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
1012.22
Total PnL
12.22 (1.22%)
Total Trades (Win/Los)
20 (6/14)
Win Rate
30.00%
Max Drawdown
583.75 (42.12%)
Total Fees
4.54
Position avg (max), %
30.02 (51.49)
Profit Factor
1.06
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 | 0.43% | 9.64% | 23.55% | -19.16% | 11.86% | -7.84% | -1.59% | -15.73% | -5.06% | -3.16% | 14.21% | -9.01% | -10.17% |
| 2025 | 8.31% | 0.61% | 3.22% | -2.89% | -1.08% | -13.64% | -0.80% | 5.97% | 1.47% | 2.03% | 7.15% | 1.14% | 10.05% |
| 2026 | 2.39% | 2.55% | 0.17% | 0.05% | -2.70% | 0.01% | — | — | — | — | — | — | 2.41% |
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 | 1012.22 |
| Min balance | 802.25 |
| Max balance | 1386.00 |
Monthly Performance
| Metric | Value |
|---|---|
| Average monthly return (geometric), % | 0.04 |
| Average monthly return (arithmetic), % | 0.40 |
| Best month, % | 23.55 |
| Worst month, % | -19.16 |
PnL, Volume & Fees
| Metric | Value |
|---|---|
| Total PnL | 12.22 |
| Total PnL, % | 1.22 |
| Gross profit | 502.34 |
| Gross loss | 475.45 |
| Trading volume (USDT) | 12633.06 |
| Total transactions (buy/sell) | 21 |
| Total fees | 4.54 |
| Funding net | -10.13 |
| Funding accrued (received) | 12.28 |
| Funding paid | 22.41 |
Trades
| Metric | Value |
|---|---|
| Total Trades | 20 |
| Win Trades | 6 |
| Los Trades | 14 |
| Win Rate, % | 30.00 |
| Expectancy per trade | 1.3445 |
| Max consecutive wins | 2 |
| Max consecutive losses | 9 |
Risk & Exposure
| Metric | Value |
|---|---|
| Position avg, % of margin balance | 30.02 |
| Position max, % of margin balance | 51.49 |
| Max Drawdown | 583.75 |
| Max Drawdown, % | 42.12 |
Risk-Adjusted Ratios
| Metric | Value |
|---|---|
| Profit Factor (gross profit/gross loss) | 1.0566 |
| Recovery Factor (Total PnL / Max DD) | 0.0209 |
| Sharpe ratio (monthly) | 0.1643 |
| Sortino ratio (monthly) | 0.2423 |
| CAGR, % | 0.50 |
| Calmar ratio (CAGR / Max DD%) | 0.0120 |
Open Positions Size (USDT)
Strategy Charts
SOLUSDT 1d zigzag | PnL: 26.89 | Fee: 4.54 | Vol: 12633.06
Realized PnL by Symbol
Details
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