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
1848.55
Total PnL
848.55 (84.86%)
Total Trades (Win/Los)
51 (24/27)
Win Rate
47.06%
Max Drawdown
1096.91 (52.49%)
Total Fees
56.57
Position avg (max), %
91.78 (167.99)
Profit Factor
1.25
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% | -4.94% | -4.26% | 5.99% | -24.66% | 0.61% | 8.63% | 10.27% | 8.72% | -18.24% | 49.90% |
| 2025 | -28.99% | 24.02% | -3.56% | -2.02% | 5.43% | 9.06% | 13.26% | 1.35% | 24.57% | -1.24% | -19.17% | -9.55% | -1.21% |
| 2026 | 26.87% | 8.79% | 2.49% | -1.06% | -10.79% | 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 | 1848.55 |
| Min balance | 895.77 |
| Max balance | 2493.45 |
Monthly Performance
| Metric | Value |
|---|---|
| Average monthly return (geometric), % | 2.07 |
| Average monthly return (arithmetic), % | 3.43 |
| Best month, % | 65.62 |
| Worst month, % | -28.99 |
PnL, Volume & Fees
| Metric | Value |
|---|---|
| Total PnL | 848.55 |
| Total PnL, % | 84.86 |
| Gross profit | 4611.05 |
| Gross loss | 3679.27 |
| Trading volume (USDT) | 157202.47 |
| Total transactions (buy/sell) | 52 |
| Total fees | 56.57 |
| Funding net | -26.66 |
| Funding accrued (received) | 74.32 |
| Funding paid | 100.98 |
Trades
| Metric | Value |
|---|---|
| Total Trades | 51 |
| Win Trades | 24 |
| Los Trades | 27 |
| Win Rate, % | 47.06 |
| Expectancy per trade | 18.2703 |
| Max consecutive wins | 4 |
| Max consecutive losses | 4 |
Risk & Exposure
| Metric | Value |
|---|---|
| Position avg, % of margin balance | 91.78 |
| Position max, % of margin balance | 167.99 |
| Max Drawdown | 1096.91 |
| Max Drawdown, % | 52.49 |
Risk-Adjusted Ratios
| Metric | Value |
|---|---|
| Profit Factor (gross profit/gross loss) | 1.2533 |
| Recovery Factor (Total PnL / Max DD) | 0.7736 |
| Sharpe ratio (monthly) | 0.6836 |
| Sortino ratio (monthly) | 1.3235 |
| CAGR, % | 28.97 |
| Calmar ratio (CAGR / Max DD%) | 0.5519 |
Open Positions Size (USDT)
Strategy Charts
SOLUSDT 1d zigzag | PnL: 931.78 | Fee: 56.57 | Vol: 157202.47
Realized PnL by Symbol
Details
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