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
1319.46
Total PnL
319.46 (31.95%)
Total Trades (Win/Los)
27 (13/14)
Win Rate
48.15%
Max Drawdown
321.43 (20.87%)
Total Fees
8.02
Position avg (max), %
32.33 (49.79)
Profit Factor
1.54
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% | 9.21% | 22.58% | -2.43% | -2.46% | 2.01% | 5.43% | -8.05% | 1.78% | 3.54% | 15.01% | -1.21% | 44.66% |
| 2025 | -3.10% | -5.36% | -0.46% | -6.09% | 3.25% | 3.14% | 4.85% | -3.24% | -1.86% | 3.57% | 8.38% | -4.41% | -2.48% |
| 2026 | -7.80% | 4.32% | 0.83% | 0.17% | -3.70% | 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 | 1319.46 |
| Min balance | 947.10 |
| Max balance | 1540.01 |
Monthly Performance
| Metric | Value |
|---|---|
| Average monthly return (geometric), % | 0.93 |
| Average monthly return (arithmetic), % | 1.13 |
| Best month, % | 22.58 |
| Worst month, % | -8.05 |
PnL, Volume & Fees
| Metric | Value |
|---|---|
| Total PnL | 319.46 |
| Total PnL, % | 31.95 |
| Gross profit | 945.72 |
| Gross loss | 615.61 |
| Trading volume (USDT) | 22277.07 |
| Total transactions (buy/sell) | 28 |
| Total fees | 8.02 |
| Funding net | -2.65 |
| Funding accrued (received) | 23.56 |
| Funding paid | 26.21 |
Trades
| Metric | Value |
|---|---|
| Total Trades | 27 |
| Win Trades | 13 |
| Los Trades | 14 |
| Win Rate, % | 48.15 |
| Expectancy per trade | 12.2266 |
| Max consecutive wins | 4 |
| Max consecutive losses | 3 |
Risk & Exposure
| Metric | Value |
|---|---|
| Position avg, % of margin balance | 32.33 |
| Position max, % of margin balance | 49.79 |
| Max Drawdown | 321.43 |
| Max Drawdown, % | 20.87 |
Risk-Adjusted Ratios
| Metric | Value |
|---|---|
| Profit Factor (gross profit/gross loss) | 1.5362 |
| Recovery Factor (Total PnL / Max DD) | 0.9939 |
| Sharpe ratio (monthly) | 0.6029 |
| Sortino ratio (monthly) | 1.2797 |
| CAGR, % | 12.16 |
| Calmar ratio (CAGR / Max DD%) | 0.5828 |
Open Positions Size (USDT)
Strategy Charts
SOLUSDT 1d zigzag | PnL: 330.12 | Fee: 8.02 | Vol: 22277.07
Realized PnL by Symbol
Details
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