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
1198.64
Total PnL
198.64 (19.86%)
Total Trades (Win/Los)
10 (6/4)
Win Rate
60.00%
Max Drawdown
475.74 (35.58%)
Total Fees
2.37
Position avg (max), %
30.35 (50.39)
Profit Factor
1.91
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 | -2.22% | 9.32% | 22.83% | -18.68% | 11.50% | -9.30% | -5.98% | -8.12% | -4.46% | 3.61% | 14.78% | -9.33% | -3.91% |
| 2025 | 8.63% | -4.68% | 3.65% | -3.27% | -1.23% | -4.08% | 3.18% | 5.09% | 1.27% | 2.31% | 7.68% | 1.22% | 20.43% |
| 2026 | 2.56% | 2.72% | 0.19% | 0.06% | -1.90% | 0.01% | — | — | — | — | — | — | 3.61% |
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 | 1198.64 |
| Min balance | 861.35 |
| Max balance | 1337.08 |
Monthly Performance
| Metric | Value |
|---|---|
| Average monthly return (geometric), % | 0.61 |
| Average monthly return (arithmetic), % | 0.91 |
| Best month, % | 22.83 |
| Worst month, % | -18.68 |
PnL, Volume & Fees
| Metric | Value |
|---|---|
| Total PnL | 198.64 |
| Total PnL, % | 19.86 |
| Gross profit | 438.93 |
| Gross loss | 229.91 |
| Trading volume (USDT) | 6582.54 |
| Total transactions (buy/sell) | 11 |
| Total fees | 2.37 |
| Funding net | -8.02 |
| Funding accrued (received) | 14.27 |
| Funding paid | 22.29 |
Trades
| Metric | Value |
|---|---|
| Total Trades | 10 |
| Win Trades | 6 |
| Los Trades | 4 |
| Win Rate, % | 60.00 |
| Expectancy per trade | 20.9018 |
| Max consecutive wins | 4 |
| Max consecutive losses | 3 |
Risk & Exposure
| Metric | Value |
|---|---|
| Position avg, % of margin balance | 30.35 |
| Position max, % of margin balance | 50.39 |
| Max Drawdown | 475.74 |
| Max Drawdown, % | 35.58 |
Risk-Adjusted Ratios
| Metric | Value |
|---|---|
| Profit Factor (gross profit/gross loss) | 1.9091 |
| Recovery Factor (Total PnL / Max DD) | 0.4175 |
| Sharpe ratio (monthly) | 0.4014 |
| Sortino ratio (monthly) | 0.6519 |
| CAGR, % | 7.79 |
| Calmar ratio (CAGR / Max DD%) | 0.2190 |
Open Positions Size (USDT)
Strategy Charts
SOLUSDT 1d zigzag | PnL: 209.02 | Fee: 2.37 | Vol: 6582.54
Realized PnL by Symbol
Details
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