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
1230.76
Total PnL
230.76 (23.08%)
Total Trades (Win/Los)
24 (5/19)
Win Rate
20.83%
Max Drawdown
414.02 (29.52%)
Total Fees
6.48
Position avg (max), %
32.08 (52.38)
Profit Factor
1.76
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 | 0.96% | 9.88% | 24.07% | -19.50% | 12.12% | -5.57% | 7.27% | -7.17% | -4.52% | -2.44% | 14.43% | -9.13% | 13.13% |
| 2025 | 8.43% | 5.79% | 2.80% | -2.53% | -0.94% | -11.56% | 3.66% | 5.84% | 1.44% | -17.84% | 11.48% | 1.75% | 4.44% |
| 2026 | 3.67% | 3.86% | 0.26% | 0.08% | -3.58% | 0.01% | — | — | — | — | — | — | 4.19% |
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 | 1230.76 |
| Min balance | 988.46 |
| Max balance | 1402.48 |
Monthly Performance
| Metric | Value |
|---|---|
| Average monthly return (geometric), % | 0.70 |
| Average monthly return (arithmetic), % | 1.10 |
| Best month, % | 24.07 |
| Worst month, % | -19.50 |
PnL, Volume & Fees
| Metric | Value |
|---|---|
| Total PnL | 230.76 |
| Total PnL, % | 23.08 |
| Gross profit | 581.97 |
| Gross loss | 329.99 |
| Trading volume (USDT) | 18020.92 |
| Total transactions (buy/sell) | 25 |
| Total fees | 6.48 |
| Funding net | -14.74 |
| Funding accrued (received) | 14.77 |
| Funding paid | 29.51 |
Trades
| Metric | Value |
|---|---|
| Total Trades | 24 |
| Win Trades | 5 |
| Los Trades | 19 |
| Win Rate, % | 20.83 |
| Expectancy per trade | 10.4993 |
| Max consecutive wins | 2 |
| Max consecutive losses | 13 |
Risk & Exposure
| Metric | Value |
|---|---|
| Position avg, % of margin balance | 32.08 |
| Position max, % of margin balance | 52.38 |
| Max Drawdown | 414.02 |
| Max Drawdown, % | 29.52 |
Risk-Adjusted Ratios
| Metric | Value |
|---|---|
| Profit Factor (gross profit/gross loss) | 1.7636 |
| Recovery Factor (Total PnL / Max DD) | 0.5574 |
| Sharpe ratio (monthly) | 0.4245 |
| Sortino ratio (monthly) | 0.6461 |
| CAGR, % | 8.98 |
| Calmar ratio (CAGR / Max DD%) | 0.3041 |
Open Positions Size (USDT)
Strategy Charts
SOLUSDT 1d zigzag | PnL: 251.98 | Fee: 6.48 | Vol: 18020.92
Realized PnL by Symbol
Details
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