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
1108.96
Total PnL
108.96 (10.90%)
Total Trades (Win/Los)
14 (7/7)
Win Rate
50.00%
Max Drawdown
376.89 (29.96%)
Total Fees
3.45
Position avg (max), %
31.65 (47.36)
Profit Factor
1.32
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 | — | 2.32% | 20.87% | -17.36% | 10.51% | 1.52% | 1.81% | -7.73% | -8.57% | 3.47% | 14.73% | -9.30% | 6.05% |
| 2025 | -5.69% | -5.74% | 4.88% | -4.43% | 1.73% | -0.46% | 3.49% | 5.57% | 1.38% | 1.54% | 7.57% | 1.20% | 10.47% |
| 2026 | 2.53% | 2.69% | -6.62% | 0.19% | -3.89% | 0.01% | — | — | — | — | — | — | -5.32% |
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 | 1108.96 |
| Min balance | 880.94 |
| Max balance | 1258.10 |
Monthly Performance
| Metric | Value |
|---|---|
| Average monthly return (geometric), % | 0.36 |
| Average monthly return (arithmetic), % | 0.63 |
| Best month, % | 20.87 |
| Worst month, % | -17.36 |
PnL, Volume & Fees
| Metric | Value |
|---|---|
| Total PnL | 108.96 |
| Total PnL, % | 10.90 |
| Gross profit | 508.09 |
| Gross loss | 384.27 |
| Trading volume (USDT) | 9604.33 |
| Total transactions (buy/sell) | 15 |
| Total fees | 3.45 |
| Funding net | -11.40 |
| Funding accrued (received) | 13.47 |
| Funding paid | 24.88 |
Trades
| Metric | Value |
|---|---|
| Total Trades | 14 |
| Win Trades | 7 |
| Los Trades | 7 |
| Win Rate, % | 50.00 |
| Expectancy per trade | 8.8442 |
| Max consecutive wins | 3 |
| Max consecutive losses | 3 |
Risk & Exposure
| Metric | Value |
|---|---|
| Position avg, % of margin balance | 31.65 |
| Position max, % of margin balance | 47.36 |
| Max Drawdown | 376.89 |
| Max Drawdown, % | 29.96 |
Risk-Adjusted Ratios
| Metric | Value |
|---|---|
| Profit Factor (gross profit/gross loss) | 1.3222 |
| Recovery Factor (Total PnL / Max DD) | 0.2891 |
| Sharpe ratio (monthly) | 0.2944 |
| Sortino ratio (monthly) | 0.4547 |
| CAGR, % | 4.38 |
| Calmar ratio (CAGR / Max DD%) | 0.1460 |
Open Positions Size (USDT)
Strategy Charts
SOLUSDT 1d zigzag | PnL: 123.82 | Fee: 3.45 | Vol: 9604.33
Realized PnL by Symbol
Details
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