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
1016.18
Total PnL
16.18 (1.62%)
Total Trades (Win/Los)
35 (15/20)
Win Rate
42.86%
Max Drawdown
346.10 (26.54%)
Total Fees
8.65
Position avg (max), %
31.89 (48.68)
Profit Factor
1.04
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% | 1.99% | -5.98% | 1.83% | 3.59% | 15.23% | 0.66% | 24.75% |
| 2025 | -10.56% | -0.15% | -0.79% | -7.73% | 3.16% | 2.62% | 4.23% | -7.16% | -3.64% | 3.78% | 8.84% | -6.55% | -14.83% |
| 2026 | 1.40% | 1.15% | 0.84% | -3.17% | -4.49% | 0.01% | — | — | — | — | — | — | -4.34% |
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 | 1016.18 |
| Min balance | 883.85 |
| Max balance | 1304.10 |
Monthly Performance
| Metric | Value |
|---|---|
| Average monthly return (geometric), % | 0.05 |
| Average monthly return (arithmetic), % | 0.26 |
| Best month, % | 21.30 |
| Worst month, % | -10.56 |
PnL, Volume & Fees
| Metric | Value |
|---|---|
| Total PnL | 16.18 |
| Total PnL, % | 1.62 |
| Gross profit | 755.02 |
| Gross loss | 726.35 |
| Trading volume (USDT) | 24038.24 |
| Total transactions (buy/sell) | 36 |
| Total fees | 8.65 |
| Funding net | -3.84 |
| Funding accrued (received) | 18.45 |
| Funding paid | 22.29 |
Trades
| Metric | Value |
|---|---|
| Total Trades | 35 |
| Win Trades | 15 |
| Los Trades | 20 |
| Win Rate, % | 42.86 |
| Expectancy per trade | 0.8192 |
| Max consecutive wins | 6 |
| Max consecutive losses | 5 |
Risk & Exposure
| Metric | Value |
|---|---|
| Position avg, % of margin balance | 31.89 |
| Position max, % of margin balance | 48.68 |
| Max Drawdown | 346.10 |
| Max Drawdown, % | 26.54 |
Risk-Adjusted Ratios
| Metric | Value |
|---|---|
| Profit Factor (gross profit/gross loss) | 1.0395 |
| Recovery Factor (Total PnL / Max DD) | 0.0467 |
| Sharpe ratio (monthly) | 0.1363 |
| Sortino ratio (monthly) | 0.2347 |
| CAGR, % | 0.67 |
| Calmar ratio (CAGR / Max DD%) | 0.0251 |
Open Positions Size (USDT)
Strategy Charts
SOLUSDT 1d zigzag | PnL: 28.67 | Fee: 8.65 | Vol: 24038.24
Realized PnL by Symbol
Details
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