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
2224.23
Total PnL
1224.23 (122.42%)
Total Trades (Win/Los)
53 (25/28)
Win Rate
47.17%
Max Drawdown
1486.20 (58.52%)
Total Fees
66.58
Position avg (max), %
90.82 (158.44)
Profit Factor
1.32
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 | 12.73% | 9.43% | 65.55% | -4.87% | 0.23% | 5.79% | -18.00% | 1.99% | 8.69% | 10.29% | 8.98% | -31.85% | 53.38% |
| 2025 | -26.54% | 24.54% | -2.14% | -1.66% | 7.45% | 9.04% | 13.32% | 6.95% | 23.90% | -1.37% | -16.00% | -9.49% | 16.18% |
| 2026 | 26.61% | 8.67% | 2.48% | -1.06% | -10.51% | 0.04% | — | — | — | — | — | — | 24.91% |
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 | 2224.23 |
| Min balance | 917.00 |
| Max balance | 2875.92 |
Monthly Performance
| Metric | Value |
|---|---|
| Average monthly return (geometric), % | 2.70 |
| Average monthly return (arithmetic), % | 4.11 |
| Best month, % | 65.55 |
| Worst month, % | -31.85 |
PnL, Volume & Fees
| Metric | Value |
|---|---|
| Total PnL | 1224.23 |
| Total PnL, % | 122.42 |
| Gross profit | 5462.77 |
| Gross loss | 4136.05 |
| Trading volume (USDT) | 185009.74 |
| Total transactions (buy/sell) | 54 |
| Total fees | 66.58 |
| Funding net | -35.91 |
| Funding accrued (received) | 81.43 |
| Funding paid | 117.34 |
Trades
| Metric | Value |
|---|---|
| Total Trades | 53 |
| Win Trades | 25 |
| Los Trades | 28 |
| Win Rate, % | 47.17 |
| Expectancy per trade | 25.0326 |
| Max consecutive wins | 4 |
| Max consecutive losses | 4 |
Risk & Exposure
| Metric | Value |
|---|---|
| Position avg, % of margin balance | 90.82 |
| Position max, % of margin balance | 158.44 |
| Max Drawdown | 1486.20 |
| Max Drawdown, % | 58.52 |
Risk-Adjusted Ratios
| Metric | Value |
|---|---|
| Profit Factor (gross profit/gross loss) | 1.3208 |
| Recovery Factor (Total PnL / Max DD) | 0.8237 |
| Sharpe ratio (monthly) | 0.8125 |
| Sortino ratio (monthly) | 1.5484 |
| CAGR, % | 39.24 |
| Calmar ratio (CAGR / Max DD%) | 0.6706 |
Open Positions Size (USDT)
Strategy Charts
SOLUSDT 1d zigzag | PnL: 1326.73 | Fee: 66.58 | Vol: 185009.74
Realized PnL by Symbol
Details
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