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
2471.59
Total PnL
1471.59 (147.16%)
Total Trades (Win/Los)
62 (24/38)
Win Rate
38.71%
Max Drawdown
1987.36 (46.03%)
Total Fees
88.92
Position avg (max), %
91.95 (180.56)
Profit Factor
1.35
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 | -36.57% | 20.89% | 62.68% | -1.88% | -7.15% | 8.50% | 15.97% | 9.47% | 8.21% | -5.58% | 44.39% | -4.79% | 119.82% |
| 2025 | -12.56% | -5.08% | 4.46% | -5.44% | 12.10% | 8.76% | 23.81% | -7.20% | -4.85% | 11.26% | 19.21% | -13.99% | 24.65% |
| 2026 | 30.11% | -10.10% | -18.45% | 0.61% | -5.99% | 0.04% | — | — | — | — | — | — | -9.74% |
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 | 2471.59 |
| Min balance | 605.68 |
| Max balance | 4317.27 |
Monthly Performance
| Metric | Value |
|---|---|
| Average monthly return (geometric), % | 3.06 |
| Average monthly return (arithmetic), % | 4.69 |
| Best month, % | 62.68 |
| Worst month, % | -36.57 |
PnL, Volume & Fees
| Metric | Value |
|---|---|
| Total PnL | 1471.59 |
| Total PnL, % | 147.16 |
| Gross profit | 6030.71 |
| Gross loss | 4459.95 |
| Trading volume (USDT) | 247056.38 |
| Total transactions (buy/sell) | 63 |
| Total fees | 88.92 |
| Funding net | -10.24 |
| Funding accrued (received) | 104.69 |
| Funding paid | 114.93 |
Trades
| Metric | Value |
|---|---|
| Total Trades | 62 |
| Win Trades | 24 |
| Los Trades | 38 |
| Win Rate, % | 38.71 |
| Expectancy per trade | 25.3347 |
| Max consecutive wins | 4 |
| Max consecutive losses | 7 |
Risk & Exposure
| Metric | Value |
|---|---|
| Position avg, % of margin balance | 91.95 |
| Position max, % of margin balance | 180.56 |
| Max Drawdown | 1987.36 |
| Max Drawdown, % | 46.03 |
Risk-Adjusted Ratios
| Metric | Value |
|---|---|
| Profit Factor (gross profit/gross loss) | 1.3522 |
| Recovery Factor (Total PnL / Max DD) | 0.7405 |
| Sharpe ratio (monthly) | 0.8578 |
| Sortino ratio (monthly) | 1.8145 |
| CAGR, % | 45.46 |
| Calmar ratio (CAGR / Max DD%) | 0.9875 |
Open Positions Size (USDT)
Strategy Charts
SOLUSDT 1d zigzag | PnL: 1570.75 | Fee: 88.92 | Vol: 247056.38
Realized PnL by Symbol
Details
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