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
1096.72
Total PnL
96.72 (9.67%)
Total Trades (Win/Los)
16 (7/9)
Win Rate
43.75%
Max Drawdown
1329.54 (64.40%)
Total Fees
13.69
Position avg (max), %
93.07 (223.84)
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 | — | 7.06% | 60.56% | -37.91% | 30.55% | 3.66% | 6.32% | -29.92% | 5.34% | 11.52% | 45.35% | -22.60% | 42.22% |
| 2025 | -15.14% | -21.06% | 17.03% | -13.81% | 4.84% | -1.25% | 9.56% | 14.43% | 3.30% | -1.06% | 19.18% | 2.74% | 9.75% |
| 2026 | -7.72% | 17.77% | -21.48% | 0.66% | -18.17% | 0.04% | — | — | — | — | — | — | -29.69% |
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 | 29 |
| Pairs count | 1 |
Balance & Equity
| Metric | Value |
|---|---|
| Initial balance | 1000.00 |
| Final balance | 1096.72 |
| Min balance | 734.83 |
| Max balance | 2064.38 |
Monthly Performance
| Metric | Value |
|---|---|
| Average monthly return (geometric), % | 0.32 |
| Average monthly return (arithmetic), % | 2.41 |
| Best month, % | 60.56 |
| Worst month, % | -37.91 |
PnL, Volume & Fees
| Metric | Value |
|---|---|
| Total PnL | 96.72 |
| Total PnL, % | 9.67 |
| Gross profit | 1762.87 |
| Gross loss | 1615.32 |
| Trading volume (USDT) | 38052.41 |
| Total transactions (buy/sell) | 17 |
| Total fees | 13.69 |
| Funding net | -37.14 |
| Funding accrued (received) | 48.01 |
| Funding paid | 85.15 |
Trades
| Metric | Value |
|---|---|
| Total Trades | 16 |
| Win Trades | 7 |
| Los Trades | 9 |
| Win Rate, % | 43.75 |
| Expectancy per trade | 9.2218 |
| Max consecutive wins | 3 |
| Max consecutive losses | 4 |
Risk & Exposure
| Metric | Value |
|---|---|
| Position avg, % of margin balance | 93.07 |
| Position max, % of margin balance | 223.84 |
| Max Drawdown | 1329.54 |
| Max Drawdown, % | 64.40 |
Risk-Adjusted Ratios
| Metric | Value |
|---|---|
| Profit Factor (gross profit/gross loss) | 1.0913 |
| Recovery Factor (Total PnL / Max DD) | 0.0727 |
| Sharpe ratio (monthly) | 0.3994 |
| Sortino ratio (monthly) | 0.6647 |
| CAGR, % | 3.90 |
| Calmar ratio (CAGR / Max DD%) | 0.0605 |
Open Positions Size (USDT)
Strategy Charts
SOLUSDT 1d zigzag | PnL: 147.55 | Fee: 13.69 | Vol: 38052.41
Realized PnL by Symbol
Details
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