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
1126.47
Total PnL
126.47 (12.65%)
Total Trades (Win/Los)
14 (6/8)
Win Rate
42.86%
Max Drawdown
396.63 (29.56%)
Total Fees
3.55
Position avg (max), %
32.45 (49.28)
Profit Factor
1.36
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 | -6.84% | -5.76% | 4.79% | -4.36% | 1.77% | -0.47% | 3.58% | 5.71% | 1.41% | -2.94% | 8.36% | 1.31% | 5.47% |
| 2026 | 2.76% | 2.93% | -6.67% | 0.19% | -6.14% | 0.01% | — | — | — | — | — | — | -7.14% |
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 | 1126.47 |
| Min balance | 945.02 |
| Max balance | 1341.66 |
Monthly Performance
| Metric | Value |
|---|---|
| Average monthly return (geometric), % | 0.41 |
| Average monthly return (arithmetic), % | 0.69 |
| Best month, % | 20.87 |
| Worst month, % | -17.36 |
PnL, Volume & Fees
| Metric | Value |
|---|---|
| Total PnL | 126.47 |
| Total PnL, % | 12.65 |
| Gross profit | 542.81 |
| Gross loss | 399.57 |
| Trading volume (USDT) | 9879.61 |
| Total transactions (buy/sell) | 15 |
| Total fees | 3.55 |
| Funding net | -13.22 |
| Funding accrued (received) | 13.89 |
| Funding paid | 27.11 |
Trades
| Metric | Value |
|---|---|
| Total Trades | 14 |
| Win Trades | 6 |
| Los Trades | 8 |
| Win Rate, % | 42.86 |
| Expectancy per trade | 10.2314 |
| Max consecutive wins | 3 |
| Max consecutive losses | 4 |
Risk & Exposure
| Metric | Value |
|---|---|
| Position avg, % of margin balance | 32.45 |
| Position max, % of margin balance | 49.28 |
| Max Drawdown | 396.63 |
| Max Drawdown, % | 29.56 |
Risk-Adjusted Ratios
| Metric | Value |
|---|---|
| Profit Factor (gross profit/gross loss) | 1.3585 |
| Recovery Factor (Total PnL / Max DD) | 0.3188 |
| Sharpe ratio (monthly) | 0.3186 |
| Sortino ratio (monthly) | 0.4920 |
| CAGR, % | 5.06 |
| Calmar ratio (CAGR / Max DD%) | 0.1710 |
Open Positions Size (USDT)
Strategy Charts
SOLUSDT 1d zigzag | PnL: 143.24 | Fee: 3.55 | Vol: 9879.61
Realized PnL by Symbol
Details
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