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
1207.99
Total PnL
207.99 (20.80%)
Total Trades (Win/Los)
25 (10/15)
Win Rate
40.00%
Max Drawdown
1670.33 (61.17%)
Total Fees
26.78
Position avg (max), %
95.97 (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% | 0.03% | -24.83% | 11.63% | 1.21% | -5.42% | 17.00% | -9.97% | 10.37% | 22.84% | -11.27% | -20.20% |
| 2026 | -25.34% | 6.32% | 2.56% | 0.53% | -17.50% | 0.04% | — | — | — | — | — | — | -32.44% |
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 | 1207.99 |
| Min balance | 836.38 |
| Max balance | 2730.73 |
Monthly Performance
| Metric | Value |
|---|---|
| Average monthly return (geometric), % | 0.63 |
| Average monthly return (arithmetic), % | 2.40 |
| Best month, % | 64.36 |
| Worst month, % | -28.77 |
PnL, Volume & Fees
| Metric | Value |
|---|---|
| Total PnL | 207.99 |
| Total PnL, % | 20.80 |
| Gross profit | 2949.18 |
| Gross loss | 2703.04 |
| Trading volume (USDT) | 74431.50 |
| Total transactions (buy/sell) | 26 |
| Total fees | 26.78 |
| Funding net | -11.37 |
| Funding accrued (received) | 84.16 |
| Funding paid | 95.52 |
Trades
| Metric | Value |
|---|---|
| Total Trades | 25 |
| Win Trades | 10 |
| Los Trades | 15 |
| Win Rate, % | 40.00 |
| Expectancy per trade | 9.8457 |
| Max consecutive wins | 4 |
| Max consecutive losses | 4 |
Risk & Exposure
| Metric | Value |
|---|---|
| Position avg, % of margin balance | 95.97 |
| Position max, % of margin balance | 207.48 |
| Max Drawdown | 1670.33 |
| Max Drawdown, % | 61.17 |
Risk-Adjusted Ratios
| Metric | Value |
|---|---|
| Profit Factor (gross profit/gross loss) | 1.0911 |
| Recovery Factor (Total PnL / Max DD) | 0.1245 |
| Sharpe ratio (monthly) | 0.4189 |
| Sortino ratio (monthly) | 0.7924 |
| CAGR, % | 8.14 |
| Calmar ratio (CAGR / Max DD%) | 0.1331 |
Open Positions Size (USDT)
Strategy Charts
SOLUSDT 1d zigzag | PnL: 246.14 | Fee: 26.78 | Vol: 74431.50
Realized PnL by Symbol
Details
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