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
2115.83
Total PnL
1115.83 (111.58%)
Total Trades (Win/Los)
59 (32/27)
Win Rate
54.24%
Max Drawdown
1691.44 (55.02%)
Total Fees
68.38
Position avg (max), %
91.93 (142.91)
Profit Factor
1.31
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 | 6.31% | 9.35% | 65.62% | -2.15% | -4.04% | 6.00% | -24.19% | 0.54% | 8.68% | -5.49% | 6.49% | -17.00% | 32.62% |
| 2025 | 3.24% | 30.75% | -31.31% | 24.81% | -10.79% | 9.19% | 13.30% | 15.77% | 20.44% | 4.13% | -36.72% | -9.51% | 6.18% |
| 2026 | 34.06% | 7.87% | 6.49% | 2.58% | -4.85% | 0.04% | — | — | — | — | — | — | 50.37% |
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 | 2115.83 |
| Min balance | 895.77 |
| Max balance | 3074.00 |
Monthly Performance
| Metric | Value |
|---|---|
| Average monthly return (geometric), % | 2.53 |
| Average monthly return (arithmetic), % | 4.32 |
| Best month, % | 65.62 |
| Worst month, % | -36.72 |
PnL, Volume & Fees
| Metric | Value |
|---|---|
| Total PnL | 1115.83 |
| Total PnL, % | 111.58 |
| Gross profit | 5064.85 |
| Gross loss | 3855.43 |
| Trading volume (USDT) | 190012.73 |
| Total transactions (buy/sell) | 60 |
| Total fees | 68.38 |
| Funding net | -25.21 |
| Funding accrued (received) | 78.99 |
| Funding paid | 104.19 |
Trades
| Metric | Value |
|---|---|
| Total Trades | 59 |
| Win Trades | 32 |
| Los Trades | 27 |
| Win Rate, % | 54.24 |
| Expectancy per trade | 20.4987 |
| Max consecutive wins | 7 |
| Max consecutive losses | 4 |
Risk & Exposure
| Metric | Value |
|---|---|
| Position avg, % of margin balance | 91.93 |
| Position max, % of margin balance | 142.91 |
| Max Drawdown | 1691.44 |
| Max Drawdown, % | 55.02 |
Risk-Adjusted Ratios
| Metric | Value |
|---|---|
| Profit Factor (gross profit/gross loss) | 1.3137 |
| Recovery Factor (Total PnL / Max DD) | 0.6597 |
| Sharpe ratio (monthly) | 0.7712 |
| Sortino ratio (monthly) | 1.3887 |
| CAGR, % | 36.39 |
| Calmar ratio (CAGR / Max DD%) | 0.6614 |
Open Positions Size (USDT)
Strategy Charts
SOLUSDT 1d zigzag | PnL: 1209.42 | Fee: 68.38 | Vol: 190012.73
Realized PnL by Symbol
Details
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