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
2276.44
Total PnL
1276.44 (127.64%)
Total Trades (Win/Los)
32 (14/18)
Win Rate
43.75%
Max Drawdown
1926.90 (47.44%)
Total Fees
48.62
Position avg (max), %
90.29 (173.21)
Profit Factor
1.38
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 | -17.62% | 30.78% | 63.02% | -3.20% | 2.26% | 6.28% | 15.73% | -43.38% | 8.01% | 9.99% | 39.86% | 7.29% | 115.82% |
| 2025 | -1.74% | -0.67% | 3.65% | -5.58% | 16.65% | 1.06% | 3.12% | 16.07% | -4.78% | 9.12% | 20.32% | -2.21% | 64.77% |
| 2026 | -12.59% | -2.77% | -6.99% | -8.72% | -11.26% | 0.04% | — | — | — | — | — | — | -35.94% |
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 | 2276.44 |
| Min balance | 789.85 |
| Max balance | 4061.66 |
Monthly Performance
| Metric | Value |
|---|---|
| Average monthly return (geometric), % | 2.78 |
| Average monthly return (arithmetic), % | 4.39 |
| Best month, % | 63.02 |
| Worst month, % | -43.38 |
PnL, Volume & Fees
| Metric | Value |
|---|---|
| Total PnL | 1276.44 |
| Total PnL, % | 127.64 |
| Gross profit | 4894.57 |
| Gross loss | 3555.12 |
| Trading volume (USDT) | 135124.96 |
| Total transactions (buy/sell) | 33 |
| Total fees | 48.62 |
| Funding net | -14.39 |
| Funding accrued (received) | 110.19 |
| Funding paid | 124.58 |
Trades
| Metric | Value |
|---|---|
| Total Trades | 32 |
| Win Trades | 14 |
| Los Trades | 18 |
| Win Rate, % | 43.75 |
| Expectancy per trade | 41.8579 |
| Max consecutive wins | 4 |
| Max consecutive losses | 7 |
Risk & Exposure
| Metric | Value |
|---|---|
| Position avg, % of margin balance | 90.29 |
| Position max, % of margin balance | 173.21 |
| Max Drawdown | 1926.90 |
| Max Drawdown, % | 47.44 |
Risk-Adjusted Ratios
| Metric | Value |
|---|---|
| Profit Factor (gross profit/gross loss) | 1.3768 |
| Recovery Factor (Total PnL / Max DD) | 0.6624 |
| Sharpe ratio (monthly) | 0.8259 |
| Sortino ratio (monthly) | 1.6086 |
| CAGR, % | 40.59 |
| Calmar ratio (CAGR / Max DD%) | 0.8555 |
Open Positions Size (USDT)
Strategy Charts
SOLUSDT 1d zigzag | PnL: 1339.45 | Fee: 48.62 | Vol: 135124.96
Realized PnL by Symbol
Details
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