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
2481.07
Total PnL
1481.07 (148.11%)
Total Trades (Win/Los)
43 (21/22)
Win Rate
48.84%
Max Drawdown
1204.08 (34.12%)
Total Fees
55.33
Position avg (max), %
89.78 (171.88)
Profit Factor
1.44
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% | -4.92% | -4.51% | 5.98% | -11.97% | -4.36% | 6.37% | 10.62% | 8.01% | 3.33% | 93.43% |
| 2025 | -29.45% | 24.87% | -2.93% | -6.65% | -1.73% | 9.34% | 13.27% | 4.34% | 21.42% | -2.03% | 20.18% | -19.26% | 17.01% |
| 2026 | 27.04% | 7.43% | 2.50% | -8.90% | -13.95% | 0.04% | — | — | — | — | — | — | 9.70% |
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 | 2481.07 |
| Min balance | 895.77 |
| Max balance | 3528.45 |
Monthly Performance
| Metric | Value |
|---|---|
| Average monthly return (geometric), % | 3.08 |
| Average monthly return (arithmetic), % | 4.33 |
| Best month, % | 67.43 |
| Worst month, % | -29.45 |
PnL, Volume & Fees
| Metric | Value |
|---|---|
| Total PnL | 1481.07 |
| Total PnL, % | 148.11 |
| Gross profit | 5083.56 |
| Gross loss | 3518.94 |
| Trading volume (USDT) | 153779.85 |
| Total transactions (buy/sell) | 44 |
| Total fees | 55.33 |
| Funding net | -28.21 |
| Funding accrued (received) | 87.39 |
| Funding paid | 115.60 |
Trades
| Metric | Value |
|---|---|
| Total Trades | 43 |
| Win Trades | 21 |
| Los Trades | 22 |
| Win Rate, % | 48.84 |
| Expectancy per trade | 36.3864 |
| Max consecutive wins | 4 |
| Max consecutive losses | 5 |
Risk & Exposure
| Metric | Value |
|---|---|
| Position avg, % of margin balance | 89.78 |
| Position max, % of margin balance | 171.88 |
| Max Drawdown | 1204.08 |
| Max Drawdown, % | 34.12 |
Risk-Adjusted Ratios
| Metric | Value |
|---|---|
| Profit Factor (gross profit/gross loss) | 1.4446 |
| Recovery Factor (Total PnL / Max DD) | 1.2300 |
| Sharpe ratio (monthly) | 0.8848 |
| Sortino ratio (monthly) | 1.9485 |
| CAGR, % | 45.69 |
| Calmar ratio (CAGR / Max DD%) | 1.3388 |
Open Positions Size (USDT)
Strategy Charts
SOLUSDT 1d zigzag | PnL: 1564.61 | Fee: 55.33 | Vol: 153779.85
Realized PnL by Symbol
Details
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