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
2171.87
Total PnL
1171.87 (117.19%)
Total Trades (Win/Los)
51 (26/25)
Win Rate
50.98%
Max Drawdown
1097.03 (54.63%)
Total Fees
52.96
Position avg (max), %
91.33 (155.32)
Profit Factor
1.42
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 | 5.70% | 2.74% | 67.43% | -3.28% | -4.05% | 5.91% | -11.93% | -4.54% | 8.20% | -5.57% | 6.52% | -18.02% | 34.04% |
| 2025 | -7.86% | 31.36% | -41.73% | 17.19% | -1.96% | 8.41% | 13.37% | 4.27% | 15.51% | 1.44% | 22.11% | -18.98% | 20.42% |
| 2026 | 31.47% | 6.94% | 6.51% | -5.46% | -4.92% | 0.04% | — | — | — | — | — | — | 34.65% |
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 | 2171.87 |
| Min balance | 895.77 |
| Max balance | 2587.92 |
Monthly Performance
| Metric | Value |
|---|---|
| Average monthly return (geometric), % | 2.62 |
| Average monthly return (arithmetic), % | 4.23 |
| Best month, % | 67.43 |
| Worst month, % | -41.73 |
PnL, Volume & Fees
| Metric | Value |
|---|---|
| Total PnL | 1171.87 |
| Total PnL, % | 117.19 |
| Gross profit | 4213.59 |
| Gross loss | 2969.57 |
| Trading volume (USDT) | 147174.46 |
| Total transactions (buy/sell) | 52 |
| Total fees | 52.96 |
| Funding net | -19.19 |
| Funding accrued (received) | 74.38 |
| Funding paid | 93.57 |
Trades
| Metric | Value |
|---|---|
| Total Trades | 51 |
| Win Trades | 26 |
| Los Trades | 25 |
| Win Rate, % | 50.98 |
| Expectancy per trade | 24.3926 |
| Max consecutive wins | 4 |
| Max consecutive losses | 4 |
Risk & Exposure
| Metric | Value |
|---|---|
| Position avg, % of margin balance | 91.33 |
| Position max, % of margin balance | 155.32 |
| Max Drawdown | 1097.03 |
| Max Drawdown, % | 54.63 |
Risk-Adjusted Ratios
| Metric | Value |
|---|---|
| Profit Factor (gross profit/gross loss) | 1.4189 |
| Recovery Factor (Total PnL / Max DD) | 1.0682 |
| Sharpe ratio (monthly) | 0.7896 |
| Sortino ratio (monthly) | 1.5250 |
| CAGR, % | 37.87 |
| Calmar ratio (CAGR / Max DD%) | 0.6933 |
Open Positions Size (USDT)
Strategy Charts
SOLUSDT 1d zigzag | PnL: 1244.02 | Fee: 52.96 | Vol: 147174.46
Realized PnL by Symbol
Details
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