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
1016.49
Total PnL
16.49 (1.65%)
Total Trades (Win/Los)
8 (4/4)
Win Rate
50.00%
Max Drawdown
452.79 (34.90%)
Total Fees
1.77
Position avg (max), %
31.56 (50.03)
Profit Factor
1.15
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 | — | 4.62% | 21.87% | -18.04% | 11.01% | -5.12% | 6.64% | -16.17% | -4.23% | -1.14% | 14.65% | -9.25% | -3.06% |
| 2025 | 8.56% | -8.88% | 4.29% | -3.82% | -1.44% | 0.40% | -8.51% | 5.07% | 1.26% | -2.51% | 9.03% | 1.41% | 3.01% |
| 2026 | 2.96% | 3.14% | 0.21% | 0.06% | -4.39% | 0.01% | — | — | — | — | — | — | 1.83% |
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 | 1016.49 |
| Min balance | 844.70 |
| Max balance | 1297.49 |
Monthly Performance
| Metric | Value |
|---|---|
| Average monthly return (geometric), % | 0.06 |
| Average monthly return (arithmetic), % | 0.40 |
| Best month, % | 21.87 |
| Worst month, % | -18.04 |
PnL, Volume & Fees
| Metric | Value |
|---|---|
| Total PnL | 16.49 |
| Total PnL, % | 1.65 |
| Gross profit | 197.87 |
| Gross loss | 172.12 |
| Trading volume (USDT) | 4928.93 |
| Total transactions (buy/sell) | 9 |
| Total fees | 1.77 |
| Funding net | -7.49 |
| Funding accrued (received) | 14.40 |
| Funding paid | 21.89 |
Trades
| Metric | Value |
|---|---|
| Total Trades | 8 |
| Win Trades | 4 |
| Los Trades | 4 |
| Win Rate, % | 50.00 |
| Expectancy per trade | 3.2179 |
| Max consecutive wins | 2 |
| Max consecutive losses | 2 |
Risk & Exposure
| Metric | Value |
|---|---|
| Position avg, % of margin balance | 31.56 |
| Position max, % of margin balance | 50.03 |
| Max Drawdown | 452.79 |
| Max Drawdown, % | 34.90 |
Risk-Adjusted Ratios
| Metric | Value |
|---|---|
| Profit Factor (gross profit/gross loss) | 1.1496 |
| Recovery Factor (Total PnL / Max DD) | 0.0364 |
| Sharpe ratio (monthly) | 0.1679 |
| Sortino ratio (monthly) | 0.2492 |
| CAGR, % | 0.68 |
| Calmar ratio (CAGR / Max DD%) | 0.0195 |
Open Positions Size (USDT)
Strategy Charts
SOLUSDT 1d zigzag | PnL: 25.74 | Fee: 1.77 | Vol: 4928.93
Realized PnL by Symbol
Details
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