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
1539.45
Total PnL
539.45 (53.95%)
Total Trades (Win/Los)
32 (15/17)
Win Rate
46.88%
Max Drawdown
316.07 (21.17%)
Total Fees
10.04
Position avg (max), %
31.67 (49.55)
Profit Factor
1.87
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 | -6.61% | 9.15% | 22.45% | -1.10% | 0.49% | 2.22% | 5.34% | -15.84% | 2.73% | 3.50% | 14.84% | 1.13% | 38.82% |
| 2025 | -1.69% | -1.57% | 1.04% | -2.40% | 5.27% | 2.97% | 8.10% | -2.98% | -1.60% | 3.62% | 8.49% | -1.20% | 18.56% |
| 2026 | -4.10% | 4.11% | 0.84% | -3.64% | -3.58% | 0.01% | — | — | — | — | — | — | -6.45% |
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 | 1539.45 |
| Min balance | 922.46 |
| Max balance | 1737.89 |
Monthly Performance
| Metric | Value |
|---|---|
| Average monthly return (geometric), % | 1.45 |
| Average monthly return (arithmetic), % | 1.67 |
| Best month, % | 22.45 |
| Worst month, % | -15.84 |
PnL, Volume & Fees
| Metric | Value |
|---|---|
| Total PnL | 539.45 |
| Total PnL, % | 53.95 |
| Gross profit | 1185.66 |
| Gross loss | 633.98 |
| Trading volume (USDT) | 27914.80 |
| Total transactions (buy/sell) | 33 |
| Total fees | 10.04 |
| Funding net | -2.19 |
| Funding accrued (received) | 24.62 |
| Funding paid | 26.81 |
Trades
| Metric | Value |
|---|---|
| Total Trades | 32 |
| Win Trades | 15 |
| Los Trades | 17 |
| Win Rate, % | 46.88 |
| Expectancy per trade | 17.2401 |
| Max consecutive wins | 4 |
| Max consecutive losses | 5 |
Risk & Exposure
| Metric | Value |
|---|---|
| Position avg, % of margin balance | 31.67 |
| Position max, % of margin balance | 49.55 |
| Max Drawdown | 316.07 |
| Max Drawdown, % | 21.17 |
Risk-Adjusted Ratios
| Metric | Value |
|---|---|
| Profit Factor (gross profit/gross loss) | 1.8702 |
| Recovery Factor (Total PnL / Max DD) | 1.7068 |
| Sharpe ratio (monthly) | 0.8611 |
| Sortino ratio (monthly) | 1.6601 |
| CAGR, % | 19.56 |
| Calmar ratio (CAGR / Max DD%) | 0.9240 |
Open Positions Size (USDT)
Strategy Charts
SOLUSDT 1d zigzag | PnL: 551.68 | Fee: 10.04 | Vol: 27914.80
Realized PnL by Symbol
Details
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