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
1478.02
Total PnL
478.02 (47.80%)
Total Trades (Win/Los)
32 (14/18)
Win Rate
43.75%
Max Drawdown
343.37 (19.16%)
Total Fees
10.25
Position avg (max), %
31.88 (50.47)
Profit Factor
1.71
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 | -5.87% | 9.38% | 22.97% | -1.34% | -0.21% | 2.21% | 5.32% | -15.73% | 2.69% | 3.48% | 14.77% | 3.24% | 42.38% |
| 2025 | -1.44% | -0.04% | 1.05% | -1.76% | 5.36% | 0.41% | 0.85% | 5.39% | -1.80% | 3.34% | 7.87% | -1.13% | 19.01% |
| 2026 | -3.86% | -1.03% | -2.04% | -2.88% | -3.63% | 0.01% | — | — | — | — | — | — | -12.75% |
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 | 1478.02 |
| Min balance | 929.47 |
| Max balance | 1792.35 |
Monthly Performance
| Metric | Value |
|---|---|
| Average monthly return (geometric), % | 1.31 |
| Average monthly return (arithmetic), % | 1.52 |
| Best month, % | 22.97 |
| Worst month, % | -15.73 |
PnL, Volume & Fees
| Metric | Value |
|---|---|
| Total PnL | 478.02 |
| Total PnL, % | 47.80 |
| Gross profit | 1190.80 |
| Gross loss | 698.23 |
| Trading volume (USDT) | 28477.62 |
| Total transactions (buy/sell) | 33 |
| Total fees | 10.25 |
| Funding net | -4.30 |
| Funding accrued (received) | 24.13 |
| Funding paid | 28.43 |
Trades
| Metric | Value |
|---|---|
| Total Trades | 32 |
| Win Trades | 14 |
| Los Trades | 18 |
| Win Rate, % | 43.75 |
| Expectancy per trade | 15.3927 |
| Max consecutive wins | 4 |
| Max consecutive losses | 7 |
Risk & Exposure
| Metric | Value |
|---|---|
| Position avg, % of margin balance | 31.88 |
| Position max, % of margin balance | 50.47 |
| Max Drawdown | 343.37 |
| Max Drawdown, % | 19.16 |
Risk-Adjusted Ratios
| Metric | Value |
|---|---|
| Profit Factor (gross profit/gross loss) | 1.7054 |
| Recovery Factor (Total PnL / Max DD) | 1.3921 |
| Sharpe ratio (monthly) | 0.8009 |
| Sortino ratio (monthly) | 1.5747 |
| CAGR, % | 17.56 |
| Calmar ratio (CAGR / Max DD%) | 0.9167 |
Open Positions Size (USDT)
Strategy Charts
SOLUSDT 1d zigzag | PnL: 492.57 | Fee: 10.25 | Vol: 28477.62
Realized PnL by Symbol
Details
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