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
1095.78
Total PnL
95.78 (9.58%)
Total Trades (Win/Los)
16 (7/9)
Win Rate
43.75%
Max Drawdown
391.31 (29.17%)
Total Fees
4.06
Position avg (max), %
33.02 (49.28)
Profit Factor
1.25
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% | -10.40% | 1.78% | 3.65% | 15.46% | -9.70% | 15.05% |
| 2025 | -6.38% | -5.73% | 4.77% | -4.33% | 1.77% | -0.47% | 3.56% | 5.69% | 1.41% | -0.59% | 7.65% | 1.21% | 7.69% |
| 2026 | -3.81% | 5.77% | -8.14% | 0.19% | -5.56% | 0.01% | — | — | — | — | — | — | -11.54% |
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 | 1095.78 |
| Min balance | 947.45 |
| Max balance | 1341.66 |
Monthly Performance
| Metric | Value |
|---|---|
| Average monthly return (geometric), % | 0.32 |
| Average monthly return (arithmetic), % | 0.60 |
| Best month, % | 20.87 |
| Worst month, % | -17.36 |
PnL, Volume & Fees
| Metric | Value |
|---|---|
| Total PnL | 95.78 |
| Total PnL, % | 9.58 |
| Gross profit | 567.16 |
| Gross loss | 453.83 |
| Trading volume (USDT) | 11288.05 |
| Total transactions (buy/sell) | 17 |
| Total fees | 4.06 |
| Funding net | -13.48 |
| Funding accrued (received) | 14.17 |
| Funding paid | 27.65 |
Trades
| Metric | Value |
|---|---|
| Total Trades | 16 |
| Win Trades | 7 |
| Los Trades | 9 |
| Win Rate, % | 43.75 |
| Expectancy per trade | 7.0831 |
| Max consecutive wins | 3 |
| Max consecutive losses | 4 |
Risk & Exposure
| Metric | Value |
|---|---|
| Position avg, % of margin balance | 33.02 |
| Position max, % of margin balance | 49.28 |
| Max Drawdown | 391.31 |
| Max Drawdown, % | 29.17 |
Risk-Adjusted Ratios
| Metric | Value |
|---|---|
| Profit Factor (gross profit/gross loss) | 1.2497 |
| Recovery Factor (Total PnL / Max DD) | 0.2448 |
| Sharpe ratio (monthly) | 0.2747 |
| Sortino ratio (monthly) | 0.4226 |
| CAGR, % | 3.86 |
| Calmar ratio (CAGR / Max DD%) | 0.1324 |
Open Positions Size (USDT)
Strategy Charts
SOLUSDT 1d zigzag | PnL: 113.33 | Fee: 4.06 | Vol: 11288.05
Realized PnL by Symbol
Details
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