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
1086.72
Total PnL
86.72 (8.67%)
Total Trades (Win/Los)
24 (5/19)
Win Rate
20.83%
Max Drawdown
496.78 (35.45%)
Total Fees
6.17
Position avg (max), %
32.52 (52.42)
Profit Factor
1.23
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 | 0.85% | 9.89% | 24.09% | -19.51% | 12.13% | -5.58% | 7.28% | -11.27% | -7.50% | 0.76% | 14.44% | -9.14% | 8.11% |
| 2025 | 8.44% | 5.59% | 2.74% | -2.48% | -0.92% | -11.52% | -0.65% | 5.88% | 1.45% | -17.86% | 11.41% | 1.74% | -0.08% |
| 2026 | 3.65% | 3.84% | 0.26% | -3.30% | -3.58% | 0.01% | — | — | — | — | — | — | 0.63% |
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 | 1086.72 |
| Min balance | 904.65 |
| Max balance | 1401.43 |
Monthly Performance
| Metric | Value |
|---|---|
| Average monthly return (geometric), % | 0.28 |
| Average monthly return (arithmetic), % | 0.70 |
| Best month, % | 24.09 |
| Worst month, % | -19.51 |
PnL, Volume & Fees
| Metric | Value |
|---|---|
| Total PnL | 86.72 |
| Total PnL, % | 8.67 |
| Gross profit | 572.50 |
| Gross loss | 466.40 |
| Trading volume (USDT) | 17161.89 |
| Total transactions (buy/sell) | 25 |
| Total fees | 6.17 |
| Funding net | -13.20 |
| Funding accrued (received) | 14.80 |
| Funding paid | 28.00 |
Trades
| Metric | Value |
|---|---|
| Total Trades | 24 |
| Win Trades | 5 |
| Los Trades | 19 |
| Win Rate, % | 20.83 |
| Expectancy per trade | 4.4209 |
| Max consecutive wins | 2 |
| Max consecutive losses | 9 |
Risk & Exposure
| Metric | Value |
|---|---|
| Position avg, % of margin balance | 32.52 |
| Position max, % of margin balance | 52.42 |
| Max Drawdown | 496.78 |
| Max Drawdown, % | 35.45 |
Risk-Adjusted Ratios
| Metric | Value |
|---|---|
| Profit Factor (gross profit/gross loss) | 1.2275 |
| Recovery Factor (Total PnL / Max DD) | 0.1746 |
| Sharpe ratio (monthly) | 0.2651 |
| Sortino ratio (monthly) | 0.3922 |
| CAGR, % | 3.50 |
| Calmar ratio (CAGR / Max DD%) | 0.0988 |
Open Positions Size (USDT)
Strategy Charts
SOLUSDT 1d zigzag | PnL: 106.10 | Fee: 6.17 | Vol: 17161.89
Realized PnL by Symbol
Details
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