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
1744.39
Total PnL
744.39 (74.44%)
Total Trades (Win/Los)
35 (17/18)
Win Rate
48.57%
Max Drawdown
1744.17 (60.58%)
Total Fees
40.46
Position avg (max), %
93.42 (173.81)
Profit Factor
1.27
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% | 2.52% | 68.16% | -9.87% | -4.96% | 5.88% | 15.79% | -1.05% | 5.41% | 10.46% | 41.58% | 1.76% | 162.47% |
| 2025 | -29.18% | -5.28% | -1.06% | -24.43% | 11.79% | 9.05% | 14.03% | -18.90% | -8.89% | 12.56% | 27.13% | -17.72% | -39.33% |
| 2026 | 27.01% | 7.39% | 2.50% | -8.97% | -13.90% | 0.04% | — | — | — | — | — | — | 9.63% |
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 | 1744.39 |
| Min balance | 749.85 |
| Max balance | 2879.09 |
Monthly Performance
| Metric | Value |
|---|---|
| Average monthly return (geometric), % | 1.87 |
| Average monthly return (arithmetic), % | 3.54 |
| Best month, % | 68.16 |
| Worst month, % | -29.18 |
PnL, Volume & Fees
| Metric | Value |
|---|---|
| Total PnL | 744.39 |
| Total PnL, % | 74.44 |
| Gross profit | 3878.95 |
| Gross loss | 3065.36 |
| Trading volume (USDT) | 112436.59 |
| Total transactions (buy/sell) | 36 |
| Total fees | 40.46 |
| Funding net | -28.75 |
| Funding accrued (received) | 77.81 |
| Funding paid | 106.56 |
Trades
| Metric | Value |
|---|---|
| Total Trades | 35 |
| Win Trades | 17 |
| Los Trades | 18 |
| Win Rate, % | 48.57 |
| Expectancy per trade | 23.2455 |
| Max consecutive wins | 6 |
| Max consecutive losses | 5 |
Risk & Exposure
| Metric | Value |
|---|---|
| Position avg, % of margin balance | 93.42 |
| Position max, % of margin balance | 173.81 |
| Max Drawdown | 1744.17 |
| Max Drawdown, % | 60.58 |
Risk-Adjusted Ratios
| Metric | Value |
|---|---|
| Profit Factor (gross profit/gross loss) | 1.2654 |
| Recovery Factor (Total PnL / Max DD) | 0.4268 |
| Sharpe ratio (monthly) | 0.6315 |
| Sortino ratio (monthly) | 1.2731 |
| CAGR, % | 25.91 |
| Calmar ratio (CAGR / Max DD%) | 0.4277 |
Open Positions Size (USDT)
Strategy Charts
SOLUSDT 1d zigzag | PnL: 813.59 | Fee: 40.46 | Vol: 112436.59
Realized PnL by Symbol
Details
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