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
1150.75
Total PnL
150.75 (15.07%)
Total Trades (Win/Los)
27 (11/16)
Win Rate
40.74%
Max Drawdown
364.57 (25.13%)
Total Fees
7.45
Position avg (max), %
32.60 (49.79)
Profit Factor
1.24
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% | -4.48% | -3.87% | 2.00% | 5.42% | -10.74% | 1.79% | 3.64% | 15.44% | -1.50% | 35.72% |
| 2025 | -2.87% | -5.37% | -0.54% | -7.83% | 3.28% | 3.14% | 4.87% | -6.75% | -1.88% | 3.63% | 8.52% | -4.47% | -7.45% |
| 2026 | -7.72% | 3.71% | 0.84% | 0.17% | -5.22% | 0.01% | — | — | — | — | — | — | -8.36% |
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 | 1150.75 |
| Min balance | 947.10 |
| Max balance | 1450.76 |
Monthly Performance
| Metric | Value |
|---|---|
| Average monthly return (geometric), % | 0.47 |
| Average monthly return (arithmetic), % | 0.70 |
| Best month, % | 22.58 |
| Worst month, % | -10.74 |
PnL, Volume & Fees
| Metric | Value |
|---|---|
| Total PnL | 150.75 |
| Total PnL, % | 15.07 |
| Gross profit | 841.03 |
| Gross loss | 679.90 |
| Trading volume (USDT) | 20718.32 |
| Total transactions (buy/sell) | 28 |
| Total fees | 7.45 |
| Funding net | -2.92 |
| Funding accrued (received) | 21.85 |
| Funding paid | 24.77 |
Trades
| Metric | Value |
|---|---|
| Total Trades | 27 |
| Win Trades | 11 |
| Los Trades | 16 |
| Win Rate, % | 40.74 |
| Expectancy per trade | 5.9676 |
| Max consecutive wins | 4 |
| Max consecutive losses | 4 |
Risk & Exposure
| Metric | Value |
|---|---|
| Position avg, % of margin balance | 32.60 |
| Position max, % of margin balance | 49.79 |
| Max Drawdown | 364.57 |
| Max Drawdown, % | 25.13 |
Risk-Adjusted Ratios
| Metric | Value |
|---|---|
| Profit Factor (gross profit/gross loss) | 1.2370 |
| Recovery Factor (Total PnL / Max DD) | 0.4135 |
| Sharpe ratio (monthly) | 0.3493 |
| Sortino ratio (monthly) | 0.6430 |
| CAGR, % | 5.99 |
| Calmar ratio (CAGR / Max DD%) | 0.2382 |
Open Positions Size (USDT)
Strategy Charts
SOLUSDT 1d zigzag | PnL: 161.13 | Fee: 7.45 | Vol: 20718.32
Realized PnL by Symbol
Details
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