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
1235.62
Total PnL
235.62 (23.56%)
Total Trades (Win/Los)
45 (9/36)
Win Rate
20.00%
Max Drawdown
696.39 (66.42%)
Total Fees
26.52
Position avg (max), %
93.20 (189.23)
Profit Factor
1.22
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 | -8.86% | -0.46% | -31.00% | — | — | -1.50% | 4.43% | -18.73% | 11.91% | 10.02% | 40.00% | -20.69% | -28.47% |
| 2025 | 16.25% | 6.94% | 9.64% | -8.39% | 5.72% | -1.46% | 11.22% | 1.69% | 3.72% | 17.91% | 17.94% | 0.86% | 114.00% |
| 2026 | -8.83% | 16.55% | -2.03% | 0.53% | -8.96% | 0.04% | — | — | — | — | — | — | -4.69% |
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 | 28 |
| Pairs count | 1 |
Balance & Equity
| Metric | Value |
|---|---|
| Initial balance | 1000.00 |
| Final balance | 1235.62 |
| Min balance | 352.04 |
| Max balance | 1528.31 |
Monthly Performance
| Metric | Value |
|---|---|
| Average monthly return (geometric), % | 1.36 |
| Average monthly return (arithmetic), % | 2.30 |
| Best month, % | 40.00 |
| Worst month, % | -31.00 |
PnL, Volume & Fees
| Metric | Value |
|---|---|
| Total PnL | 235.62 |
| Total PnL, % | 23.56 |
| Gross profit | 1533.18 |
| Gross loss | 1260.16 |
| Trading volume (USDT) | 73726.51 |
| Total transactions (buy/sell) | 47 |
| Total fees | 26.52 |
| Funding net | -10.87 |
| Funding accrued (received) | 37.20 |
| Funding paid | 48.08 |
Trades
| Metric | Value |
|---|---|
| Total Trades | 45 |
| Win Trades | 9 |
| Los Trades | 36 |
| Win Rate, % | 20.00 |
| Expectancy per trade | 6.0671 |
| Max consecutive wins | 2 |
| Max consecutive losses | 10 |
Risk & Exposure
| Metric | Value |
|---|---|
| Position avg, % of margin balance | 93.20 |
| Position max, % of margin balance | 189.23 |
| Max Drawdown | 696.39 |
| Max Drawdown, % | 66.42 |
Risk-Adjusted Ratios
| Metric | Value |
|---|---|
| Profit Factor (gross profit/gross loss) | 1.2167 |
| Recovery Factor (Total PnL / Max DD) | 0.3384 |
| Sharpe ratio (monthly) | 0.5812 |
| Sortino ratio (monthly) | 0.9303 |
| CAGR, % | 9.16 |
| Calmar ratio (CAGR / Max DD%) | 0.1379 |
Open Positions Size (USDT)
Strategy Charts
SOLUSDT 1d zigzag | PnL: 273.02 | Fee: 26.52 | Vol: 73726.51
Realized PnL by Symbol
Details
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