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
1115.41
Total PnL
115.41 (11.54%)
Total Trades (Win/Los)
22 (10/12)
Win Rate
45.45%
Max Drawdown
389.21 (28.85%)
Total Fees
5.66
Position avg (max), %
33.13 (49.02)
Profit Factor
1.26
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 | — | 4.62% | 21.87% | -9.96% | -5.34% | 2.22% | 1.98% | -7.96% | 2.81% | 3.63% | 15.36% | -9.64% | 15.79% |
| 2025 | -3.50% | -1.80% | 4.19% | -1.11% | 1.73% | -2.55% | -2.25% | 5.54% | 1.37% | 1.60% | 7.76% | -5.98% | 4.20% |
| 2026 | -7.52% | 5.59% | -2.00% | 0.18% | -3.56% | 0.01% | — | — | — | — | — | — | -7.53% |
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 | 1115.41 |
| Min balance | 959.80 |
| Max balance | 1349.00 |
Monthly Performance
| Metric | Value |
|---|---|
| Average monthly return (geometric), % | 0.38 |
| Average monthly return (arithmetic), % | 0.60 |
| Best month, % | 21.87 |
| Worst month, % | -9.96 |
PnL, Volume & Fees
| Metric | Value |
|---|---|
| Total PnL | 115.41 |
| Total PnL, % | 11.54 |
| Gross profit | 635.05 |
| Gross loss | 505.25 |
| Trading volume (USDT) | 15743.03 |
| Total transactions (buy/sell) | 23 |
| Total fees | 5.66 |
| Funding net | -8.74 |
| Funding accrued (received) | 17.10 |
| Funding paid | 25.84 |
Trades
| Metric | Value |
|---|---|
| Total Trades | 22 |
| Win Trades | 10 |
| Los Trades | 12 |
| Win Rate, % | 45.45 |
| Expectancy per trade | 5.9002 |
| Max consecutive wins | 2 |
| Max consecutive losses | 3 |
Risk & Exposure
| Metric | Value |
|---|---|
| Position avg, % of margin balance | 33.13 |
| Position max, % of margin balance | 49.02 |
| Max Drawdown | 389.21 |
| Max Drawdown, % | 28.85 |
Risk-Adjusted Ratios
| Metric | Value |
|---|---|
| Profit Factor (gross profit/gross loss) | 1.2569 |
| Recovery Factor (Total PnL / Max DD) | 0.2965 |
| Sharpe ratio (monthly) | 0.3057 |
| Sortino ratio (monthly) | 0.5419 |
| CAGR, % | 4.63 |
| Calmar ratio (CAGR / Max DD%) | 0.1604 |
Open Positions Size (USDT)
Strategy Charts
SOLUSDT 1d zigzag | PnL: 129.80 | Fee: 5.66 | Vol: 15743.03
Realized PnL by Symbol
Details
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