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
1024.23
Total PnL
24.23 (2.42%)
Total Trades (Win/Los)
25 (10/15)
Win Rate
40.00%
Max Drawdown
340.60 (25.50%)
Total Fees
6.41
Position avg (max), %
32.90 (51.31)
Profit Factor
1.05
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 | 0.25% | 2.72% | 22.96% | -4.54% | -3.97% | 2.07% | 1.87% | -13.77% | 1.71% | 3.67% | 15.55% | -1.47% | 24.93% |
| 2025 | -2.97% | -5.12% | -0.46% | -7.72% | 3.19% | 0.42% | -1.96% | 5.40% | -3.69% | 3.69% | 8.66% | -5.22% | -6.88% |
| 2026 | -8.80% | 1.51% | 0.84% | 0.17% | -5.84% | 0.01% | — | — | — | — | — | — | -11.94% |
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 | 1024.23 |
| Min balance | 945.88 |
| Max balance | 1335.45 |
Monthly Performance
| Metric | Value |
|---|---|
| Average monthly return (geometric), % | 0.08 |
| Average monthly return (arithmetic), % | 0.30 |
| Best month, % | 22.96 |
| Worst month, % | -13.77 |
PnL, Volume & Fees
| Metric | Value |
|---|---|
| Total PnL | 24.23 |
| Total PnL, % | 2.42 |
| Gross profit | 710.71 |
| Gross loss | 678.52 |
| Trading volume (USDT) | 17822.43 |
| Total transactions (buy/sell) | 26 |
| Total fees | 6.41 |
| Funding net | -1.56 |
| Funding accrued (received) | 21.14 |
| Funding paid | 22.70 |
Trades
| Metric | Value |
|---|---|
| Total Trades | 25 |
| Win Trades | 10 |
| Los Trades | 15 |
| Win Rate, % | 40.00 |
| Expectancy per trade | 1.2878 |
| Max consecutive wins | 4 |
| Max consecutive losses | 4 |
Risk & Exposure
| Metric | Value |
|---|---|
| Position avg, % of margin balance | 32.90 |
| Position max, % of margin balance | 51.31 |
| Max Drawdown | 340.60 |
| Max Drawdown, % | 25.50 |
Risk-Adjusted Ratios
| Metric | Value |
|---|---|
| Profit Factor (gross profit/gross loss) | 1.0475 |
| Recovery Factor (Total PnL / Max DD) | 0.0711 |
| Sharpe ratio (monthly) | 0.1542 |
| Sortino ratio (monthly) | 0.2642 |
| CAGR, % | 1.00 |
| Calmar ratio (CAGR / Max DD%) | 0.0391 |
Open Positions Size (USDT)
Strategy Charts
SOLUSDT 1d zigzag | PnL: 32.20 | Fee: 6.41 | Vol: 17822.43
Realized PnL by Symbol
Details
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