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
1041.99
Total PnL
41.99 (4.20%)
Total Trades (Win/Los)
12 (6/6)
Win Rate
50.00%
Max Drawdown
423.64 (34.04%)
Total Fees
2.73
Position avg (max), %
31.75 (52.21)
Profit Factor
1.16
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% | 0.72% | 1.84% | -13.89% | -3.14% | 3.57% | 15.12% | -9.51% | 3.45% |
| 2025 | -9.99% | -5.91% | 4.70% | -4.27% | 1.77% | -0.47% | 3.57% | 5.69% | 1.41% | -2.96% | 7.94% | 1.25% | 1.22% |
| 2026 | 2.64% | 2.80% | -4.55% | -0.14% | -1.05% | 0.01% | — | — | — | — | — | — | -0.46% |
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 | 1041.99 |
| Min balance | 820.84 |
| Max balance | 1244.48 |
Monthly Performance
| Metric | Value |
|---|---|
| Average monthly return (geometric), % | 0.14 |
| Average monthly return (arithmetic), % | 0.43 |
| Best month, % | 20.23 |
| Worst month, % | -16.91 |
PnL, Volume & Fees
| Metric | Value |
|---|---|
| Total PnL | 41.99 |
| Total PnL, % | 4.20 |
| Gross profit | 427.29 |
| Gross loss | 367.75 |
| Trading volume (USDT) | 7591.56 |
| Total transactions (buy/sell) | 13 |
| Total fees | 2.73 |
| Funding net | -14.82 |
| Funding accrued (received) | 10.45 |
| Funding paid | 25.27 |
Trades
| Metric | Value |
|---|---|
| Total Trades | 12 |
| Win Trades | 6 |
| Los Trades | 6 |
| Win Rate, % | 50.00 |
| Expectancy per trade | 4.9614 |
| Max consecutive wins | 3 |
| Max consecutive losses | 2 |
Risk & Exposure
| Metric | Value |
|---|---|
| Position avg, % of margin balance | 31.75 |
| Position max, % of margin balance | 52.21 |
| Max Drawdown | 423.64 |
| Max Drawdown, % | 34.04 |
Risk-Adjusted Ratios
| Metric | Value |
|---|---|
| Profit Factor (gross profit/gross loss) | 1.1619 |
| Recovery Factor (Total PnL / Max DD) | 0.0991 |
| Sharpe ratio (monthly) | 0.1964 |
| Sortino ratio (monthly) | 0.2906 |
| CAGR, % | 1.72 |
| Calmar ratio (CAGR / Max DD%) | 0.0505 |
Open Positions Size (USDT)
Strategy Charts
SOLUSDT 1d zigzag | PnL: 59.54 | Fee: 2.73 | Vol: 7591.56
Realized PnL by Symbol
Details
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