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
1402.97
Total PnL
402.97 (40.30%)
Total Trades (Win/Los)
39 (17/22)
Win Rate
43.59%
Max Drawdown
805.63 (38.00%)
Total Fees
32.58
Position avg (max), %
89.91 (187.09)
Profit Factor
1.18
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 | -12.67% | -2.74% | 70.05% | -5.88% | -7.56% | 6.18% | -26.50% | -18.83% | 5.17% | 10.40% | 41.35% | 1.81% | 33.01% |
| 2025 | -30.20% | 24.43% | -2.92% | -6.52% | -7.31% | 8.96% | 13.48% | 0.46% | 9.88% | 8.26% | 18.54% | -12.36% | 12.16% |
| 2026 | 15.62% | 2.17% | 2.58% | -9.67% | -14.07% | 0.04% | — | — | — | — | — | — | -5.89% |
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 | 1402.97 |
| Min balance | 707.53 |
| Max balance | 2119.99 |
Monthly Performance
| Metric | Value |
|---|---|
| Average monthly return (geometric), % | 1.14 |
| Average monthly return (arithmetic), % | 2.74 |
| Best month, % | 70.05 |
| Worst month, % | -30.20 |
PnL, Volume & Fees
| Metric | Value |
|---|---|
| Total PnL | 402.97 |
| Total PnL, % | 40.30 |
| Gross profit | 2936.54 |
| Gross loss | 2487.02 |
| Trading volume (USDT) | 90544.98 |
| Total transactions (buy/sell) | 40 |
| Total fees | 32.58 |
| Funding net | -13.97 |
| Funding accrued (received) | 58.00 |
| Funding paid | 71.96 |
Trades
| Metric | Value |
|---|---|
| Total Trades | 39 |
| Win Trades | 17 |
| Los Trades | 22 |
| Win Rate, % | 43.59 |
| Expectancy per trade | 11.5261 |
| Max consecutive wins | 4 |
| Max consecutive losses | 5 |
Risk & Exposure
| Metric | Value |
|---|---|
| Position avg, % of margin balance | 89.91 |
| Position max, % of margin balance | 187.09 |
| Max Drawdown | 805.63 |
| Max Drawdown, % | 38.00 |
Risk-Adjusted Ratios
| Metric | Value |
|---|---|
| Profit Factor (gross profit/gross loss) | 1.1807 |
| Recovery Factor (Total PnL / Max DD) | 0.5002 |
| Sharpe ratio (monthly) | 0.4962 |
| Sortino ratio (monthly) | 0.9862 |
| CAGR, % | 15.05 |
| Calmar ratio (CAGR / Max DD%) | 0.3961 |
Open Positions Size (USDT)
Strategy Charts
SOLUSDT 1d zigzag | PnL: 449.52 | Fee: 32.58 | Vol: 90544.98
Realized PnL by Symbol
Details
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