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
1219.69
Total PnL
219.69 (21.97%)
Total Trades (Win/Los)
35 (15/20)
Win Rate
42.86%
Max Drawdown
370.15 (25.67%)
Total Fees
9.57
Position avg (max), %
31.81 (48.21)
Profit Factor
1.33
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% | -1.01% | 21.70% | -3.88% | -2.77% | 1.99% | 5.47% | -2.36% | 1.75% | 3.50% | 14.86% | 0.85% | 38.32% |
| 2025 | -10.47% | 0.11% | -0.72% | -7.84% | 3.21% | 2.83% | 4.77% | -7.03% | -3.74% | 3.96% | 9.26% | -4.56% | -11.53% |
| 2026 | 3.60% | 2.91% | 0.84% | -2.95% | -4.46% | 0.01% | — | — | — | — | — | — | -0.31% |
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 | 1219.69 |
| Min balance | 900.12 |
| Max balance | 1441.81 |
Monthly Performance
| Metric | Value |
|---|---|
| Average monthly return (geometric), % | 0.66 |
| Average monthly return (arithmetic), % | 0.86 |
| Best month, % | 21.70 |
| Worst month, % | -10.47 |
PnL, Volume & Fees
| Metric | Value |
|---|---|
| Total PnL | 219.69 |
| Total PnL, % | 21.97 |
| Gross profit | 954.07 |
| Gross loss | 719.86 |
| Trading volume (USDT) | 26599.27 |
| Total transactions (buy/sell) | 36 |
| Total fees | 9.57 |
| Funding net | -4.95 |
| Funding accrued (received) | 20.00 |
| Funding paid | 24.95 |
Trades
| Metric | Value |
|---|---|
| Total Trades | 35 |
| Win Trades | 15 |
| Los Trades | 20 |
| Win Rate, % | 42.86 |
| Expectancy per trade | 6.6919 |
| Max consecutive wins | 6 |
| Max consecutive losses | 5 |
Risk & Exposure
| Metric | Value |
|---|---|
| Position avg, % of margin balance | 31.81 |
| Position max, % of margin balance | 48.21 |
| Max Drawdown | 370.15 |
| Max Drawdown, % | 25.67 |
Risk-Adjusted Ratios
| Metric | Value |
|---|---|
| Profit Factor (gross profit/gross loss) | 1.3254 |
| Recovery Factor (Total PnL / Max DD) | 0.5935 |
| Sharpe ratio (monthly) | 0.4667 |
| Sortino ratio (monthly) | 0.8946 |
| CAGR, % | 8.57 |
| Calmar ratio (CAGR / Max DD%) | 0.3339 |
Open Positions Size (USDT)
Strategy Charts
SOLUSDT 1d zigzag | PnL: 234.22 | Fee: 9.57 | Vol: 26599.27
Realized PnL by Symbol
Details
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