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
3583.24
Total PnL
2583.24 (258.32%)
Total Trades (Win/Los)
40 (22/18)
Win Rate
55.00%
Max Drawdown
1699.08 (63.55%)
Total Fees
57.08
Position avg (max), %
91.01 (209.83)
Profit Factor
1.96
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 | -23.49% | 9.17% | 65.75% | -2.84% | 0.42% | 6.41% | 15.87% | 0.42% | 5.58% | -5.79% | 43.48% | -8.58% | 118.23% |
| 2025 | -16.61% | -9.49% | 4.48% | -7.26% | 16.64% | 8.50% | 23.57% | -7.22% | -5.60% | 11.15% | 24.38% | -11.29% | 22.84% |
| 2026 | 30.06% | 8.28% | 2.48% | 2.26% | -9.41% | 0.04% | — | — | — | — | — | — | 33.76% |
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 | 3583.24 |
| Min balance | 704.31 |
| Max balance | 4238.67 |
Monthly Performance
| Metric | Value |
|---|---|
| Average monthly return (geometric), % | 4.35 |
| Average monthly return (arithmetic), % | 5.71 |
| Best month, % | 65.75 |
| Worst month, % | -23.49 |
PnL, Volume & Fees
| Metric | Value |
|---|---|
| Total PnL | 2583.24 |
| Total PnL, % | 258.32 |
| Gross profit | 5415.49 |
| Gross loss | 2757.89 |
| Trading volume (USDT) | 158655.70 |
| Total transactions (buy/sell) | 41 |
| Total fees | 57.08 |
| Funding net | -17.27 |
| Funding accrued (received) | 104.65 |
| Funding paid | 121.93 |
Trades
| Metric | Value |
|---|---|
| Total Trades | 40 |
| Win Trades | 22 |
| Los Trades | 18 |
| Win Rate, % | 55.00 |
| Expectancy per trade | 66.4399 |
| Max consecutive wins | 6 |
| Max consecutive losses | 3 |
Risk & Exposure
| Metric | Value |
|---|---|
| Position avg, % of margin balance | 91.01 |
| Position max, % of margin balance | 209.83 |
| Max Drawdown | 1699.08 |
| Max Drawdown, % | 63.55 |
Risk-Adjusted Ratios
| Metric | Value |
|---|---|
| Profit Factor (gross profit/gross loss) | 1.9636 |
| Recovery Factor (Total PnL / Max DD) | 1.5204 |
| Sharpe ratio (monthly) | 1.1030 |
| Sortino ratio (monthly) | 2.9123 |
| CAGR, % | 69.64 |
| Calmar ratio (CAGR / Max DD%) | 1.0958 |
Open Positions Size (USDT)
Strategy Charts
SOLUSDT 1d zigzag | PnL: 2657.60 | Fee: 57.08 | Vol: 158655.70
Realized PnL by Symbol
Details
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