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
1128.07
Total PnL
128.07 (12.81%)
Total Trades (Win/Los)
16 (7/9)
Win Rate
43.75%
Max Drawdown
500.38 (38.42%)
Total Fees
3.82
Position avg (max), %
31.55 (48.35)
Profit Factor
1.36
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 | — | 5.10% | 21.77% | -17.97% | -0.75% | -0.38% | 1.69% | -7.81% | -7.70% | 3.46% | 14.69% | -9.28% | -3.31% |
| 2025 | -3.50% | -1.65% | 4.22% | -1.13% | 1.73% | -0.46% | 3.49% | 5.57% | 1.38% | 2.02% | 7.03% | 1.12% | 21.11% |
| 2026 | 2.36% | 2.51% | -4.78% | 0.19% | -3.76% | 0.01% | — | — | — | — | — | — | -3.64% |
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 | 1128.07 |
| Min balance | 801.92 |
| Max balance | 1302.30 |
Monthly Performance
| Metric | Value |
|---|---|
| Average monthly return (geometric), % | 0.42 |
| Average monthly return (arithmetic), % | 0.66 |
| Best month, % | 21.77 |
| Worst month, % | -17.97 |
PnL, Volume & Fees
| Metric | Value |
|---|---|
| Total PnL | 128.07 |
| Total PnL, % | 12.81 |
| Gross profit | 534.76 |
| Gross loss | 394.61 |
| Trading volume (USDT) | 10631.39 |
| Total transactions (buy/sell) | 17 |
| Total fees | 3.82 |
| Funding net | -8.26 |
| Funding accrued (received) | 14.49 |
| Funding paid | 22.75 |
Trades
| Metric | Value |
|---|---|
| Total Trades | 16 |
| Win Trades | 7 |
| Los Trades | 9 |
| Win Rate, % | 43.75 |
| Expectancy per trade | 8.7595 |
| Max consecutive wins | 3 |
| Max consecutive losses | 3 |
Risk & Exposure
| Metric | Value |
|---|---|
| Position avg, % of margin balance | 31.55 |
| Position max, % of margin balance | 48.35 |
| Max Drawdown | 500.38 |
| Max Drawdown, % | 38.42 |
Risk-Adjusted Ratios
| Metric | Value |
|---|---|
| Profit Factor (gross profit/gross loss) | 1.3552 |
| Recovery Factor (Total PnL / Max DD) | 0.2559 |
| Sharpe ratio (monthly) | 0.3258 |
| Sortino ratio (monthly) | 0.5108 |
| CAGR, % | 5.12 |
| Calmar ratio (CAGR / Max DD%) | 0.1332 |
Open Positions Size (USDT)
Strategy Charts
SOLUSDT 1d zigzag | PnL: 140.15 | Fee: 3.82 | Vol: 10631.39
Realized PnL by Symbol
Details
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