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
2128.36
Total PnL
1128.36 (112.84%)
Total Trades (Win/Los)
37 (19/18)
Win Rate
51.35%
Max Drawdown
1946.16 (62.93%)
Total Fees
44.56
Position avg (max), %
93.24 (169.02)
Profit Factor
1.41
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 | -12.67% | 9.48% | 66.22% | -9.66% | -4.89% | 5.89% | 15.78% | 0.48% | 5.46% | 10.43% | 41.46% | -15.43% | 134.34% |
| 2025 | -29.04% | -4.65% | -1.76% | -19.91% | 11.25% | 9.18% | 13.96% | -8.64% | -5.79% | 11.43% | 24.94% | -17.22% | -26.91% |
| 2026 | 26.67% | 8.68% | 2.52% | -1.07% | -10.97% | 0.04% | — | — | — | — | — | — | 24.35% |
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 | 2128.36 |
| Min balance | 805.14 |
| Max balance | 3092.51 |
Monthly Performance
| Metric | Value |
|---|---|
| Average monthly return (geometric), % | 2.55 |
| Average monthly return (arithmetic), % | 4.07 |
| Best month, % | 66.22 |
| Worst month, % | -29.04 |
PnL, Volume & Fees
| Metric | Value |
|---|---|
| Total PnL | 1128.36 |
| Total PnL, % | 112.84 |
| Gross profit | 4108.83 |
| Gross loss | 2907.70 |
| Trading volume (USDT) | 123848.42 |
| Total transactions (buy/sell) | 38 |
| Total fees | 44.56 |
| Funding net | -28.21 |
| Funding accrued (received) | 81.09 |
| Funding paid | 109.30 |
Trades
| Metric | Value |
|---|---|
| Total Trades | 37 |
| Win Trades | 19 |
| Los Trades | 18 |
| Win Rate, % | 51.35 |
| Expectancy per trade | 32.4631 |
| Max consecutive wins | 6 |
| Max consecutive losses | 3 |
Risk & Exposure
| Metric | Value |
|---|---|
| Position avg, % of margin balance | 93.24 |
| Position max, % of margin balance | 169.02 |
| Max Drawdown | 1946.16 |
| Max Drawdown, % | 62.93 |
Risk-Adjusted Ratios
| Metric | Value |
|---|---|
| Profit Factor (gross profit/gross loss) | 1.4131 |
| Recovery Factor (Total PnL / Max DD) | 0.5798 |
| Sharpe ratio (monthly) | 0.7584 |
| Sortino ratio (monthly) | 1.6085 |
| CAGR, % | 36.72 |
| Calmar ratio (CAGR / Max DD%) | 0.5836 |
Open Positions Size (USDT)
Strategy Charts
SOLUSDT 1d zigzag | PnL: 1201.14 | Fee: 44.56 | Vol: 123848.42
Realized PnL by Symbol
Details
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