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
1931.75
Total PnL
931.75 (93.17%)
Total Trades (Win/Los)
27 (13/14)
Win Rate
48.15%
Max Drawdown
1762.69 (54.66%)
Total Fees
36.29
Position avg (max), %
94.31 (169.76)
Profit Factor
1.32
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% | 31.64% | 64.36% | -6.14% | -3.53% | 5.84% | 16.06% | -21.63% | 5.57% | 10.82% | 42.86% | -3.43% | 165.81% |
| 2025 | -5.69% | -17.17% | 0.18% | -19.55% | 11.46% | 9.20% | 14.17% | -8.50% | -5.71% | 11.26% | 24.59% | -11.25% | -7.16% |
| 2026 | -25.33% | 14.55% | 2.51% | 0.52% | -11.16% | 0.04% | — | — | — | — | — | — | -21.66% |
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 | 1931.75 |
| Min balance | 836.38 |
| Max balance | 3224.79 |
Monthly Performance
| Metric | Value |
|---|---|
| Average monthly return (geometric), % | 2.22 |
| Average monthly return (arithmetic), % | 3.79 |
| Best month, % | 64.36 |
| Worst month, % | -25.33 |
PnL, Volume & Fees
| Metric | Value |
|---|---|
| Total PnL | 931.75 |
| Total PnL, % | 93.17 |
| Gross profit | 4023.44 |
| Gross loss | 3046.26 |
| Trading volume (USDT) | 100848.98 |
| Total transactions (buy/sell) | 28 |
| Total fees | 36.29 |
| Funding net | -9.14 |
| Funding accrued (received) | 106.03 |
| Funding paid | 115.17 |
Trades
| Metric | Value |
|---|---|
| Total Trades | 27 |
| Win Trades | 13 |
| Los Trades | 14 |
| Win Rate, % | 48.15 |
| Expectancy per trade | 36.1917 |
| Max consecutive wins | 4 |
| Max consecutive losses | 3 |
Risk & Exposure
| Metric | Value |
|---|---|
| Position avg, % of margin balance | 94.31 |
| Position max, % of margin balance | 169.76 |
| Max Drawdown | 1762.69 |
| Max Drawdown, % | 54.66 |
Risk-Adjusted Ratios
| Metric | Value |
|---|---|
| Profit Factor (gross profit/gross loss) | 1.3208 |
| Recovery Factor (Total PnL / Max DD) | 0.5286 |
| Sharpe ratio (monthly) | 0.6944 |
| Sortino ratio (monthly) | 1.4704 |
| CAGR, % | 31.35 |
| Calmar ratio (CAGR / Max DD%) | 0.5735 |
Open Positions Size (USDT)
Strategy Charts
SOLUSDT 1d zigzag | PnL: 977.17 | Fee: 36.29 | Vol: 100848.98
Realized PnL by Symbol
Details
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