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
1020.21
Total PnL
20.21 (2.02%)
Total Trades (Win/Los)
18 (6/12)
Win Rate
33.33%
Max Drawdown
596.59 (44.62%)
Total Fees
3.90
Position avg (max), %
29.96 (50.23)
Profit Factor
1.09
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% | -1.90% | -20.61% | -5.14% | -3.04% | 14.12% | -8.96% | -19.64% |
| 2025 | 8.26% | -2.77% | 3.72% | -3.33% | -1.25% | -2.89% | 3.28% | 5.26% | 1.31% | 1.65% | 7.76% | 1.23% | 23.57% |
| 2026 | 2.58% | 2.74% | 0.19% | 0.06% | -2.75% | 0.01% | — | — | — | — | — | — | 2.76% |
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 | 1020.21 |
| Min balance | 740.49 |
| Max balance | 1337.08 |
Monthly Performance
| Metric | Value |
|---|---|
| Average monthly return (geometric), % | 0.07 |
| Average monthly return (arithmetic), % | 0.43 |
| Best month, % | 22.83 |
| Worst month, % | -20.61 |
PnL, Volume & Fees
| Metric | Value |
|---|---|
| Total PnL | 20.21 |
| Total PnL, % | 2.02 |
| Gross profit | 408.50 |
| Gross loss | 374.03 |
| Trading volume (USDT) | 10832.49 |
| Total transactions (buy/sell) | 19 |
| Total fees | 3.90 |
| Funding net | -10.36 |
| Funding accrued (received) | 11.19 |
| Funding paid | 21.55 |
Trades
| Metric | Value |
|---|---|
| Total Trades | 18 |
| Win Trades | 6 |
| Los Trades | 12 |
| Win Rate, % | 33.33 |
| Expectancy per trade | 1.9149 |
| Max consecutive wins | 4 |
| Max consecutive losses | 9 |
Risk & Exposure
| Metric | Value |
|---|---|
| Position avg, % of margin balance | 29.96 |
| Position max, % of margin balance | 50.23 |
| Max Drawdown | 596.59 |
| Max Drawdown, % | 44.62 |
Risk-Adjusted Ratios
| Metric | Value |
|---|---|
| Profit Factor (gross profit/gross loss) | 1.0922 |
| Recovery Factor (Total PnL / Max DD) | 0.0339 |
| Sharpe ratio (monthly) | 0.1765 |
| Sortino ratio (monthly) | 0.2565 |
| CAGR, % | 0.83 |
| Calmar ratio (CAGR / Max DD%) | 0.0186 |
Open Positions Size (USDT)
Strategy Charts
SOLUSDT 1d zigzag | PnL: 34.47 | Fee: 3.90 | Vol: 10832.49
Realized PnL by Symbol
Details
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