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
2224.73
Total PnL
1224.73 (122.47%)
Total Trades (Win/Los)
14 (7/7)
Win Rate
50.00%
Max Drawdown
1512.05 (63.48%)
Total Fees
16.51
Position avg (max), %
84.87 (197.15)
Profit Factor
1.92
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% | 60.69% | -37.96% | 30.62% | 3.17% | 6.71% | -22.48% | 5.16% | 10.70% | 42.43% | -21.58% | 67.09% |
| 2025 | -7.37% | -7.35% | 13.17% | -3.80% | 4.45% | -1.15% | 8.80% | 13.37% | 3.08% | 3.99% | 18.10% | 2.61% | 54.59% |
| 2026 | 5.42% | 5.61% | -12.40% | 0.63% | -12.21% | 0.04% | — | — | — | — | — | — | -13.81% |
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 | 2224.73 |
| Min balance | 869.77 |
| Max balance | 3029.62 |
Monthly Performance
| Metric | Value |
|---|---|
| Average monthly return (geometric), % | 2.80 |
| Average monthly return (arithmetic), % | 4.42 |
| Best month, % | 60.69 |
| Worst month, % | -37.96 |
PnL, Volume & Fees
| Metric | Value |
|---|---|
| Total PnL | 1224.73 |
| Total PnL, % | 122.47 |
| Gross profit | 2672.29 |
| Gross loss | 1390.81 |
| Trading volume (USDT) | 45913.32 |
| Total transactions (buy/sell) | 15 |
| Total fees | 16.51 |
| Funding net | -40.25 |
| Funding accrued (received) | 64.06 |
| Funding paid | 104.30 |
Trades
| Metric | Value |
|---|---|
| Total Trades | 14 |
| Win Trades | 7 |
| Los Trades | 7 |
| Win Rate, % | 50.00 |
| Expectancy per trade | 91.5348 |
| Max consecutive wins | 3 |
| Max consecutive losses | 3 |
Risk & Exposure
| Metric | Value |
|---|---|
| Position avg, % of margin balance | 84.87 |
| Position max, % of margin balance | 197.15 |
| Max Drawdown | 1512.05 |
| Max Drawdown, % | 63.48 |
Risk-Adjusted Ratios
| Metric | Value |
|---|---|
| Profit Factor (gross profit/gross loss) | 1.9214 |
| Recovery Factor (Total PnL / Max DD) | 0.8100 |
| Sharpe ratio (monthly) | 0.8238 |
| Sortino ratio (monthly) | 1.5465 |
| CAGR, % | 39.25 |
| Calmar ratio (CAGR / Max DD%) | 0.6184 |
Open Positions Size (USDT)
Strategy Charts
SOLUSDT 1d zigzag | PnL: 1281.49 | Fee: 16.51 | Vol: 45913.32
Realized PnL by Symbol
Details
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