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
1116.79
Total PnL
116.79 (11.68%)
Total Trades (Win/Los)
29 (10/19)
Win Rate
34.48%
Max Drawdown
291.84 (26.48%)
Total Fees
6.69
Position avg (max), %
32.12 (48.83)
Profit Factor
1.31
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 | — | 5.10% | -10.51% | 4.42% | -5.94% | 3.19% | -0.11% | -8.61% | 3.98% | 3.61% | 15.29% | -9.60% | -2.30% |
| 2025 | 1.50% | -0.82% | 3.94% | -0.58% | 1.69% | 0.22% | 0.78% | 0.04% | 1.24% | 2.45% | 8.03% | -3.70% | 15.34% |
| 2026 | -3.90% | 5.56% | 0.42% | 0.17% | -2.87% | 0.01% | — | — | — | — | — | — | -0.87% |
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 | 29 |
| Pairs count | 1 |
Balance & Equity
| Metric | Value |
|---|---|
| Initial balance | 1000.00 |
| Final balance | 1116.79 |
| Min balance | 810.21 |
| Max balance | 1190.95 |
Monthly Performance
| Metric | Value |
|---|---|
| Average monthly return (geometric), % | 0.38 |
| Average monthly return (arithmetic), % | 0.52 |
| Best month, % | 15.29 |
| Worst month, % | -10.51 |
PnL, Volume & Fees
| Metric | Value |
|---|---|
| Total PnL | 116.79 |
| Total PnL, % | 11.68 |
| Gross profit | 547.19 |
| Gross loss | 418.09 |
| Trading volume (USDT) | 18611.58 |
| Total transactions (buy/sell) | 31 |
| Total fees | 6.69 |
| Funding net | -5.61 |
| Funding accrued (received) | 14.80 |
| Funding paid | 20.41 |
Trades
| Metric | Value |
|---|---|
| Total Trades | 29 |
| Win Trades | 10 |
| Los Trades | 19 |
| Win Rate, % | 34.48 |
| Expectancy per trade | 4.4517 |
| Max consecutive wins | 2 |
| Max consecutive losses | 6 |
Risk & Exposure
| Metric | Value |
|---|---|
| Position avg, % of margin balance | 32.12 |
| Position max, % of margin balance | 48.83 |
| Max Drawdown | 291.84 |
| Max Drawdown, % | 26.48 |
Risk-Adjusted Ratios
| Metric | Value |
|---|---|
| Profit Factor (gross profit/gross loss) | 1.3088 |
| Recovery Factor (Total PnL / Max DD) | 0.4002 |
| Sharpe ratio (monthly) | 0.3443 |
| Sortino ratio (monthly) | 0.5155 |
| CAGR, % | 4.68 |
| Calmar ratio (CAGR / Max DD%) | 0.1767 |
Open Positions Size (USDT)
Strategy Charts
SOLUSDT 1d zigzag | PnL: 129.10 | Fee: 6.69 | Vol: 18611.58
Realized PnL by Symbol
Details
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