hb/tester/ver.2026/05/18/backtest_results: 2024-01-01 - 2026-06-01 | zz-sol-1d-notp-100 | exchange: Bybit
Pairs
1
Initial Balance
1000.00
Final Balance
1225.89
Total PnL
225.89 (22.59%)
Total Trades (Win/Los)
100 (40/60)
Win Rate
40.00%
Max Drawdown
2563.93 (68.97%)
Total Fees
113.42
Position avg (max), %
93.82 (210.58)
Profit Factor
1.05
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 | -10.10% | 10.82% | 63.55% | -19.93% | -7.73% | -2.00% | -7.73% | 9.22% | -5.76% | 2.06% | 1.56% | -16.51% | -3.02% |
| 2025 | 57.79% | 25.31% | -17.52% | 27.01% | -16.40% | 9.03% | 9.04% | 10.18% | 24.11% | 2.04% | -12.24% | -26.65% | 84.92% |
| 2026 | 36.68% | -17.16% | -36.15% | -3.32% | -2.16% | 0.04% | — | — | — | — | — | — | -31.59% |
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 | 1225.89 |
| Min balance | 736.51 |
| Max balance | 3717.22 |
Monthly Performance
| Metric | Value |
|---|---|
| Average monthly return (geometric), % | 0.68 |
| Average monthly return (arithmetic), % | 2.90 |
| Best month, % | 63.55 |
| Worst month, % | -36.15 |
PnL, Volume & Fees
| Metric | Value |
|---|---|
| Total PnL | 225.89 |
| Total PnL, % | 22.59 |
| Gross profit | 6997.25 |
| Gross loss | 6651.54 |
| Trading volume (USDT) | 315079.25 |
| Total transactions (buy/sell) | 101 |
| Total fees | 113.42 |
| Funding net | -6.40 |
| Funding accrued (received) | 86.16 |
| Funding paid | 92.56 |
Trades
| Metric | Value |
|---|---|
| Total Trades | 100 |
| Win Trades | 40 |
| Los Trades | 60 |
| Win Rate, % | 40.00 |
| Expectancy per trade | 3.4570 |
| Max consecutive wins | 5 |
| Max consecutive losses | 9 |
Risk & Exposure
| Metric | Value |
|---|---|
| Position avg, % of margin balance | 93.82 |
| Position max, % of margin balance | 210.58 |
| Max Drawdown | 2563.93 |
| Max Drawdown, % | 68.97 |
Risk-Adjusted Ratios
| Metric | Value |
|---|---|
| Profit Factor (gross profit/gross loss) | 1.0520 |
| Recovery Factor (Total PnL / Max DD) | 0.0881 |
| Sharpe ratio (monthly) | 0.4515 |
| Sortino ratio (monthly) | 0.8729 |
| CAGR, % | 8.80 |
| Calmar ratio (CAGR / Max DD%) | 0.1276 |
Open Positions Size (USDT)
Strategy Charts
SOLUSDT 1d zigzag | PnL: 345.70 | Fee: 113.42 | Vol: 315079.25
Realized PnL by Symbol
Details
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