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
1311.36
Total PnL
311.36 (31.14%)
Total Trades (Win/Los)
35 (17/18)
Win Rate
48.57%
Max Drawdown
354.52 (23.74%)
Total Fees
9.95
Position avg (max), %
31.66 (47.82)
Profit Factor
1.47
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 | -4.11% | 0.54% | 21.36% | -3.84% | -2.73% | 1.96% | 5.39% | -0.24% | 1.80% | 3.51% | 14.90% | 0.94% | 43.39% |
| 2025 | -9.98% | 0.08% | -0.79% | -7.78% | 3.20% | 3.17% | 4.90% | -6.83% | -2.75% | 3.74% | 8.76% | -6.75% | -12.24% |
| 2026 | 8.44% | 2.73% | 0.83% | -2.94% | -4.41% | 0.01% | — | — | — | — | — | — | 4.23% |
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 | 1311.36 |
| Min balance | 914.97 |
| Max balance | 1493.47 |
Monthly Performance
| Metric | Value |
|---|---|
| Average monthly return (geometric), % | 0.91 |
| Average monthly return (arithmetic), % | 1.10 |
| Best month, % | 21.36 |
| Worst month, % | -9.98 |
PnL, Volume & Fees
| Metric | Value |
|---|---|
| Total PnL | 311.36 |
| Total PnL, % | 31.14 |
| Gross profit | 1019.76 |
| Gross loss | 692.26 |
| Trading volume (USDT) | 27663.57 |
| Total transactions (buy/sell) | 36 |
| Total fees | 9.95 |
| Funding net | -6.19 |
| Funding accrued (received) | 20.20 |
| Funding paid | 26.39 |
Trades
| Metric | Value |
|---|---|
| Total Trades | 35 |
| Win Trades | 17 |
| Los Trades | 18 |
| Win Rate, % | 48.57 |
| Expectancy per trade | 9.3571 |
| Max consecutive wins | 6 |
| Max consecutive losses | 5 |
Risk & Exposure
| Metric | Value |
|---|---|
| Position avg, % of margin balance | 31.66 |
| Position max, % of margin balance | 47.82 |
| Max Drawdown | 354.52 |
| Max Drawdown, % | 23.74 |
Risk-Adjusted Ratios
| Metric | Value |
|---|---|
| Profit Factor (gross profit/gross loss) | 1.4731 |
| Recovery Factor (Total PnL / Max DD) | 0.8783 |
| Sharpe ratio (monthly) | 0.5965 |
| Sortino ratio (monthly) | 1.1574 |
| CAGR, % | 11.88 |
| Calmar ratio (CAGR / Max DD%) | 0.5004 |
Open Positions Size (USDT)
Strategy Charts
SOLUSDT 1d zigzag | PnL: 327.50 | Fee: 9.95 | Vol: 27663.57
Realized PnL by Symbol
Details
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