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
1074.59
Total PnL
74.59 (7.46%)
Total Trades (Win/Los)
14 (6/8)
Win Rate
42.86%
Max Drawdown
382.97 (29.73%)
Total Fees
3.45
Position avg (max), %
32.59 (51.34)
Profit Factor
1.21
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% | 1.30% | 1.81% | -13.70% | 1.69% | 3.65% | 15.46% | -9.70% | 10.48% |
| 2025 | -6.69% | -6.19% | 4.76% | -4.32% | 1.77% | -0.47% | 3.57% | 5.70% | 1.41% | -2.94% | 8.22% | 1.29% | 4.96% |
| 2026 | 2.72% | 2.89% | -6.74% | 0.19% | -6.16% | 0.01% | — | — | — | — | — | — | -7.31% |
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 | 1074.59 |
| Min balance | 905.31 |
| Max balance | 1288.28 |
Monthly Performance
| Metric | Value |
|---|---|
| Average monthly return (geometric), % | 0.25 |
| Average monthly return (arithmetic), % | 0.55 |
| Best month, % | 20.87 |
| Worst month, % | -17.36 |
PnL, Volume & Fees
| Metric | Value |
|---|---|
| Total PnL | 74.59 |
| Total PnL, % | 7.46 |
| Gross profit | 520.07 |
| Gross loss | 429.14 |
| Trading volume (USDT) | 9581.60 |
| Total transactions (buy/sell) | 15 |
| Total fees | 3.45 |
| Funding net | -12.89 |
| Funding accrued (received) | 13.46 |
| Funding paid | 26.35 |
Trades
| Metric | Value |
|---|---|
| Total Trades | 14 |
| Win Trades | 6 |
| Los Trades | 8 |
| Win Rate, % | 42.86 |
| Expectancy per trade | 6.4946 |
| Max consecutive wins | 3 |
| Max consecutive losses | 4 |
Risk & Exposure
| Metric | Value |
|---|---|
| Position avg, % of margin balance | 32.59 |
| Position max, % of margin balance | 51.34 |
| Max Drawdown | 382.97 |
| Max Drawdown, % | 29.73 |
Risk-Adjusted Ratios
| Metric | Value |
|---|---|
| Profit Factor (gross profit/gross loss) | 1.2119 |
| Recovery Factor (Total PnL / Max DD) | 0.1948 |
| Sharpe ratio (monthly) | 0.2450 |
| Sortino ratio (monthly) | 0.3664 |
| CAGR, % | 3.02 |
| Calmar ratio (CAGR / Max DD%) | 0.1017 |
Open Positions Size (USDT)
Strategy Charts
SOLUSDT 1d zigzag | PnL: 90.92 | Fee: 3.45 | Vol: 9581.60
Realized PnL by Symbol
Details
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