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
1105.55
Total PnL
105.55 (10.56%)
Total Trades (Win/Los)
10 (5/5)
Win Rate
50.00%
Max Drawdown
474.68 (35.50%)
Total Fees
2.30
Position avg (max), %
30.95 (50.40)
Profit Factor
1.48
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% | -6.51% | -7.78% | -4.29% | 3.60% | 14.79% | -9.33% | -3.93% |
| 2025 | 8.63% | -8.95% | 4.33% | -3.86% | -1.46% | 0.40% | -4.31% | 5.20% | 1.29% | 1.67% | 7.78% | 1.23% | 11.02% |
| 2026 | 2.59% | 2.75% | 0.19% | 0.06% | -1.90% | 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 | 30 |
| Pairs count | 1 |
Balance & Equity
| Metric | Value |
|---|---|
| Initial balance | 1000.00 |
| Final balance | 1105.55 |
| Min balance | 862.40 |
| Max balance | 1337.08 |
Monthly Performance
| Metric | Value |
|---|---|
| Average monthly return (geometric), % | 0.34 |
| Average monthly return (arithmetic), % | 0.65 |
| Best month, % | 22.83 |
| Worst month, % | -18.68 |
PnL, Volume & Fees
| Metric | Value |
|---|---|
| Total PnL | 105.55 |
| Total PnL, % | 10.56 |
| Gross profit | 355.08 |
| Gross loss | 240.60 |
| Trading volume (USDT) | 6401.43 |
| Total transactions (buy/sell) | 11 |
| Total fees | 2.30 |
| Funding net | -6.62 |
| Funding accrued (received) | 14.84 |
| Funding paid | 21.47 |
Trades
| Metric | Value |
|---|---|
| Total Trades | 10 |
| Win Trades | 5 |
| Los Trades | 5 |
| Win Rate, % | 50.00 |
| Expectancy per trade | 11.4477 |
| Max consecutive wins | 2 |
| Max consecutive losses | 3 |
Risk & Exposure
| Metric | Value |
|---|---|
| Position avg, % of margin balance | 30.95 |
| Position max, % of margin balance | 50.40 |
| Max Drawdown | 474.68 |
| Max Drawdown, % | 35.50 |
Risk-Adjusted Ratios
| Metric | Value |
|---|---|
| Profit Factor (gross profit/gross loss) | 1.4758 |
| Recovery Factor (Total PnL / Max DD) | 0.2224 |
| Sharpe ratio (monthly) | 0.2820 |
| Sortino ratio (monthly) | 0.4469 |
| CAGR, % | 4.24 |
| Calmar ratio (CAGR / Max DD%) | 0.1195 |
Open Positions Size (USDT)
Strategy Charts
SOLUSDT 1d zigzag | PnL: 114.48 | Fee: 2.30 | Vol: 6401.43
Realized PnL by Symbol
Details
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