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
1255.35
Total PnL
255.35 (25.53%)
Total Trades (Win/Los)
20 (8/12)
Win Rate
40.00%
Max Drawdown
362.51 (29.57%)
Total Fees
4.84
Position avg (max), %
31.12 (51.37)
Profit Factor
1.74
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 | -2.89% | 0.36% | 23.48% | -19.11% | 0.42% | 1.17% | 1.88% | -7.78% | -2.56% | 3.43% | 14.58% | -9.22% | -2.61% |
| 2025 | 3.50% | -0.80% | 3.87% | -0.49% | 1.74% | -0.46% | 3.51% | 1.53% | 1.25% | 6.18% | 6.89% | 1.10% | 31.22% |
| 2026 | 2.32% | 2.47% | -2.87% | 0.18% | -3.70% | 0.01% | — | — | — | — | — | — | -1.75% |
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 | 30 |
| Pairs count | 1 |
Balance & Equity
| Metric | Value |
|---|---|
| Initial balance | 1000.00 |
| Final balance | 1255.35 |
| Min balance | 863.35 |
| Max balance | 1380.49 |
Monthly Performance
| Metric | Value |
|---|---|
| Average monthly return (geometric), % | 0.76 |
| Average monthly return (arithmetic), % | 1.00 |
| Best month, % | 23.48 |
| Worst month, % | -19.11 |
PnL, Volume & Fees
| Metric | Value |
|---|---|
| Total PnL | 255.35 |
| Total PnL, % | 25.53 |
| Gross profit | 636.99 |
| Gross loss | 366.95 |
| Trading volume (USDT) | 13463.84 |
| Total transactions (buy/sell) | 21 |
| Total fees | 4.84 |
| Funding net | -9.85 |
| Funding accrued (received) | 14.61 |
| Funding paid | 24.47 |
Trades
| Metric | Value |
|---|---|
| Total Trades | 20 |
| Win Trades | 8 |
| Los Trades | 12 |
| Win Rate, % | 40.00 |
| Expectancy per trade | 13.5023 |
| Max consecutive wins | 2 |
| Max consecutive losses | 3 |
Risk & Exposure
| Metric | Value |
|---|---|
| Position avg, % of margin balance | 31.12 |
| Position max, % of margin balance | 51.37 |
| Max Drawdown | 362.51 |
| Max Drawdown, % | 29.57 |
Risk-Adjusted Ratios
| Metric | Value |
|---|---|
| Profit Factor (gross profit/gross loss) | 1.7359 |
| Recovery Factor (Total PnL / Max DD) | 0.7044 |
| Sharpe ratio (monthly) | 0.4987 |
| Sortino ratio (monthly) | 0.8092 |
| CAGR, % | 9.88 |
| Calmar ratio (CAGR / Max DD%) | 0.3339 |
Open Positions Size (USDT)
Strategy Charts
SOLUSDT 1d zigzag | PnL: 270.05 | Fee: 4.84 | Vol: 13463.84
Realized PnL by Symbol
Details
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