.78 |
| Trading volume (USDT) | 53105.06 |
| Total transactions (buy/sell) | 63 |
| Total fees | 19.11 |
| Funding net | -2.75 |
| Funding accrued (received) | 23.54 |
| Funding paid | 26.29 |
Trades
| Metric | Value |
|---|---|
| Total Trades | 62 |
| Win Trades | 24 |
| Los Trades | 38 |
| Win Rate, % | 38.71 |
| Expectancy per trade | 8.5391 |
| Max consecutive wins | 4 |
| Max consecutive losses | 7 |
Risk & Exposure
| Metric | Value |
|---|---|
| Position avg, % of margin balance | 31.63 |
| Position max, % of margin balance | 48.34 |
| Max Drawdown | 328.23 |
| Max Drawdown, % | 18.16 |
Risk-Adjusted Ratios
| Metric | Value |
|---|---|
| Profit Factor (gross profit/gross loss) | 1.5781 |
| Recovery Factor (Total PnL / Max DD) | 1.5464 |
| Sharpe ratio (monthly) | 0.8491 |
| Sortino ratio (monthly) | 1.7735 |
| CAGR, % | 18.53 |
| Calmar ratio (CAGR / Max DD%) | 1.0202 |
Open Positions Size (USDT)
Strategy Charts
SOLUSDT 1d zigzag | PnL: 529.42 | Fee: 19.11 | Vol: 53105.06
Realized PnL by Symbol
Details
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