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
1156.55
Total PnL
156.55 (15.65%)
Total Trades (Win/Los)
16 (8/8)
Win Rate
50.00%
Max Drawdown
389.21 (28.34%)
Total Fees
4.16
Position avg (max), %
32.59 (48.15)
Profit Factor
1.42
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% | -4.39% | 1.70% | -0.45% | 3.44% | 5.49% | 1.36% | -0.48% | 7.86% | 1.24% | 8.58% |
| 2026 | -3.70% | 5.74% | -8.07% | 0.19% | -3.93% | 0.01% | — | — | — | — | — | — | -9.88% |
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 | 1156.55 |
| Min balance | 947.45 |
| Max balance | 1373.31 |
Monthly Performance
| Metric | Value |
|---|---|
| Average monthly return (geometric), % | 0.50 |
| Average monthly return (arithmetic), % | 0.77 |
| Best month, % | 20.87 |
| Worst month, % | -17.36 |
PnL, Volume & Fees
| Metric | Value |
|---|---|
| Total PnL | 156.55 |
| Total PnL, % | 15.65 |
| Gross profit | 586.54 |
| Gross loss | 412.63 |
| Trading volume (USDT) | 11572.15 |
| Total transactions (buy/sell) | 17 |
| Total fees | 4.16 |
| Funding net | -13.20 |
| Funding accrued (received) | 14.59 |
| Funding paid | 27.78 |
Trades
| Metric | Value |
|---|---|
| Total Trades | 16 |
| Win Trades | 8 |
| Los Trades | 8 |
| Win Rate, % | 50.00 |
| Expectancy per trade | 10.8692 |
| Max consecutive wins | 3 |
| Max consecutive losses | 3 |
Risk & Exposure
| Metric | Value |
|---|---|
| Position avg, % of margin balance | 32.59 |
| 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) | 1.4215 |
| Recovery Factor (Total PnL / Max DD) | 0.4022 |
| Sharpe ratio (monthly) | 0.3627 |
| Sortino ratio (monthly) | 0.5744 |
| CAGR, % | 6.21 |
| Calmar ratio (CAGR / Max DD%) | 0.2190 |
Open Positions Size (USDT)
Strategy Charts
SOLUSDT 1d zigzag | PnL: 173.91 | Fee: 4.16 | Vol: 11572.15
Realized PnL by Symbol
Details
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