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
1103.65
Total PnL
103.65 (10.37%)
Total Trades (Win/Los)
12 (6/6)
Win Rate
50.00%
Max Drawdown
411.70 (32.16%)
Total Fees
2.83
Position avg (max), %
31.91 (51.80)
Profit Factor
1.34
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 | — | 1.83% | 20.23% | -16.91% | 10.18% | 1.36% | 1.83% | -13.80% | 1.70% | 3.68% | 15.58% | -9.76% | 9.66% |
| 2025 | -10.06% | -6.03% | 4.70% | -4.28% | 1.76% | -0.47% | 3.55% | 5.66% | 1.40% | -2.93% | 8.04% | 1.27% | 1.10% |
| 2026 | 2.67% | 2.83% | -4.56% | -0.14% | -1.05% | 0.01% | — | — | — | — | — | — | -0.43% |
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 | 1103.65 |
| Min balance | 868.33 |
| Max balance | 1280.04 |
Monthly Performance
| Metric | Value |
|---|---|
| Average monthly return (geometric), % | 0.34 |
| Average monthly return (arithmetic), % | 0.63 |
| Best month, % | 20.23 |
| Worst month, % | -16.91 |
PnL, Volume & Fees
| Metric | Value |
|---|---|
| Total PnL | 103.65 |
| Total PnL, % | 10.37 |
| Gross profit | 477.19 |
| Gross loss | 354.99 |
| Trading volume (USDT) | 7873.03 |
| Total transactions (buy/sell) | 13 |
| Total fees | 2.83 |
| Funding net | -15.72 |
| Funding accrued (received) | 10.85 |
| Funding paid | 26.56 |
Trades
| Metric | Value |
|---|---|
| Total Trades | 12 |
| Win Trades | 6 |
| Los Trades | 6 |
| Win Rate, % | 50.00 |
| Expectancy per trade | 10.1835 |
| Max consecutive wins | 3 |
| Max consecutive losses | 2 |
Risk & Exposure
| Metric | Value |
|---|---|
| Position avg, % of margin balance | 31.91 |
| Position max, % of margin balance | 51.80 |
| Max Drawdown | 411.70 |
| Max Drawdown, % | 32.16 |
Risk-Adjusted Ratios
| Metric | Value |
|---|---|
| Profit Factor (gross profit/gross loss) | 1.3442 |
| Recovery Factor (Total PnL / Max DD) | 0.2518 |
| Sharpe ratio (monthly) | 0.2871 |
| Sortino ratio (monthly) | 0.4275 |
| CAGR, % | 4.17 |
| Calmar ratio (CAGR / Max DD%) | 0.1296 |
Open Positions Size (USDT)
Strategy Charts
SOLUSDT 1d zigzag | PnL: 122.20 | Fee: 2.83 | Vol: 7873.03
Realized PnL by Symbol
Details
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