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
2561.24
Total PnL
1561.24 (156.12%)
Total Trades (Win/Los)
37 (19/18)
Win Rate
51.35%
Max Drawdown
2109.15 (60.97%)
Total Fees
51.30
Position avg (max), %
92.33 (161.26)
Profit Factor
1.51
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 | -10.54% | 9.27% | 66.33% | -5.54% | 0.40% | 5.63% | 16.00% | 0.31% | 5.35% | 10.28% | 40.91% | -15.20% | 163.12% |
| 2025 | -26.76% | -3.59% | -0.09% | -19.43% | 11.20% | 9.19% | 14.15% | -8.62% | -5.70% | 11.27% | 24.61% | -17.20% | -22.08% |
| 2026 | 26.88% | 8.77% | 2.48% | -1.07% | -10.70% | 0.04% | — | — | — | — | — | — | 25.01% |
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 | 2561.24 |
| Min balance | 822.91 |
| Max balance | 3459.43 |
Monthly Performance
| Metric | Value |
|---|---|
| Average monthly return (geometric), % | 3.19 |
| Average monthly return (arithmetic), % | 4.62 |
| Best month, % | 66.33 |
| Worst month, % | -26.76 |
PnL, Volume & Fees
| Metric | Value |
|---|---|
| Total PnL | 1561.24 |
| Total PnL, % | 156.12 |
| Gross profit | 4851.05 |
| Gross loss | 3206.46 |
| Trading volume (USDT) | 142569.90 |
| Total transactions (buy/sell) | 38 |
| Total fees | 51.30 |
| Funding net | -32.06 |
| Funding accrued (received) | 93.27 |
| Funding paid | 125.33 |
Trades
| Metric | Value |
|---|---|
| Total Trades | 37 |
| Win Trades | 19 |
| Los Trades | 18 |
| Win Rate, % | 51.35 |
| Expectancy per trade | 44.4485 |
| Max consecutive wins | 6 |
| Max consecutive losses | 3 |
Risk & Exposure
| Metric | Value |
|---|---|
| Position avg, % of margin balance | 92.33 |
| Position max, % of margin balance | 161.26 |
| Max Drawdown | 2109.15 |
| Max Drawdown, % | 60.97 |
Risk-Adjusted Ratios
| Metric | Value |
|---|---|
| Profit Factor (gross profit/gross loss) | 1.5129 |
| Recovery Factor (Total PnL / Max DD) | 0.7402 |
| Sharpe ratio (monthly) | 0.8818 |
| Sortino ratio (monthly) | 1.9616 |
| CAGR, % | 47.62 |
| Calmar ratio (CAGR / Max DD%) | 0.7810 |
Open Positions Size (USDT)
Strategy Charts
SOLUSDT 1d zigzag | PnL: 1644.59 | Fee: 51.30 | Vol: 142569.90
Realized PnL by Symbol
Details
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