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
1907.33
Total PnL
907.33 (90.73%)
Total Trades (Win/Los)
26 (11/15)
Win Rate
42.31%
Max Drawdown
1670.65 (51.44%)
Total Fees
33.54
Position avg (max), %
92.69 (170.24)
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 | -19.81% | 31.26% | 63.77% | -6.32% | 1.04% | 5.67% | 15.99% | -21.56% | 5.54% | 10.80% | 42.78% | 2.00% | 167.15% |
| 2025 | -5.06% | -16.63% | 1.16% | -16.26% | 10.78% | 1.19% | -5.31% | 16.83% | -4.98% | 9.53% | 21.16% | -10.51% | -6.17% |
| 2026 | -21.71% | 5.81% | 2.59% | 0.54% | -10.92% | 0.04% | — | — | — | — | — | — | -23.85% |
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 | 1907.33 |
| Min balance | 768.40 |
| Max balance | 3247.90 |
Monthly Performance
| Metric | Value |
|---|---|
| Average monthly return (geometric), % | 2.18 |
| Average monthly return (arithmetic), % | 3.65 |
| Best month, % | 63.77 |
| Worst month, % | -21.71 |
PnL, Volume & Fees
| Metric | Value |
|---|---|
| Total PnL | 907.33 |
| Total PnL, % | 90.73 |
| Gross profit | 3873.12 |
| Gross loss | 2924.29 |
| Trading volume (USDT) | 93210.74 |
| Total transactions (buy/sell) | 27 |
| Total fees | 33.54 |
| Funding net | -7.97 |
| Funding accrued (received) | 103.19 |
| Funding paid | 111.16 |
Trades
| Metric | Value |
|---|---|
| Total Trades | 26 |
| Win Trades | 11 |
| Los Trades | 15 |
| Win Rate, % | 42.31 |
| Expectancy per trade | 36.4936 |
| Max consecutive wins | 4 |
| Max consecutive losses | 3 |
Risk & Exposure
| Metric | Value |
|---|---|
| Position avg, % of margin balance | 92.69 |
| Position max, % of margin balance | 170.24 |
| Max Drawdown | 1670.65 |
| Max Drawdown, % | 51.44 |
Risk-Adjusted Ratios
| Metric | Value |
|---|---|
| Profit Factor (gross profit/gross loss) | 1.3245 |
| Recovery Factor (Total PnL / Max DD) | 0.5431 |
| Sharpe ratio (monthly) | 0.6880 |
| Sortino ratio (monthly) | 1.4693 |
| CAGR, % | 30.66 |
| Calmar ratio (CAGR / Max DD%) | 0.5960 |
Open Positions Size (USDT)
Strategy Charts
SOLUSDT 1d zigzag | PnL: 948.83 | Fee: 33.54 | Vol: 93210.74
Realized PnL by Symbol
Details
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