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
1093.71
Total PnL
93.71 (9.37%)
Total Trades (Win/Los)
35 (15/20)
Win Rate
42.86%
Max Drawdown
344.39 (25.67%)
Total Fees
8.92
Position avg (max), %
31.65 (47.50)
Profit Factor
1.15
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 | 0.25% | -7.12% | 21.30% | -3.61% | -4.22% | 1.96% | 5.43% | -5.67% | 1.73% | 3.47% | 14.72% | 0.90% | 28.82% |
| 2025 | -10.42% | -0.33% | -0.87% | -7.75% | 3.20% | 2.80% | 4.72% | -6.89% | -3.63% | 3.84% | 8.98% | -5.25% | -12.72% |
| 2026 | 3.39% | 0.88% | 0.84% | -3.16% | -4.48% | 0.01% | — | — | — | — | — | — | -2.70% |
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 | 1093.71 |
| Min balance | 883.85 |
| Max balance | 1341.47 |
Monthly Performance
| Metric | Value |
|---|---|
| Average monthly return (geometric), % | 0.30 |
| Average monthly return (arithmetic), % | 0.50 |
| Best month, % | 21.30 |
| Worst month, % | -10.42 |
PnL, Volume & Fees
| Metric | Value |
|---|---|
| Total PnL | 93.71 |
| Total PnL, % | 9.37 |
| Gross profit | 819.31 |
| Gross loss | 712.91 |
| Trading volume (USDT) | 24783.93 |
| Total transactions (buy/sell) | 36 |
| Total fees | 8.92 |
| Funding net | -3.78 |
| Funding accrued (received) | 19.03 |
| Funding paid | 22.81 |
Trades
| Metric | Value |
|---|---|
| Total Trades | 35 |
| Win Trades | 15 |
| Los Trades | 20 |
| Win Rate, % | 42.86 |
| Expectancy per trade | 3.0400 |
| Max consecutive wins | 6 |
| Max consecutive losses | 5 |
Risk & Exposure
| Metric | Value |
|---|---|
| Position avg, % of margin balance | 31.65 |
| Position max, % of margin balance | 47.50 |
| Max Drawdown | 344.39 |
| Max Drawdown, % | 25.67 |
Risk-Adjusted Ratios
| Metric | Value |
|---|---|
| Profit Factor (gross profit/gross loss) | 1.1492 |
| Recovery Factor (Total PnL / Max DD) | 0.2721 |
| Sharpe ratio (monthly) | 0.2674 |
| Sortino ratio (monthly) | 0.4741 |
| CAGR, % | 3.78 |
| Calmar ratio (CAGR / Max DD%) | 0.1472 |
Open Positions Size (USDT)
Strategy Charts
SOLUSDT 1d zigzag | PnL: 106.40 | Fee: 8.92 | Vol: 24783.93
Realized PnL by Symbol
Details
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