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
2757.16
Total PnL
1757.16 (175.72%)
Total Trades (Win/Los)
32 (15/17)
Win Rate
46.88%
Max Drawdown
1370.93 (53.53%)
Total Fees
48.11
Position avg (max), %
90.27 (188.41)
Profit Factor
1.57
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 | -19.69% | 31.22% | 63.70% | -3.33% | 4.12% | 6.22% | 16.03% | -43.47% | 8.02% | 9.99% | 39.89% | 2.38% | 105.81% |
| 2025 | -2.35% | -4.07% | 3.97% | -7.24% | 16.61% | 8.40% | 23.32% | -7.26% | -4.86% | 11.28% | 24.63% | -2.38% | 68.25% |
| 2026 | -12.96% | 12.85% | 2.50% | -10.98% | -11.13% | 0.04% | — | — | — | — | — | — | -20.32% |
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 | 2757.16 |
| Min balance | 769.52 |
| Max balance | 3948.23 |
Monthly Performance
| Metric | Value |
|---|---|
| Average monthly return (geometric), % | 3.44 |
| Average monthly return (arithmetic), % | 5.18 |
| Best month, % | 63.70 |
| Worst month, % | -43.47 |
PnL, Volume & Fees
| Metric | Value |
|---|---|
| Total PnL | 1757.16 |
| Total PnL, % | 175.72 |
| Gross profit | 4951.71 |
| Gross loss | 3144.88 |
| Trading volume (USDT) | 133715.89 |
| Total transactions (buy/sell) | 33 |
| Total fees | 48.11 |
| Funding net | -1.56 |
| Funding accrued (received) | 116.01 |
| Funding paid | 117.56 |
Trades
| Metric | Value |
|---|---|
| Total Trades | 32 |
| Win Trades | 15 |
| Los Trades | 17 |
| Win Rate, % | 46.88 |
| Expectancy per trade | 56.4634 |
| Max consecutive wins | 4 |
| Max consecutive losses | 5 |
Risk & Exposure
| Metric | Value |
|---|---|
| Position avg, % of margin balance | 90.27 |
| Position max, % of margin balance | 188.41 |
| Max Drawdown | 1370.93 |
| Max Drawdown, % | 53.53 |
Risk-Adjusted Ratios
| Metric | Value |
|---|---|
| Profit Factor (gross profit/gross loss) | 1.5745 |
| Recovery Factor (Total PnL / Max DD) | 1.2817 |
| Sharpe ratio (monthly) | 0.9386 |
| Sortino ratio (monthly) | 1.8390 |
| CAGR, % | 52.19 |
| Calmar ratio (CAGR / Max DD%) | 0.9751 |
Open Positions Size (USDT)
Strategy Charts
SOLUSDT 1d zigzag | PnL: 1806.83 | Fee: 48.11 | Vol: 133715.89
Realized PnL by Symbol
Details
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