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
2478.12
Total PnL
1478.12 (147.81%)
Total Trades (Win/Los)
28 (11/17)
Win Rate
39.29%
Max Drawdown
1812.66 (54.32%)
Total Fees
44.50
Position avg (max), %
91.93 (193.25)
Profit Factor
1.47
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% | -4.01% | 1.19% | 5.83% | 16.11% | -21.70% | 5.61% | 10.77% | 42.70% | 2.03% | 174.58% |
| 2025 | -5.08% | -4.32% | -0.08% | -8.09% | 10.34% | 1.15% | -5.06% | 17.05% | -5.06% | 9.70% | 21.49% | -5.20% | 24.09% |
| 2026 | -16.06% | 11.35% | 2.52% | -14.10% | -11.62% | 0.04% | — | — | — | — | — | — | -27.22% |
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 | 2478.12 |
| Min balance | 769.52 |
| Max balance | 3756.56 |
Monthly Performance
| Metric | Value |
|---|---|
| Average monthly return (geometric), % | 3.07 |
| Average monthly return (arithmetic), % | 4.42 |
| Best month, % | 63.70 |
| Worst month, % | -21.70 |
PnL, Volume & Fees
| Metric | Value |
|---|---|
| Total PnL | 1478.12 |
| Total PnL, % | 147.81 |
| Gross profit | 4804.53 |
| Gross loss | 3275.19 |
| Trading volume (USDT) | 123688.69 |
| Total transactions (buy/sell) | 29 |
| Total fees | 44.50 |
| Funding net | -6.72 |
| Funding accrued (received) | 122.89 |
| Funding paid | 129.61 |
Trades
| Metric | Value |
|---|---|
| Total Trades | 28 |
| Win Trades | 11 |
| Los Trades | 17 |
| Win Rate, % | 39.29 |
| Expectancy per trade | 54.6193 |
| Max consecutive wins | 4 |
| Max consecutive losses | 5 |
Risk & Exposure
| Metric | Value |
|---|---|
| Position avg, % of margin balance | 91.93 |
| Position max, % of margin balance | 193.25 |
| Max Drawdown | 1812.66 |
| Max Drawdown, % | 54.32 |
Risk-Adjusted Ratios
| Metric | Value |
|---|---|
| Profit Factor (gross profit/gross loss) | 1.4669 |
| Recovery Factor (Total PnL / Max DD) | 0.8154 |
| Sharpe ratio (monthly) | 0.8631 |
| Sortino ratio (monthly) | 2.0638 |
| CAGR, % | 45.62 |
| Calmar ratio (CAGR / Max DD%) | 0.8398 |
Open Positions Size (USDT)
Strategy Charts
SOLUSDT 1d zigzag | PnL: 1529.34 | Fee: 44.50 | Vol: 123688.69
Realized PnL by Symbol
Details
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