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
1096.79
Total PnL
96.79 (9.68%)
Total Trades (Win/Los)
10 (5/5)
Win Rate
50.00%
Max Drawdown
474.68 (35.50%)
Total Fees
2.30
Position avg (max), %
31.00 (50.40)
Profit Factor
1.43
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% | -5.07% | 5.24% | 1.30% | 1.68% | 7.84% | 1.24% | 10.28% |
| 2026 | 2.61% | 2.77% | 0.19% | 0.06% | -2.06% | 0.01% | — | — | — | — | — | — | 3.54% |
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 | 1096.79 |
| Min balance | 862.40 |
| Max balance | 1337.08 |
Monthly Performance
| Metric | Value |
|---|---|
| Average monthly return (geometric), % | 0.31 |
| Average monthly return (arithmetic), % | 0.63 |
| Best month, % | 22.83 |
| Worst month, % | -18.68 |
PnL, Volume & Fees
| Metric | Value |
|---|---|
| Total PnL | 96.79 |
| Total PnL, % | 9.68 |
| Gross profit | 350.55 |
| Gross loss | 244.89 |
| Trading volume (USDT) | 6390.48 |
| Total transactions (buy/sell) | 11 |
| Total fees | 2.30 |
| Funding net | -6.58 |
| Funding accrued (received) | 14.86 |
| Funding paid | 21.44 |
Trades
| Metric | Value |
|---|---|
| Total Trades | 10 |
| Win Trades | 5 |
| Los Trades | 5 |
| Win Rate, % | 50.00 |
| Expectancy per trade | 10.5663 |
| Max consecutive wins | 2 |
| Max consecutive losses | 3 |
Risk & Exposure
| Metric | Value |
|---|---|
| Position avg, % of margin balance | 31.00 |
| 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) | 1.4315 |
| Recovery Factor (Total PnL / Max DD) | 0.2039 |
| Sharpe ratio (monthly) | 0.2705 |
| Sortino ratio (monthly) | 0.4276 |
| CAGR, % | 3.90 |
| Calmar ratio (CAGR / Max DD%) | 0.1099 |
Open Positions Size (USDT)
Strategy Charts
SOLUSDT 1d zigzag | PnL: 105.66 | Fee: 2.30 | Vol: 6390.48
Realized PnL by Symbol
Details
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