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
1573.24
Total PnL
573.24 (57.32%)
Total Trades (Win/Los)
21 (10/11)
Win Rate
47.62%
Max Drawdown
982.65 (39.97%)
Total Fees
19.98
Position avg (max), %
94.03 (227.30)
Profit Factor
1.33
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% | 3.75% | 4.97% | -30.00% | -10.79% | 12.59% | 49.09% | -6.48% | 43.43% |
| 2025 | -6.11% | -11.15% | 14.98% | -12.38% | 8.09% | 1.25% | 4.23% | 16.25% | -9.57% | 9.90% | 21.89% | 3.06% | 39.14% |
| 2026 | -6.32% | 17.83% | -19.38% | -12.14% | 0.86% | 0.04% | — | — | — | — | — | — | -21.11% |
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 | 1573.24 |
| Min balance | 609.66 |
| Max balance | 2458.27 |
Monthly Performance
| Metric | Value |
|---|---|
| Average monthly return (geometric), % | 1.52 |
| Average monthly return (arithmetic), % | 3.35 |
| Best month, % | 84.21 |
| Worst month, % | -30.00 |
PnL, Volume & Fees
| Metric | Value |
|---|---|
| Total PnL | 573.24 |
| Total PnL, % | 57.32 |
| Gross profit | 2451.14 |
| Gross loss | 1844.30 |
| Trading volume (USDT) | 55554.05 |
| Total transactions (buy/sell) | 22 |
| Total fees | 19.98 |
| Funding net | -13.62 |
| Funding accrued (received) | 67.72 |
| Funding paid | 81.34 |
Trades
| Metric | Value |
|---|---|
| Total Trades | 21 |
| Win Trades | 10 |
| Los Trades | 11 |
| Win Rate, % | 47.62 |
| Expectancy per trade | 28.8971 |
| Max consecutive wins | 2 |
| Max consecutive losses | 3 |
Risk & Exposure
| Metric | Value |
|---|---|
| Position avg, % of margin balance | 94.03 |
| Position max, % of margin balance | 227.30 |
| Max Drawdown | 982.65 |
| Max Drawdown, % | 39.97 |
Risk-Adjusted Ratios
| Metric | Value |
|---|---|
| Profit Factor (gross profit/gross loss) | 1.3290 |
| Recovery Factor (Total PnL / Max DD) | 0.5834 |
| Sharpe ratio (monthly) | 0.5472 |
| Sortino ratio (monthly) | 1.2557 |
| CAGR, % | 20.64 |
| Calmar ratio (CAGR / Max DD%) | 0.5164 |
Open Positions Size (USDT)
Strategy Charts
SOLUSDT 1d zigzag | PnL: 606.84 | Fee: 19.98 | Vol: 55554.05
Realized PnL by Symbol
Details
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