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
1415.18
Total PnL
415.18 (41.52%)
Total Trades (Win/Los)
14 (7/7)
Win Rate
50.00%
Max Drawdown
407.79 (28.77%)
Total Fees
3.95
Position avg (max), %
31.69 (48.52)
Profit Factor
2.37
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 | — | 5.10% | 21.77% | -17.97% | 10.96% | 1.39% | 1.89% | -7.82% | 1.79% | 3.58% | 15.17% | -9.54% | 21.85% |
| 2025 | -3.50% | -1.85% | 4.20% | -1.13% | 1.72% | -0.46% | 3.47% | 5.54% | 1.37% | 1.43% | 7.24% | 1.15% | 20.33% |
| 2026 | 2.42% | 2.58% | -4.77% | 0.19% | -3.70% | 0.01% | — | — | — | — | — | — | -3.46% |
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 | 1415.18 |
| Min balance | 969.75 |
| Max balance | 1571.97 |
Monthly Performance
| Metric | Value |
|---|---|
| Average monthly return (geometric), % | 1.21 |
| Average monthly return (arithmetic), % | 1.46 |
| Best month, % | 21.77 |
| Worst month, % | -17.97 |
PnL, Volume & Fees
| Metric | Value |
|---|---|
| Total PnL | 415.18 |
| Total PnL, % | 41.52 |
| Gross profit | 749.13 |
| Gross loss | 315.78 |
| Trading volume (USDT) | 10988.74 |
| Total transactions (buy/sell) | 15 |
| Total fees | 3.95 |
| Funding net | -14.21 |
| Funding accrued (received) | 15.32 |
| Funding paid | 29.54 |
Trades
| Metric | Value |
|---|---|
| Total Trades | 14 |
| Win Trades | 7 |
| Los Trades | 7 |
| Win Rate, % | 50.00 |
| Expectancy per trade | 30.9535 |
| Max consecutive wins | 3 |
| Max consecutive losses | 3 |
Risk & Exposure
| Metric | Value |
|---|---|
| Position avg, % of margin balance | 31.69 |
| Position max, % of margin balance | 48.52 |
| Max Drawdown | 407.79 |
| Max Drawdown, % | 28.77 |
Risk-Adjusted Ratios
| Metric | Value |
|---|---|
| Profit Factor (gross profit/gross loss) | 2.3723 |
| Recovery Factor (Total PnL / Max DD) | 1.0181 |
| Sharpe ratio (monthly) | 0.7079 |
| Sortino ratio (monthly) | 1.1813 |
| CAGR, % | 15.47 |
| Calmar ratio (CAGR / Max DD%) | 0.5375 |
Open Positions Size (USDT)
Strategy Charts
SOLUSDT 1d zigzag | PnL: 433.35 | Fee: 3.95 | Vol: 10988.74
Realized PnL by Symbol
Details
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