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
1351.10
Total PnL
351.10 (35.11%)
Total Trades (Win/Los)
18 (8/10)
Win Rate
44.44%
Max Drawdown
406.29 (30.54%)
Total Fees
4.74
Position avg (max), %
31.61 (50.49)
Profit Factor
2.19
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% | 9.39% | 22.98% | -18.78% | -0.24% | 0.07% | 1.77% | -7.65% | 1.78% | 3.53% | 14.96% | -9.43% | 9.22% |
| 2025 | 1.54% | -0.87% | 3.96% | -0.56% | 1.72% | -0.46% | 3.48% | 1.54% | 1.25% | 2.37% | 7.80% | 1.23% | 25.23% |
| 2026 | 2.60% | 2.76% | -2.91% | 0.19% | -3.67% | 0.01% | — | — | — | — | — | — | -1.20% |
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 | 30 |
| Pairs count | 1 |
Balance & Equity
| Metric | Value |
|---|---|
| Initial balance | 1000.00 |
| Final balance | 1351.10 |
| Min balance | 914.20 |
| Max balance | 1484.97 |
Monthly Performance
| Metric | Value |
|---|---|
| Average monthly return (geometric), % | 1.01 |
| Average monthly return (arithmetic), % | 1.25 |
| Best month, % | 22.98 |
| Worst month, % | -18.78 |
PnL, Volume & Fees
| Metric | Value |
|---|---|
| Total PnL | 351.10 |
| Total PnL, % | 35.11 |
| Gross profit | 676.21 |
| Gross loss | 308.89 |
| Trading volume (USDT) | 13183.86 |
| Total transactions (buy/sell) | 19 |
| Total fees | 4.74 |
| Funding net | -11.49 |
| Funding accrued (received) | 15.89 |
| Funding paid | 27.38 |
Trades
| Metric | Value |
|---|---|
| Total Trades | 18 |
| Win Trades | 8 |
| Los Trades | 10 |
| Win Rate, % | 44.44 |
| Expectancy per trade | 20.4071 |
| Max consecutive wins | 2 |
| Max consecutive losses | 3 |
Risk & Exposure
| Metric | Value |
|---|---|
| Position avg, % of margin balance | 31.61 |
| Position max, % of margin balance | 50.49 |
| Max Drawdown | 406.29 |
| Max Drawdown, % | 30.54 |
Risk-Adjusted Ratios
| Metric | Value |
|---|---|
| Profit Factor (gross profit/gross loss) | 2.1892 |
| Recovery Factor (Total PnL / Max DD) | 0.8641 |
| Sharpe ratio (monthly) | 0.6196 |
| Sortino ratio (monthly) | 1.0279 |
| CAGR, % | 13.27 |
| Calmar ratio (CAGR / Max DD%) | 0.4345 |
Open Positions Size (USDT)
Strategy Charts
SOLUSDT 1d zigzag | PnL: 367.33 | Fee: 4.74 | Vol: 13183.86
Realized PnL by Symbol
Details
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