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
1442.91
Total PnL
442.91 (44.29%)
Total Trades (Win/Los)
28 (11/17)
Win Rate
39.29%
Max Drawdown
335.12 (21.26%)
Total Fees
8.76
Position avg (max), %
31.98 (49.55)
Profit Factor
1.76
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% | -0.57% | 2.01% | 5.43% | -8.04% | 1.80% | 3.53% | 14.98% | 1.09% | 48.22% |
| 2025 | -2.75% | -1.36% | -0.35% | -2.53% | 3.20% | 0.42% | -1.93% | 5.31% | -1.81% | 3.39% | 7.97% | -2.21% | 6.88% |
| 2026 | -5.00% | 3.53% | 0.82% | -4.64% | -3.67% | 0.01% | — | — | — | — | — | — | -8.90% |
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 | 1442.91 |
| Min balance | 922.46 |
| Max balance | 1656.86 |
Monthly Performance
| Metric | Value |
|---|---|
| Average monthly return (geometric), % | 1.23 |
| Average monthly return (arithmetic), % | 1.41 |
| Best month, % | 22.45 |
| Worst month, % | -8.04 |
PnL, Volume & Fees
| Metric | Value |
|---|---|
| Total PnL | 442.91 |
| Total PnL, % | 44.29 |
| Gross profit | 1054.12 |
| Gross loss | 600.09 |
| Trading volume (USDT) | 24339.08 |
| Total transactions (buy/sell) | 29 |
| Total fees | 8.76 |
| Funding net | -2.36 |
| Funding accrued (received) | 24.77 |
| Funding paid | 27.13 |
Trades
| Metric | Value |
|---|---|
| Total Trades | 28 |
| Win Trades | 11 |
| Los Trades | 17 |
| Win Rate, % | 39.29 |
| Expectancy per trade | 16.2153 |
| Max consecutive wins | 4 |
| Max consecutive losses | 5 |
Risk & Exposure
| Metric | Value |
|---|---|
| Position avg, % of margin balance | 31.98 |
| Position max, % of margin balance | 49.55 |
| Max Drawdown | 335.12 |
| Max Drawdown, % | 21.26 |
Risk-Adjusted Ratios
| Metric | Value |
|---|---|
| Profit Factor (gross profit/gross loss) | 1.7566 |
| Recovery Factor (Total PnL / Max DD) | 1.3217 |
| Sharpe ratio (monthly) | 0.7943 |
| Sortino ratio (monthly) | 1.8938 |
| CAGR, % | 16.40 |
| Calmar ratio (CAGR / Max DD%) | 0.7712 |
Open Positions Size (USDT)
Strategy Charts
SOLUSDT 1d zigzag | PnL: 454.03 | Fee: 8.76 | Vol: 24339.08
Realized PnL by Symbol
Details
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