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
1217.95
Total PnL
217.95 (21.80%)
Total Trades (Win/Los)
29 (10/19)
Win Rate
34.48%
Max Drawdown
822.79 (62.67%)
Total Fees
19.40
Position avg (max), %
91.79 (163.28)
Profit Factor
1.20
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 | — | 15.63% | -29.29% | 13.33% | -16.37% | 9.17% | -2.00% | -24.00% | 12.31% | 10.32% | 41.09% | -21.09% | -13.09% |
| 2025 | 6.75% | -3.59% | 11.37% | -1.73% | 4.42% | 0.65% | 2.62% | 0.62% | 3.87% | 6.80% | 21.67% | -9.22% | 49.76% |
| 2026 | -13.95% | 16.90% | 1.38% | 0.52% | -8.68% | 0.04% | — | — | — | — | — | — | -6.36% |
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 | 29 |
| Pairs count | 1 |
Balance & Equity
| Metric | Value |
|---|---|
| Initial balance | 1000.00 |
| Final balance | 1217.95 |
| Min balance | 490.14 |
| Max balance | 1486.95 |
Monthly Performance
| Metric | Value |
|---|---|
| Average monthly return (geometric), % | 0.68 |
| Average monthly return (arithmetic), % | 1.71 |
| Best month, % | 41.09 |
| Worst month, % | -29.29 |
PnL, Volume & Fees
| Metric | Value |
|---|---|
| Total PnL | 217.95 |
| Total PnL, % | 21.80 |
| Gross profit | 1506.48 |
| Gross loss | 1256.35 |
| Trading volume (USDT) | 53942.55 |
| Total transactions (buy/sell) | 31 |
| Total fees | 19.40 |
| Funding net | -12.78 |
| Funding accrued (received) | 42.94 |
| Funding paid | 55.72 |
Trades
| Metric | Value |
|---|---|
| Total Trades | 29 |
| Win Trades | 10 |
| Los Trades | 19 |
| Win Rate, % | 34.48 |
| Expectancy per trade | 8.6252 |
| Max consecutive wins | 2 |
| Max consecutive losses | 6 |
Risk & Exposure
| Metric | Value |
|---|---|
| Position avg, % of margin balance | 91.79 |
| Position max, % of margin balance | 163.28 |
| Max Drawdown | 822.79 |
| Max Drawdown, % | 62.67 |
Risk-Adjusted Ratios
| Metric | Value |
|---|---|
| Profit Factor (gross profit/gross loss) | 1.1991 |
| Recovery Factor (Total PnL / Max DD) | 0.2649 |
| Sharpe ratio (monthly) | 0.4143 |
| Sortino ratio (monthly) | 0.6343 |
| CAGR, % | 8.51 |
| Calmar ratio (CAGR / Max DD%) | 0.1358 |
Open Positions Size (USDT)
Strategy Charts
SOLUSDT 1d zigzag | PnL: 250.13 | Fee: 19.40 | Vol: 53942.55
Realized PnL by Symbol
Details
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