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
1021.11
Total PnL
21.11 (2.11%)
Total Trades (Win/Los)
25 (10/15)
Win Rate
40.00%
Max Drawdown
1525.36 (72.13%)
Total Fees
20.59
Position avg (max), %
95.15 (198.03)
Profit Factor
1.03
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 | -19.27% | 7.71% | 84.21% | -11.14% | -5.61% | 5.43% | 5.06% | -22.15% | 3.15% | 10.80% | 42.78% | -3.25% | 82.92% |
| 2025 | -42.19% | -8.69% | 13.04% | 0.14% | 7.45% | 1.20% | 4.35% | -29.29% | -11.86% | 12.15% | 26.33% | 3.55% | -38.00% |
| 2026 | 4.17% | 4.00% | -8.09% | -10.47% | 1.04% | 0.04% | — | — | — | — | — | — | -9.89% |
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 | 1021.11 |
| Min balance | 589.41 |
| Max balance | 2114.77 |
Monthly Performance
| Metric | Value |
|---|---|
| Average monthly return (geometric), % | 0.07 |
| Average monthly return (arithmetic), % | 2.15 |
| Best month, % | 84.21 |
| Worst month, % | -42.19 |
PnL, Volume & Fees
| Metric | Value |
|---|---|
| Total PnL | 21.11 |
| Total PnL, % | 2.11 |
| Gross profit | 2218.25 |
| Gross loss | 2162.17 |
| Trading volume (USDT) | 57226.24 |
| Total transactions (buy/sell) | 26 |
| Total fees | 20.59 |
| Funding net | -14.39 |
| Funding accrued (received) | 56.26 |
| Funding paid | 70.64 |
Trades
| Metric | Value |
|---|---|
| Total Trades | 25 |
| Win Trades | 10 |
| Los Trades | 15 |
| Win Rate, % | 40.00 |
| Expectancy per trade | 2.2433 |
| Max consecutive wins | 4 |
| Max consecutive losses | 4 |
Risk & Exposure
| Metric | Value |
|---|---|
| Position avg, % of margin balance | 95.15 |
| Position max, % of margin balance | 198.03 |
| Max Drawdown | 1525.36 |
| Max Drawdown, % | 72.13 |
Risk-Adjusted Ratios
| Metric | Value |
|---|---|
| Profit Factor (gross profit/gross loss) | 1.0259 |
| Recovery Factor (Total PnL / Max DD) | 0.0138 |
| Sharpe ratio (monthly) | 0.3427 |
| Sortino ratio (monthly) | 0.6414 |
| CAGR, % | 0.87 |
| Calmar ratio (CAGR / Max DD%) | 0.0120 |
Open Positions Size (USDT)
Strategy Charts
SOLUSDT 1d zigzag | PnL: 56.08 | Fee: 20.59 | Vol: 57226.24
Realized PnL by Symbol
Details
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