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
1011.31
Total PnL
11.31 (1.13%)
Total Trades (Win/Los)
14 (6/8)
Win Rate
42.86%
Max Drawdown
407.51 (31.63%)
Total Fees
3.37
Position avg (max), %
32.47 (51.34)
Profit Factor
1.06
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 | -9.49% | -5.74% | 4.88% | -4.43% | 1.73% | -0.46% | 3.49% | 5.57% | 1.38% | -2.89% | 7.92% | 1.25% | 1.78% |
| 2026 | 2.63% | 2.80% | -4.60% | -4.52% | -6.40% | 0.01% | — | — | — | — | — | — | -10.04% |
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 | 1011.31 |
| Min balance | 880.77 |
| Max balance | 1288.28 |
Monthly Performance
| Metric | Value |
|---|---|
| Average monthly return (geometric), % | 0.04 |
| Average monthly return (arithmetic), % | 0.34 |
| Best month, % | 20.87 |
| Worst month, % | -17.36 |
PnL, Volume & Fees
| Metric | Value |
|---|---|
| Total PnL | 11.31 |
| Total PnL, % | 1.13 |
| Gross profit | 491.41 |
| Gross loss | 463.42 |
| Trading volume (USDT) | 9384.24 |
| Total transactions (buy/sell) | 15 |
| Total fees | 3.37 |
| Funding net | -13.31 |
| Funding accrued (received) | 12.84 |
| Funding paid | 26.15 |
Trades
| Metric | Value |
|---|---|
| Total Trades | 14 |
| Win Trades | 6 |
| Los Trades | 8 |
| Win Rate, % | 42.86 |
| Expectancy per trade | 1.9997 |
| Max consecutive wins | 3 |
| Max consecutive losses | 4 |
Risk & Exposure
| Metric | Value |
|---|---|
| Position avg, % of margin balance | 32.47 |
| Position max, % of margin balance | 51.34 |
| Max Drawdown | 407.51 |
| Max Drawdown, % | 31.63 |
Risk-Adjusted Ratios
| Metric | Value |
|---|---|
| Profit Factor (gross profit/gross loss) | 1.0604 |
| Recovery Factor (Total PnL / Max DD) | 0.0278 |
| Sharpe ratio (monthly) | 0.1525 |
| Sortino ratio (monthly) | 0.2249 |
| CAGR, % | 0.47 |
| Calmar ratio (CAGR / Max DD%) | 0.0148 |
Open Positions Size (USDT)
Strategy Charts
SOLUSDT 1d zigzag | PnL: 28.00 | Fee: 3.37 | Vol: 9384.24
Realized PnL by Symbol
Details
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