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
1268.70
Total PnL
268.70 (26.87%)
Total Trades (Win/Los)
25 (10/15)
Win Rate
40.00%
Max Drawdown
1126.53 (59.07%)
Total Fees
22.12
Position avg (max), %
95.15 (171.56)
Profit Factor
1.16
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 | -18.18% | 33.77% | 67.60% | -39.17% | -4.81% | 5.00% | 15.95% | -21.53% | 5.47% | 10.75% | 42.60% | -9.52% | 52.95% |
| 2025 | -11.33% | -15.98% | 16.15% | -10.94% | 8.22% | 1.24% | -5.61% | 17.20% | 3.84% | 4.05% | 19.71% | -8.60% | 10.44% |
| 2026 | -20.60% | 18.12% | -10.62% | 0.55% | -10.87% | 0.04% | — | — | — | — | — | — | -24.84% |
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 | 1268.70 |
| Min balance | 780.66 |
| Max balance | 1911.37 |
Monthly Performance
| Metric | Value |
|---|---|
| Average monthly return (geometric), % | 0.80 |
| Average monthly return (arithmetic), % | 2.75 |
| Best month, % | 67.60 |
| Worst month, % | -39.17 |
PnL, Volume & Fees
| Metric | Value |
|---|---|
| Total PnL | 268.70 |
| Total PnL, % | 26.87 |
| Gross profit | 2225.01 |
| Gross loss | 1923.14 |
| Trading volume (USDT) | 61494.62 |
| Total transactions (buy/sell) | 26 |
| Total fees | 22.12 |
| Funding net | -11.04 |
| Funding accrued (received) | 67.00 |
| Funding paid | 78.05 |
Trades
| Metric | Value |
|---|---|
| Total Trades | 25 |
| Win Trades | 10 |
| Los Trades | 15 |
| Win Rate, % | 40.00 |
| Expectancy per trade | 12.0748 |
| Max consecutive wins | 2 |
| Max consecutive losses | 4 |
Risk & Exposure
| Metric | Value |
|---|---|
| Position avg, % of margin balance | 95.15 |
| Position max, % of margin balance | 171.56 |
| Max Drawdown | 1126.53 |
| Max Drawdown, % | 59.07 |
Risk-Adjusted Ratios
| Metric | Value |
|---|---|
| Profit Factor (gross profit/gross loss) | 1.1570 |
| Recovery Factor (Total PnL / Max DD) | 0.2385 |
| Sharpe ratio (monthly) | 0.4613 |
| Sortino ratio (monthly) | 0.8575 |
| CAGR, % | 10.36 |
| Calmar ratio (CAGR / Max DD%) | 0.1753 |
Open Positions Size (USDT)
Strategy Charts
SOLUSDT 1d zigzag | PnL: 301.87 | Fee: 22.12 | Vol: 61494.62
Realized PnL by Symbol
Details
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