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
1413.46
Total PnL
413.46 (41.35%)
Total Trades (Win/Los)
28 (13/15)
Win Rate
46.43%
Max Drawdown
292.54 (18.91%)
Total Fees
8.38
Position avg (max), %
32.05 (49.55)
Profit Factor
1.73
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% | -1.43% | -2.34% | 1.96% | 5.32% | -7.90% | 1.84% | 3.60% | 15.24% | 1.10% | 46.07% |
| 2025 | -2.84% | -5.15% | -0.11% | -5.14% | 3.18% | 3.17% | 4.89% | -3.31% | -1.88% | 3.64% | 8.54% | -2.33% | 1.63% |
| 2026 | -6.28% | 4.23% | 0.82% | 0.17% | -3.48% | 0.01% | — | — | — | — | — | — | -4.76% |
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 | 1413.46 |
| Min balance | 922.46 |
| Max balance | 1547.34 |
Monthly Performance
| Metric | Value |
|---|---|
| Average monthly return (geometric), % | 1.16 |
| Average monthly return (arithmetic), % | 1.35 |
| Best month, % | 22.45 |
| Worst month, % | -7.90 |
PnL, Volume & Fees
| Metric | Value |
|---|---|
| Total PnL | 413.46 |
| Total PnL, % | 41.35 |
| Gross profit | 1001.23 |
| Gross loss | 577.09 |
| Trading volume (USDT) | 23282.62 |
| Total transactions (buy/sell) | 29 |
| Total fees | 8.38 |
| Funding net | -2.31 |
| Funding accrued (received) | 23.90 |
| Funding paid | 26.21 |
Trades
| Metric | Value |
|---|---|
| Total Trades | 28 |
| Win Trades | 13 |
| Los Trades | 15 |
| Win Rate, % | 46.43 |
| Expectancy per trade | 15.1480 |
| Max consecutive wins | 4 |
| Max consecutive losses | 3 |
Risk & Exposure
| Metric | Value |
|---|---|
| Position avg, % of margin balance | 32.05 |
| Position max, % of margin balance | 49.55 |
| Max Drawdown | 292.54 |
| Max Drawdown, % | 18.91 |
Risk-Adjusted Ratios
| Metric | Value |
|---|---|
| Profit Factor (gross profit/gross loss) | 1.7350 |
| Recovery Factor (Total PnL / Max DD) | 1.4133 |
| Sharpe ratio (monthly) | 0.7365 |
| Sortino ratio (monthly) | 1.6329 |
| CAGR, % | 15.41 |
| Calmar ratio (CAGR / Max DD%) | 0.8149 |
Open Positions Size (USDT)
Strategy Charts
SOLUSDT 1d zigzag | PnL: 424.14 | Fee: 8.38 | Vol: 23282.62
Realized PnL by Symbol
Details
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