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
1100.28
Total PnL
100.28 (10.03%)
Total Trades (Win/Los)
12 (6/6)
Win Rate
50.00%
Max Drawdown
481.91 (36.92%)
Total Fees
2.71
Position avg (max), %
29.93 (48.24)
Profit Factor
1.34
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 | — | 5.39% | 21.71% | -17.93% | 10.93% | -9.00% | -6.06% | -7.86% | -4.34% | 3.65% | 14.97% | -9.43% | -5.03% |
| 2025 | 0.51% | -1.61% | 4.13% | -3.68% | -1.39% | 0.38% | -4.10% | 4.94% | 1.23% | 2.38% | 7.82% | 1.24% | 11.77% |
| 2026 | 2.60% | 2.76% | 0.19% | 0.06% | -1.92% | 0.01% | — | — | — | — | — | — | 3.68% |
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 | 1100.28 |
| Min balance | 823.36 |
| Max balance | 1305.28 |
Monthly Performance
| Metric | Value |
|---|---|
| Average monthly return (geometric), % | 0.33 |
| Average monthly return (arithmetic), % | 0.61 |
| Best month, % | 21.71 |
| Worst month, % | -17.93 |
PnL, Volume & Fees
| Metric | Value |
|---|---|
| Total PnL | 100.28 |
| Total PnL, % | 10.03 |
| Gross profit | 417.20 |
| Gross loss | 311.16 |
| Trading volume (USDT) | 7525.64 |
| Total transactions (buy/sell) | 13 |
| Total fees | 2.71 |
| Funding net | -3.06 |
| Funding accrued (received) | 15.54 |
| Funding paid | 18.61 |
Trades
| Metric | Value |
|---|---|
| Total Trades | 12 |
| Win Trades | 6 |
| Los Trades | 6 |
| Win Rate, % | 50.00 |
| Expectancy per trade | 8.8373 |
| Max consecutive wins | 3 |
| Max consecutive losses | 3 |
Risk & Exposure
| Metric | Value |
|---|---|
| Position avg, % of margin balance | 29.93 |
| Position max, % of margin balance | 48.24 |
| Max Drawdown | 481.91 |
| Max Drawdown, % | 36.92 |
Risk-Adjusted Ratios
| Metric | Value |
|---|---|
| Profit Factor (gross profit/gross loss) | 1.3408 |
| Recovery Factor (Total PnL / Max DD) | 0.2081 |
| Sharpe ratio (monthly) | 0.2809 |
| Sortino ratio (monthly) | 0.4445 |
| CAGR, % | 4.04 |
| Calmar ratio (CAGR / Max DD%) | 0.1093 |
Open Positions Size (USDT)
Strategy Charts
SOLUSDT 1d zigzag | PnL: 106.05 | Fee: 2.71 | Vol: 7525.64
Realized PnL by Symbol
Details
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