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
1764.23
Total PnL
764.23 (76.42%)
Total Trades (Win/Los)
41 (20/21)
Win Rate
48.78%
Max Drawdown
929.87 (50.45%)
Total Fees
39.56
Position avg (max), %
89.59 (188.34)
Profit Factor
1.29
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 | 3.34% | -1.93% | 69.25% | -5.61% | -4.28% | 5.87% | -26.84% | -8.53% | 5.38% | 10.62% | 6.86% | 3.35% | 41.34% |
| 2025 | -30.73% | 25.19% | -2.77% | -6.41% | -5.77% | 8.87% | 13.53% | 4.29% | 15.46% | 7.72% | 17.42% | -10.11% | 25.82% |
| 2026 | 15.80% | 7.48% | 2.50% | -9.51% | -14.04% | 0.04% | — | — | — | — | — | — | -0.72% |
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 | 1764.23 |
| Min balance | 846.12 |
| Max balance | 2530.28 |
Monthly Performance
| Metric | Value |
|---|---|
| Average monthly return (geometric), % | 1.91 |
| Average monthly return (arithmetic), % | 3.21 |
| Best month, % | 69.25 |
| Worst month, % | -30.73 |
PnL, Volume & Fees
| Metric | Value |
|---|---|
| Total PnL | 764.23 |
| Total PnL, % | 76.42 |
| Gross profit | 3647.93 |
| Gross loss | 2825.93 |
| Trading volume (USDT) | 109934.36 |
| Total transactions (buy/sell) | 42 |
| Total fees | 39.56 |
| Funding net | -18.21 |
| Funding accrued (received) | 66.72 |
| Funding paid | 84.93 |
Trades
| Metric | Value |
|---|---|
| Total Trades | 41 |
| Win Trades | 20 |
| Los Trades | 21 |
| Win Rate, % | 48.78 |
| Expectancy per trade | 20.0489 |
| Max consecutive wins | 4 |
| Max consecutive losses | 5 |
Risk & Exposure
| Metric | Value |
|---|---|
| Position avg, % of margin balance | 89.59 |
| Position max, % of margin balance | 188.34 |
| Max Drawdown | 929.87 |
| Max Drawdown, % | 50.45 |
Risk-Adjusted Ratios
| Metric | Value |
|---|---|
| Profit Factor (gross profit/gross loss) | 1.2909 |
| Recovery Factor (Total PnL / Max DD) | 0.8219 |
| Sharpe ratio (monthly) | 0.6493 |
| Sortino ratio (monthly) | 1.2821 |
| CAGR, % | 26.50 |
| Calmar ratio (CAGR / Max DD%) | 0.5253 |
Open Positions Size (USDT)
Strategy Charts
SOLUSDT 1d zigzag | PnL: 822.00 | Fee: 39.56 | Vol: 109934.36
Realized PnL by Symbol
Details
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