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
1152.93
Total PnL
152.93 (15.29%)
Total Trades (Win/Los)
45 (9/36)
Win Rate
20.00%
Max Drawdown
292.17 (28.49%)
Total Fees
10.12
Position avg (max), %
32.51 (48.94)
Profit Factor
1.36
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 | -2.89% | 0.36% | -11.00% | — | — | 0.17% | 1.68% | -6.61% | 4.00% | 3.62% | 15.33% | -9.63% | -7.34% |
| 2025 | 5.04% | 2.63% | 3.57% | -2.90% | 1.97% | -0.52% | 3.96% | 0.48% | 1.21% | 6.20% | 6.99% | 0.09% | 32.22% |
| 2026 | -2.87% | 5.51% | -0.74% | 0.17% | -2.91% | 0.01% | — | — | — | — | — | — | -1.06% |
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 | 28 |
| Pairs count | 1 |
Balance & Equity
| Metric | Value |
|---|---|
| Initial balance | 1000.00 |
| Final balance | 1152.93 |
| Min balance | 733.43 |
| Max balance | 1243.35 |
Monthly Performance
| Metric | Value |
|---|---|
| Average monthly return (geometric), % | 0.69 |
| Average monthly return (arithmetic), % | 0.82 |
| Best month, % | 15.33 |
| Worst month, % | -11.00 |
PnL, Volume & Fees
| Metric | Value |
|---|---|
| Total PnL | 152.93 |
| Total PnL, % | 15.29 |
| Gross profit | 641.27 |
| Gross loss | 471.75 |
| Trading volume (USDT) | 28143.02 |
| Total transactions (buy/sell) | 47 |
| Total fees | 10.12 |
| Funding net | -6.47 |
| Funding accrued (received) | 14.12 |
| Funding paid | 20.59 |
Trades
| Metric | Value |
|---|---|
| Total Trades | 45 |
| Win Trades | 9 |
| Los Trades | 36 |
| Win Rate, % | 20.00 |
| Expectancy per trade | 3.7672 |
| Max consecutive wins | 2 |
| Max consecutive losses | 10 |
Risk & Exposure
| Metric | Value |
|---|---|
| Position avg, % of margin balance | 32.51 |
| Position max, % of margin balance | 48.94 |
| Max Drawdown | 292.17 |
| Max Drawdown, % | 28.49 |
Risk-Adjusted Ratios
| Metric | Value |
|---|---|
| Profit Factor (gross profit/gross loss) | 1.3594 |
| Recovery Factor (Total PnL / Max DD) | 0.5234 |
| Sharpe ratio (monthly) | 0.5572 |
| Sortino ratio (monthly) | 0.8778 |
| CAGR, % | 6.07 |
| Calmar ratio (CAGR / Max DD%) | 0.2131 |
Open Positions Size (USDT)
Strategy Charts
SOLUSDT 1d zigzag | PnL: 169.52 | Fee: 10.12 | Vol: 28143.02
Realized PnL by Symbol
Details
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