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
1215.90
Total PnL
215.90 (21.59%)
Total Trades (Win/Los)
27 (11/16)
Win Rate
40.74%
Max Drawdown
1730.70 (63.38%)
Total Fees
29.04
Position avg (max), %
97.43 (207.48)
Profit Factor
1.09
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% | -10.37% | -7.22% | 5.93% | 15.82% | -28.77% | 5.46% | 11.38% | 44.85% | -4.01% | 124.25% |
| 2025 | -5.39% | -17.16% | 0.10% | -24.80% | 11.70% | 8.34% | 14.19% | -19.48% | -8.96% | 12.68% | 27.35% | -11.40% | -24.02% |
| 2026 | -25.80% | 12.98% | 2.51% | 0.52% | -17.37% | 0.05% | — | — | — | — | — | — | -28.58% |
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 | 1215.90 |
| Min balance | 836.38 |
| Max balance | 2730.73 |
Monthly Performance
| Metric | Value |
|---|---|
| Average monthly return (geometric), % | 0.66 |
| Average monthly return (arithmetic), % | 2.55 |
| Best month, % | 64.36 |
| Worst month, % | -28.77 |
PnL, Volume & Fees
| Metric | Value |
|---|---|
| Total PnL | 215.90 |
| Total PnL, % | 21.59 |
| Gross profit | 3158.92 |
| Gross loss | 2903.09 |
| Trading volume (USDT) | 80716.02 |
| Total transactions (buy/sell) | 28 |
| Total fees | 29.04 |
| Funding net | -10.88 |
| Funding accrued (received) | 85.10 |
| Funding paid | 95.98 |
Trades
| Metric | Value |
|---|---|
| Total Trades | 27 |
| Win Trades | 11 |
| Los Trades | 16 |
| Win Rate, % | 40.74 |
| Expectancy per trade | 9.4751 |
| Max consecutive wins | 4 |
| Max consecutive losses | 4 |
Risk & Exposure
| Metric | Value |
|---|---|
| Position avg, % of margin balance | 97.43 |
| Position max, % of margin balance | 207.48 |
| Max Drawdown | 1730.70 |
| Max Drawdown, % | 63.38 |
Risk-Adjusted Ratios
| Metric | Value |
|---|---|
| Profit Factor (gross profit/gross loss) | 1.0881 |
| Recovery Factor (Total PnL / Max DD) | 0.1247 |
| Sharpe ratio (monthly) | 0.4315 |
| Sortino ratio (monthly) | 0.7993 |
| CAGR, % | 8.43 |
| Calmar ratio (CAGR / Max DD%) | 0.1330 |
Open Positions Size (USDT)
Strategy Charts
SOLUSDT 1d zigzag | PnL: 255.83 | Fee: 29.04 | Vol: 80716.02
Realized PnL by Symbol
Details
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