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
1714.91
Total PnL
714.91 (71.49%)
Total Trades (Win/Los)
28 (13/15)
Win Rate
46.43%
Max Drawdown
1505.07 (53.96%)
Total Fees
32.50
Position avg (max), %
94.32 (169.44)
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 | -23.60% | 31.32% | 63.87% | -6.27% | -3.38% | 6.00% | 15.89% | -21.44% | 5.44% | 10.67% | 42.33% | -3.18% | 131.05% |
| 2025 | -5.92% | -16.86% | 1.23% | -19.47% | 11.20% | 9.19% | 14.10% | -8.55% | -5.73% | 11.31% | 24.69% | -10.67% | -5.57% |
| 2026 | -25.59% | 14.79% | 2.49% | 0.52% | -10.66% | 0.04% | — | — | — | — | — | — | -21.34% |
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 | 1714.91 |
| Min balance | 731.97 |
| Max balance | 2789.08 |
Monthly Performance
| Metric | Value |
|---|---|
| Average monthly return (geometric), % | 1.82 |
| Average monthly return (arithmetic), % | 3.46 |
| Best month, % | 63.87 |
| Worst month, % | -25.59 |
PnL, Volume & Fees
| Metric | Value |
|---|---|
| Total PnL | 714.91 |
| Total PnL, % | 71.49 |
| Gross profit | 3515.21 |
| Gross loss | 2761.37 |
| Trading volume (USDT) | 90334.44 |
| Total transactions (buy/sell) | 29 |
| Total fees | 32.50 |
| Funding net | -6.43 |
| Funding accrued (received) | 93.57 |
| Funding paid | 99.99 |
Trades
| Metric | Value |
|---|---|
| Total Trades | 28 |
| Win Trades | 13 |
| Los Trades | 15 |
| Win Rate, % | 46.43 |
| Expectancy per trade | 26.9229 |
| Max consecutive wins | 4 |
| Max consecutive losses | 3 |
Risk & Exposure
| Metric | Value |
|---|---|
| Position avg, % of margin balance | 94.32 |
| Position max, % of margin balance | 169.44 |
| Max Drawdown | 1505.07 |
| Max Drawdown, % | 53.96 |
Risk-Adjusted Ratios
| Metric | Value |
|---|---|
| Profit Factor (gross profit/gross loss) | 1.2730 |
| Recovery Factor (Total PnL / Max DD) | 0.4750 |
| Sharpe ratio (monthly) | 0.6240 |
| Sortino ratio (monthly) | 1.2484 |
| CAGR, % | 25.03 |
| Calmar ratio (CAGR / Max DD%) | 0.4638 |
Open Positions Size (USDT)
Strategy Charts
SOLUSDT 1d zigzag | PnL: 753.84 | Fee: 32.50 | Vol: 90334.44
Realized PnL by Symbol
Details
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