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
1019.48
Total PnL
19.48 (1.95%)
Total Trades (Win/Los)
23 (9/14)
Win Rate
39.13%
Max Drawdown
418.25 (33.16%)
Total Fees
5.46
Position avg (max), %
32.57 (51.59)
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 | -8.69% | 9.67% | 23.61% | -19.21% | -4.90% | 1.83% | 5.44% | -10.75% | 1.69% | 3.52% | 14.94% | 0.88% | 11.25% |
| 2025 | -2.88% | -5.12% | 4.72% | -4.29% | 2.95% | 0.44% | -2.05% | 5.30% | 1.32% | -0.41% | 7.86% | -4.28% | 2.62% |
| 2026 | -7.62% | 5.91% | -4.71% | 0.18% | -4.37% | 0.01% | — | — | — | — | — | — | -10.68% |
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 | 1019.48 |
| Min balance | 842.88 |
| Max balance | 1261.13 |
Monthly Performance
| Metric | Value |
|---|---|
| Average monthly return (geometric), % | 0.07 |
| Average monthly return (arithmetic), % | 0.37 |
| Best month, % | 23.61 |
| Worst month, % | -19.21 |
PnL, Volume & Fees
| Metric | Value |
|---|---|
| Total PnL | 19.48 |
| Total PnL, % | 1.95 |
| Gross profit | 565.15 |
| Gross loss | 536.24 |
| Trading volume (USDT) | 15172.76 |
| Total transactions (buy/sell) | 24 |
| Total fees | 5.46 |
| Funding net | -3.97 |
| Funding accrued (received) | 17.82 |
| Funding paid | 21.79 |
Trades
| Metric | Value |
|---|---|
| Total Trades | 23 |
| Win Trades | 9 |
| Los Trades | 14 |
| Win Rate, % | 39.13 |
| Expectancy per trade | 1.2570 |
| Max consecutive wins | 2 |
| Max consecutive losses | 4 |
Risk & Exposure
| Metric | Value |
|---|---|
| Position avg, % of margin balance | 32.57 |
| Position max, % of margin balance | 51.59 |
| Max Drawdown | 418.25 |
| Max Drawdown, % | 33.16 |
Risk-Adjusted Ratios
| Metric | Value |
|---|---|
| Profit Factor (gross profit/gross loss) | 1.0539 |
| Recovery Factor (Total PnL / Max DD) | 0.0466 |
| Sharpe ratio (monthly) | 0.1623 |
| Sortino ratio (monthly) | 0.2524 |
| CAGR, % | 0.80 |
| Calmar ratio (CAGR / Max DD%) | 0.0242 |
Open Positions Size (USDT)
Strategy Charts
SOLUSDT 1d zigzag | PnL: 28.91 | Fee: 5.46 | Vol: 15172.76
Realized PnL by Symbol
Details
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