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
1858.01
Total PnL
858.01 (85.80%)
Total Trades (Win/Los)
21 (11/10)
Win Rate
52.38%
Max Drawdown
1153.57 (39.83%)
Total Fees
22.44
Position avg (max), %
91.92 (187.69)
Profit Factor
1.47
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 | -19.27% | 7.71% | 84.21% | -11.14% | -5.61% | 5.54% | 5.00% | -22.14% | -6.69% | 11.64% | 45.78% | -3.67% | 69.58% |
| 2025 | -6.05% | -11.42% | 14.75% | -12.22% | 8.15% | 1.26% | 4.17% | 16.16% | -9.60% | 9.98% | 22.05% | 3.08% | 38.96% |
| 2026 | -6.42% | 17.75% | -19.28% | -12.08% | 0.86% | 0.04% | — | — | — | — | — | — | -21.10% |
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 | 1858.01 |
| Min balance | 609.66 |
| Max balance | 2896.43 |
Monthly Performance
| Metric | Value |
|---|---|
| Average monthly return (geometric), % | 2.09 |
| Average monthly return (arithmetic), % | 3.75 |
| Best month, % | 84.21 |
| Worst month, % | -22.14 |
PnL, Volume & Fees
| Metric | Value |
|---|---|
| Total PnL | 858.01 |
| Total PnL, % | 85.80 |
| Gross profit | 2788.41 |
| Gross loss | 1892.88 |
| Trading volume (USDT) | 62376.02 |
| Total transactions (buy/sell) | 22 |
| Total fees | 22.44 |
| Funding net | -15.09 |
| Funding accrued (received) | 75.97 |
| Funding paid | 91.05 |
Trades
| Metric | Value |
|---|---|
| Total Trades | 21 |
| Win Trades | 11 |
| Los Trades | 10 |
| Win Rate, % | 52.38 |
| Expectancy per trade | 42.6442 |
| Max consecutive wins | 4 |
| Max consecutive losses | 3 |
Risk & Exposure
| Metric | Value |
|---|---|
| Position avg, % of margin balance | 91.92 |
| Position max, % of margin balance | 187.69 |
| Max Drawdown | 1153.57 |
| Max Drawdown, % | 39.83 |
Risk-Adjusted Ratios
| Metric | Value |
|---|---|
| Profit Factor (gross profit/gross loss) | 1.4731 |
| Recovery Factor (Total PnL / Max DD) | 0.7438 |
| Sharpe ratio (monthly) | 0.6358 |
| Sortino ratio (monthly) | 1.5751 |
| CAGR, % | 29.25 |
| Calmar ratio (CAGR / Max DD%) | 0.7343 |
Open Positions Size (USDT)
Strategy Charts
SOLUSDT 1d zigzag | PnL: 895.53 | Fee: 22.44 | Vol: 62376.02
Realized PnL by Symbol
Details
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