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
1480.80
Total PnL
480.80 (48.08%)
Total Trades (Win/Los)
37 (19/18)
Win Rate
51.35%
Max Drawdown
412.77 (25.69%)
Total Fees
11.12
Position avg (max), %
31.71 (47.92)
Profit Factor
1.76
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 | -3.41% | 2.68% | 21.53% | -2.05% | -0.72% | 2.01% | 5.45% | 0.15% | 1.80% | 3.51% | 14.87% | -6.46% | 42.98% |
| 2025 | -8.80% | 0.08% | -0.41% | -6.19% | 3.22% | 3.19% | 4.91% | -3.16% | -1.87% | 3.63% | 8.51% | -6.56% | -4.87% |
| 2026 | 8.58% | 3.33% | 0.83% | -0.35% | -3.42% | 0.01% | — | — | — | — | — | — | 8.89% |
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 | 1480.80 |
| Min balance | 940.86 |
| Max balance | 1606.84 |
Monthly Performance
| Metric | Value |
|---|---|
| Average monthly return (geometric), % | 1.32 |
| Average monthly return (arithmetic), % | 1.50 |
| Best month, % | 21.53 |
| Worst month, % | -8.80 |
PnL, Volume & Fees
| Metric | Value |
|---|---|
| Total PnL | 480.80 |
| Total PnL, % | 48.08 |
| Gross profit | 1155.01 |
| Gross loss | 656.39 |
| Trading volume (USDT) | 30890.07 |
| Total transactions (buy/sell) | 38 |
| Total fees | 11.12 |
| Funding net | -6.70 |
| Funding accrued (received) | 21.32 |
| Funding paid | 28.02 |
Trades
| Metric | Value |
|---|---|
| Total Trades | 37 |
| Win Trades | 19 |
| Los Trades | 18 |
| Win Rate, % | 51.35 |
| Expectancy per trade | 13.4761 |
| Max consecutive wins | 6 |
| Max consecutive losses | 3 |
Risk & Exposure
| Metric | Value |
|---|---|
| Position avg, % of margin balance | 31.71 |
| Position max, % of margin balance | 47.92 |
| Max Drawdown | 412.77 |
| Max Drawdown, % | 25.69 |
Risk-Adjusted Ratios
| Metric | Value |
|---|---|
| Profit Factor (gross profit/gross loss) | 1.7596 |
| Recovery Factor (Total PnL / Max DD) | 1.1648 |
| Sharpe ratio (monthly) | 0.8438 |
| Sortino ratio (monthly) | 1.8242 |
| CAGR, % | 17.65 |
| Calmar ratio (CAGR / Max DD%) | 0.6872 |
Open Positions Size (USDT)
Strategy Charts
SOLUSDT 1d zigzag | PnL: 498.62 | Fee: 11.12 | Vol: 30890.07
Realized PnL by Symbol
Details
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