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
1064.16
Total PnL
64.16 (6.42%)
Total Trades (Win/Los)
12 (6/6)
Win Rate
50.00%
Max Drawdown
413.33 (33.21%)
Total Fees
2.79
Position avg (max), %
32.11 (51.80)
Profit Factor
1.22
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% | -2.31% | 3.67% | 15.54% | -9.74% | 5.31% |
| 2025 | -9.88% | -6.26% | 4.90% | -4.44% | 1.74% | -0.46% | 3.51% | 5.61% | 1.39% | -2.88% | 8.38% | 1.32% | 1.38% |
| 2026 | 2.77% | 2.94% | -4.63% | -0.14% | -1.05% | 0.01% | — | — | — | — | — | — | -0.30% |
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 | 1064.16 |
| Min balance | 831.15 |
| Max balance | 1244.48 |
Monthly Performance
| Metric | Value |
|---|---|
| Average monthly return (geometric), % | 0.22 |
| Average monthly return (arithmetic), % | 0.51 |
| Best month, % | 20.23 |
| Worst month, % | -16.91 |
PnL, Volume & Fees
| Metric | Value |
|---|---|
| Total PnL | 64.16 |
| Total PnL, % | 6.42 |
| Gross profit | 452.18 |
| Gross loss | 370.34 |
| Trading volume (USDT) | 7756.48 |
| Total transactions (buy/sell) | 13 |
| Total fees | 2.79 |
| Funding net | -14.89 |
| Funding accrued (received) | 10.85 |
| Funding paid | 25.74 |
Trades
| Metric | Value |
|---|---|
| Total Trades | 12 |
| Win Trades | 6 |
| Los Trades | 6 |
| Win Rate, % | 50.00 |
| Expectancy per trade | 6.8196 |
| Max consecutive wins | 3 |
| Max consecutive losses | 2 |
Risk & Exposure
| Metric | Value |
|---|---|
| Position avg, % of margin balance | 32.11 |
| Position max, % of margin balance | 51.80 |
| Max Drawdown | 413.33 |
| Max Drawdown, % | 33.21 |
Risk-Adjusted Ratios
| Metric | Value |
|---|---|
| Profit Factor (gross profit/gross loss) | 1.2210 |
| Recovery Factor (Total PnL / Max DD) | 0.1552 |
| Sharpe ratio (monthly) | 0.2297 |
| Sortino ratio (monthly) | 0.3421 |
| CAGR, % | 2.61 |
| Calmar ratio (CAGR / Max DD%) | 0.0785 |
Open Positions Size (USDT)
Strategy Charts
SOLUSDT 1d zigzag | PnL: 81.84 | Fee: 2.79 | Vol: 7756.48
Realized PnL by Symbol
Details
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