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
1191.03
Total PnL
191.03 (19.10%)
Total Trades (Win/Los)
16 (8/8)
Win Rate
50.00%
Max Drawdown
389.21 (28.34%)
Total Fees
4.21
Position avg (max), %
32.62 (48.15)
Profit Factor
1.50
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 | — | 2.32% | 20.87% | -17.36% | 10.51% | 1.52% | 1.81% | -7.73% | 1.77% | 3.54% | 15.03% | -9.46% | 18.22% |
| 2025 | -5.39% | -5.91% | 4.83% | -3.56% | 1.77% | -0.47% | 3.56% | 5.69% | 1.41% | 1.38% | 7.17% | 1.14% | 11.18% |
| 2026 | -3.31% | 5.75% | -8.05% | 0.19% | -3.79% | 0.01% | — | — | — | — | — | — | -9.37% |
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 | 1191.03 |
| Min balance | 947.45 |
| Max balance | 1399.96 |
Monthly Performance
| Metric | Value |
|---|---|
| Average monthly return (geometric), % | 0.61 |
| Average monthly return (arithmetic), % | 0.87 |
| Best month, % | 20.87 |
| Worst month, % | -17.36 |
PnL, Volume & Fees
| Metric | Value |
|---|---|
| Total PnL | 191.03 |
| Total PnL, % | 19.10 |
| Gross profit | 623.89 |
| Gross loss | 414.91 |
| Trading volume (USDT) | 11696.09 |
| Total transactions (buy/sell) | 17 |
| Total fees | 4.21 |
| Funding net | -13.75 |
| Funding accrued (received) | 14.51 |
| Funding paid | 28.26 |
Trades
| Metric | Value |
|---|---|
| Total Trades | 16 |
| Win Trades | 8 |
| Los Trades | 8 |
| Win Rate, % | 50.00 |
| Expectancy per trade | 13.0615 |
| Max consecutive wins | 3 |
| Max consecutive losses | 3 |
Risk & Exposure
| Metric | Value |
|---|---|
| Position avg, % of margin balance | 32.62 |
| Position max, % of margin balance | 48.15 |
| Max Drawdown | 389.21 |
| Max Drawdown, % | 28.34 |
Risk-Adjusted Ratios
| Metric | Value |
|---|---|
| Profit Factor (gross profit/gross loss) | 1.5037 |
| Recovery Factor (Total PnL / Max DD) | 0.4908 |
| Sharpe ratio (monthly) | 0.4117 |
| Sortino ratio (monthly) | 0.6534 |
| CAGR, % | 7.51 |
| Calmar ratio (CAGR / Max DD%) | 0.2649 |
Open Positions Size (USDT)
Strategy Charts
SOLUSDT 1d zigzag | PnL: 208.98 | Fee: 4.21 | Vol: 11696.09
Realized PnL by Symbol
Details
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